# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-26-000185
**Filing Date:** 2026-5
**Character Count:** 8577283
**Document Hash:** d533c9438a72ff60e60936f11be49160
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-26-000185.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000794105-26-000185

**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:** 261037142

**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 Index Fund (Series ID: S000002564)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000007062 | Investor Shares             | VBMFX           |
| C000007063 | Admiral Shares              | VBTLX           |
| C000007064 | Institutional Shares        | VBTIX           |
| C000046844 | ETF Shares                  | BND             |
| C000081425 | Institutional Plus Shares   | VBMPX           |
| C000170279 | Institutional Select Shares | VTBSX           |

## Nport-Ex

Vanguard<sup>®</sup> Total Bond Market 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 (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** | **U.S. Government and Agency Obligations (68.2%)** |
| **U.S. Government Securities (48.4%)** | **U.S. Government Securities (48.4%)** | **U.S. Government Securities (48.4%)** | **U.S. Government Securities (48.4%)** | **U.S. Government Securities (48.4%)** | **U.S. Government Securities (48.4%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;691814 | &nbsp;&nbsp;&nbsp;&nbsp;697138 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;458376 | &nbsp;&nbsp;&nbsp;&nbsp;442619 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;637832 | &nbsp;&nbsp;&nbsp;&nbsp;630980 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;1114096 | &nbsp;&nbsp;1113835 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;741722 | &nbsp;&nbsp;&nbsp;&nbsp;729988 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;864726 | &nbsp;&nbsp;&nbsp;&nbsp;871110 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;633022 | &nbsp;&nbsp;&nbsp;&nbsp;609333 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;685340 | &nbsp;&nbsp;&nbsp;&nbsp;676104 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;1202512 | &nbsp;&nbsp;1203358 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;654477 | &nbsp;&nbsp;&nbsp;&nbsp;660587 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;493395 | &nbsp;&nbsp;&nbsp;&nbsp;473563 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;589881 | &nbsp;&nbsp;&nbsp;&nbsp;585733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;748913 | &nbsp;&nbsp;&nbsp;&nbsp;748328 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;644603 | &nbsp;&nbsp;&nbsp;&nbsp;649009 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;725376 | &nbsp;&nbsp;&nbsp;&nbsp;692932 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;854820 | &nbsp;&nbsp;&nbsp;&nbsp;842833 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;882807 | &nbsp;&nbsp;&nbsp;&nbsp;883152 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;617746 | &nbsp;&nbsp;&nbsp;&nbsp;604691 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;689341 | &nbsp;&nbsp;&nbsp;&nbsp;688533 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19497 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;612730 | &nbsp;&nbsp;&nbsp;&nbsp;584678 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;690156 | &nbsp;&nbsp;&nbsp;&nbsp;683416 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;819636 | &nbsp;&nbsp;&nbsp;&nbsp;817235 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;742733 | &nbsp;&nbsp;&nbsp;&nbsp;737859 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;842629 | &nbsp;&nbsp;&nbsp;&nbsp;800464 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;776167 | &nbsp;&nbsp;&nbsp;&nbsp;772438 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;566269 | &nbsp;&nbsp;&nbsp;&nbsp;568658 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;779258 | &nbsp;&nbsp;&nbsp;&nbsp;779745 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;680859 | &nbsp;&nbsp;&nbsp;&nbsp;646231 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;576751 | &nbsp;&nbsp;&nbsp;&nbsp;573732 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;471098 | &nbsp;&nbsp;&nbsp;&nbsp;473104 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;780664 | &nbsp;&nbsp;&nbsp;&nbsp;761269 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;795210 | &nbsp;&nbsp;&nbsp;&nbsp;798720 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;761093 | &nbsp;&nbsp;&nbsp;&nbsp;721968 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;1630635 | &nbsp;&nbsp;1618787 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;864079 | &nbsp;&nbsp;&nbsp;&nbsp;864619 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;503823 | &nbsp;&nbsp;&nbsp;&nbsp;505240 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;690770 | &nbsp;&nbsp;&nbsp;&nbsp;653587 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;321399 | &nbsp;&nbsp;&nbsp;&nbsp;318951 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;530777 | &nbsp;&nbsp;&nbsp;&nbsp;531129 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;683337 | &nbsp;&nbsp;&nbsp;&nbsp;688195 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;899972 | &nbsp;&nbsp;&nbsp;&nbsp;851283 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;1863123 | &nbsp;&nbsp;1852643 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;834241 | &nbsp;&nbsp;&nbsp;&nbsp;818208 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;672917 | &nbsp;&nbsp;&nbsp;&nbsp;678147 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;1056563 | &nbsp;&nbsp;1004478 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;381537 | &nbsp;&nbsp;&nbsp;&nbsp;378556 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;597879 | &nbsp;&nbsp;&nbsp;&nbsp;599864 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;884832 | &nbsp;&nbsp;&nbsp;&nbsp;885903 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;701555 | &nbsp;&nbsp;&nbsp;&nbsp;667190 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;668154 | &nbsp;&nbsp;&nbsp;&nbsp;665805 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;653336 | &nbsp;&nbsp;&nbsp;&nbsp;654357 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;560761 | &nbsp;&nbsp;&nbsp;&nbsp;560038 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;1108362 | &nbsp;&nbsp;1051905 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;487276 | &nbsp;&nbsp;&nbsp;&nbsp;484192 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;826321 | &nbsp;&nbsp;&nbsp;&nbsp;810570 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;928199 | &nbsp;&nbsp;&nbsp;&nbsp;927075 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;871195 | &nbsp;&nbsp;&nbsp;&nbsp;825049 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;674655 | &nbsp;&nbsp;&nbsp;&nbsp;672020 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;723077 | &nbsp;&nbsp;&nbsp;&nbsp;724179 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;693185 | &nbsp;&nbsp;&nbsp;&nbsp;655141 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;488761 | &nbsp;&nbsp;&nbsp;&nbsp;490823 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;657701 | &nbsp;&nbsp;&nbsp;&nbsp;658549 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;831941 | &nbsp;&nbsp;&nbsp;&nbsp;780172 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;562766 | &nbsp;&nbsp;&nbsp;&nbsp;566613 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;826914 | &nbsp;&nbsp;&nbsp;&nbsp;809374 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;755111 | &nbsp;&nbsp;&nbsp;&nbsp;751955 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49917 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;840349 | &nbsp;&nbsp;&nbsp;&nbsp;788484 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;626818 | &nbsp;&nbsp;&nbsp;&nbsp;634678 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;482728 | &nbsp;&nbsp;&nbsp;&nbsp;477769 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;801315 | &nbsp;&nbsp;&nbsp;&nbsp;752579 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;638514 | &nbsp;&nbsp;&nbsp;&nbsp;650711 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;865317 | &nbsp;&nbsp;&nbsp;&nbsp;858658 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;796120 | &nbsp;&nbsp;&nbsp;&nbsp;748570 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;680127 | &nbsp;&nbsp;&nbsp;&nbsp;697502 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;818650 | &nbsp;&nbsp;&nbsp;&nbsp;804356 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;739221 | &nbsp;&nbsp;&nbsp;&nbsp;733330 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;121485 | &nbsp;&nbsp;&nbsp;&nbsp;125419 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;780340 | &nbsp;&nbsp;&nbsp;&nbsp;734800 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;714790 | &nbsp;&nbsp;&nbsp;&nbsp;724674 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;829193 | &nbsp;&nbsp;&nbsp;&nbsp;822424 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;693796 | &nbsp;&nbsp;&nbsp;&nbsp;649892 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;763998 | &nbsp;&nbsp;&nbsp;&nbsp;762506 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;713211 | &nbsp;&nbsp;&nbsp;&nbsp;673789 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;689157 | &nbsp;&nbsp;&nbsp;&nbsp;692280 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;822092 | &nbsp;&nbsp;&nbsp;&nbsp;795374 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;265925 | &nbsp;&nbsp;&nbsp;&nbsp;263640 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35839 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;693970 | &nbsp;&nbsp;&nbsp;&nbsp;656940 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;853428 | &nbsp;&nbsp;&nbsp;&nbsp;863262 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;1325068 | &nbsp;&nbsp;1313525 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;665420 | &nbsp;&nbsp;&nbsp;&nbsp;638153 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;916511 | &nbsp;&nbsp;&nbsp;&nbsp;924208 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;566338 | &nbsp;&nbsp;&nbsp;&nbsp;550520 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;911775 | &nbsp;&nbsp;&nbsp;&nbsp;932397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;730068 | &nbsp;&nbsp;&nbsp;&nbsp;698926 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;610270 | &nbsp;&nbsp;&nbsp;&nbsp;590532 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;905965 | &nbsp;&nbsp;&nbsp;&nbsp;923589 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;622429 | &nbsp;&nbsp;&nbsp;&nbsp;611098 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;925949 | &nbsp;&nbsp;&nbsp;&nbsp;937415 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;561848 | &nbsp;&nbsp;&nbsp;&nbsp;540384 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;745637 | &nbsp;&nbsp;&nbsp;&nbsp;749045 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;532338 | &nbsp;&nbsp;&nbsp;&nbsp;495344 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63528 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;434000 | &nbsp;&nbsp;&nbsp;&nbsp;423845 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;906669 | &nbsp;&nbsp;&nbsp;&nbsp;899692 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;887623 | &nbsp;&nbsp;&nbsp;&nbsp;877048 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;475721 | &nbsp;&nbsp;&nbsp;&nbsp;475851 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;432295 | &nbsp;&nbsp;&nbsp;&nbsp;434051 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;851725 | &nbsp;&nbsp;&nbsp;&nbsp;858679 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;432730 | &nbsp;&nbsp;&nbsp;&nbsp;402202 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;533611 | &nbsp;&nbsp;&nbsp;&nbsp;533528 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;885367 | &nbsp;&nbsp;&nbsp;&nbsp;892733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;482422 | &nbsp;&nbsp;&nbsp;&nbsp;482215 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;863971 | &nbsp;&nbsp;&nbsp;&nbsp;878754 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;471503 | &nbsp;&nbsp;&nbsp;&nbsp;464983 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;883868 | &nbsp;&nbsp;&nbsp;&nbsp;895158 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;758364 | &nbsp;&nbsp;&nbsp;&nbsp;693962 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;1356651 | &nbsp;&nbsp;1361898 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;417761 | &nbsp;&nbsp;&nbsp;&nbsp;413502 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;858754 | &nbsp;&nbsp;&nbsp;&nbsp;862008 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;415605 | &nbsp;&nbsp;&nbsp;&nbsp;409306 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;860420 | &nbsp;&nbsp;&nbsp;&nbsp;859580 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;1210347 | &nbsp;&nbsp;1060236 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83166 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;536637 | &nbsp;&nbsp;&nbsp;&nbsp;533367 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;811244 | &nbsp;&nbsp;&nbsp;&nbsp;814191 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;446050 | &nbsp;&nbsp;&nbsp;&nbsp;443227 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;810143 | &nbsp;&nbsp;&nbsp;&nbsp;809036 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;699826 | &nbsp;&nbsp;&nbsp;&nbsp;698760 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;477172 | &nbsp;&nbsp;&nbsp;&nbsp;478700 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;1407664 | &nbsp;&nbsp;1222523 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;820122 | &nbsp;&nbsp;&nbsp;&nbsp;809999 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;487775 | &nbsp;&nbsp;&nbsp;&nbsp;491567 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;591762 | &nbsp;&nbsp;&nbsp;&nbsp;584527 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;498561 | &nbsp;&nbsp;&nbsp;&nbsp;512641 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;922902 | &nbsp;&nbsp;&nbsp;&nbsp;911077 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;433799 | &nbsp;&nbsp;&nbsp;&nbsp;450693 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;1218529 | &nbsp;&nbsp;1061977 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;1213558 | &nbsp;&nbsp;1191325 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;476755 | &nbsp;&nbsp;&nbsp;&nbsp;485396 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;322360 | &nbsp;&nbsp;&nbsp;&nbsp;318003 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;530780 | &nbsp;&nbsp;&nbsp;&nbsp;526219 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;873828 | &nbsp;&nbsp;&nbsp;&nbsp;866489 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;594034 | &nbsp;&nbsp;&nbsp;&nbsp;595264 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;1403826 | &nbsp;&nbsp;1230596 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;295202 | &nbsp;&nbsp;&nbsp;&nbsp;313006 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;759610 | &nbsp;&nbsp;&nbsp;&nbsp;744804 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;549084 | &nbsp;&nbsp;&nbsp;&nbsp;556205 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;946331 | &nbsp;&nbsp;&nbsp;&nbsp;943300 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;552867 | &nbsp;&nbsp;&nbsp;&nbsp;556754 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;556730 | &nbsp;&nbsp;&nbsp;&nbsp;573193 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;1388187 | &nbsp;&nbsp;1237981 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;511329 | &nbsp;&nbsp;&nbsp;&nbsp;526449 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;534816 | &nbsp;&nbsp;&nbsp;&nbsp;541439 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;633297 | &nbsp;&nbsp;&nbsp;&nbsp;637379 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;1523055 | &nbsp;&nbsp;1321607 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;602814 | &nbsp;&nbsp;&nbsp;&nbsp;595326 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;568370 | &nbsp;&nbsp;&nbsp;&nbsp;557580 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;549330 | &nbsp;&nbsp;&nbsp;&nbsp;552205 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;1562014 | &nbsp;&nbsp;1354620 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;586184 | &nbsp;&nbsp;&nbsp;&nbsp;589069 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;603586 | &nbsp;&nbsp;&nbsp;&nbsp;617968 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;644532 | &nbsp;&nbsp;&nbsp;&nbsp;655534 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;1412797 | &nbsp;&nbsp;1252754 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;539665 | &nbsp;&nbsp;&nbsp;&nbsp;541795 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;610315 | &nbsp;&nbsp;&nbsp;&nbsp;612461 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;638918 | &nbsp;&nbsp;&nbsp;&nbsp;636671 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;1456341 | &nbsp;&nbsp;1362248 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;625478 | &nbsp;&nbsp;&nbsp;&nbsp;627213 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;587569 | &nbsp;&nbsp;&nbsp;&nbsp;584930 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;682035 | &nbsp;&nbsp;&nbsp;&nbsp;678705 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;1379065 | &nbsp;&nbsp;1275635 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;654863 | &nbsp;&nbsp;&nbsp;&nbsp;646728 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;657507 | &nbsp;&nbsp;&nbsp;&nbsp;649057 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;687745 | &nbsp;&nbsp;&nbsp;&nbsp;673587 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;1387197 | &nbsp;&nbsp;1387576 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;643540 | &nbsp;&nbsp;&nbsp;&nbsp;629814 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;451678 | &nbsp;&nbsp;&nbsp;&nbsp;445185 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;647729 | &nbsp;&nbsp;&nbsp;&nbsp;642972 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;1299890 | &nbsp;&nbsp;1250636 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;516572 | &nbsp;&nbsp;&nbsp;&nbsp;504949 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;787815 | &nbsp;&nbsp;&nbsp;&nbsp;793416 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;1310893 | &nbsp;&nbsp;1248984 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;1429838 | &nbsp;&nbsp;1403755 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;1493975 | &nbsp;&nbsp;1525021 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;1585013 | &nbsp;&nbsp;1564024 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;1610685 | &nbsp;&nbsp;1627861 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;1636141 | &nbsp;&nbsp;1594279 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;1609973 | &nbsp;&nbsp;1609470 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;1562842 | &nbsp;&nbsp;1603500 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;1412693 | &nbsp;&nbsp;1408996 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;1523984 | &nbsp;&nbsp;1518507 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;945297 | &nbsp;&nbsp;&nbsp;&nbsp;922108 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;1508898 | &nbsp;&nbsp;1485263 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45634 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40578 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64412 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;144063 | &nbsp;&nbsp;&nbsp;&nbsp;143675 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99038 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81707 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;149294 | &nbsp;&nbsp;144605 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;169122 | &nbsp;&nbsp;167391 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;234899 | &nbsp;&nbsp;228806 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;205527 | &nbsp;&nbsp;205077 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;494446 | &nbsp;&nbsp;311540 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;261181 | &nbsp;&nbsp;253692 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;694552 | &nbsp;&nbsp;433064 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;211862 | &nbsp;&nbsp;194127 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;797044 | &nbsp;&nbsp;513471 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;163417 | &nbsp;&nbsp;155795 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;810102 | &nbsp;&nbsp;561122 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;141215 | &nbsp;&nbsp;141927 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;647819 | &nbsp;&nbsp;471921 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;890850 | &nbsp;&nbsp;595826 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;100545 | &nbsp;&nbsp;&nbsp;&nbsp;89681 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;815715 | &nbsp;&nbsp;564118 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;96254 | &nbsp;&nbsp;&nbsp;&nbsp;78733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;683498 | &nbsp;&nbsp;498393 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;178642 | &nbsp;&nbsp;145489 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;138799 | &nbsp;&nbsp;110660 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;521809 | &nbsp;&nbsp;430533 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;193969 | &nbsp;&nbsp;148296 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;440393 | &nbsp;&nbsp;367952 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;258400 | &nbsp;&nbsp;196515 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;487461 | &nbsp;&nbsp;441114 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;369076 | &nbsp;&nbsp;295535 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;547110 | &nbsp;&nbsp;486180 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;415385 | &nbsp;&nbsp;318938 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;475136 | &nbsp;&nbsp;421256 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;306820 | &nbsp;&nbsp;262043 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;573774 | &nbsp;&nbsp;541656 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;352191 | &nbsp;&nbsp;305319 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;502939 | &nbsp;&nbsp;496849 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;336062 | &nbsp;&nbsp;285613 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;522327 | &nbsp;&nbsp;499516 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;308936 | &nbsp;&nbsp;252495 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;515442 | &nbsp;&nbsp;499999 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;321360 | &nbsp;&nbsp;251891 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;521212 | &nbsp;&nbsp;472817 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;365447 | &nbsp;&nbsp;279824 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;481605 | &nbsp;&nbsp;466254 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;249801 | &nbsp;&nbsp;175192 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;511322 | &nbsp;&nbsp;502374 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;232697 | &nbsp;&nbsp;176968 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;595776 | &nbsp;&nbsp;603549 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;258348 | &nbsp;&nbsp;191874 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;507185 | &nbsp;&nbsp;505580 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;153125 | &nbsp;&nbsp;115747 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;408912 | &nbsp;&nbsp;394328 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;316220 | &nbsp;&nbsp;218130 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;352451 | &nbsp;&nbsp;339771 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;322815 | &nbsp;&nbsp;221696 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;426514 | &nbsp;&nbsp;277901 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;221412 | &nbsp;&nbsp;161795 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;335985 | &nbsp;&nbsp;250217 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;247794 | &nbsp;&nbsp;184103 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;427788 | &nbsp;&nbsp;302577 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;431434 | &nbsp;&nbsp;304110 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;571356 | &nbsp;&nbsp;421107 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;615904 | &nbsp;&nbsp;463323 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;609032 | &nbsp;&nbsp;446782 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;671322 | &nbsp;&nbsp;525624 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;608356 | &nbsp;&nbsp;444147 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;632460 | &nbsp;&nbsp;449516 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;489089 | &nbsp;&nbsp;304095 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;535921 | &nbsp;&nbsp;341440 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;665985 | &nbsp;&nbsp;387624 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;692410 | &nbsp;&nbsp;328516 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;799599 | &nbsp;&nbsp;390835 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;833812 | &nbsp;&nbsp;434983 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;847812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470668 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;1018908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637415 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;1039290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591786 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;997200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547720 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;922357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555864 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;810917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562447 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;785050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558244 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;811124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697155 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;877266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704109 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;860619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689974 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;879685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771855 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;835273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812597 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;985263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882696 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;871514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831138 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;891113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798347 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;855832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799668 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;967233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922876 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;859159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836606 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;752284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733125 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;779898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745260 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;1040195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014515 |
|  |  |  |  |  | &nbsp;&nbsp;**187483033** |
| **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** |
| <sup>2,3</sup> | AID-Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10788 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16882 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17225 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22799 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13182 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10781 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8056 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12870 |
|  | 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;6248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6306 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11111 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7754 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 |
|  | Federal Farm Credit Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9064 |
| <sup>2</sup> | Federal Home Loan Banks | &nbsp;&nbsp;2.010% | &nbsp;&nbsp;2/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>2</sup> | Federal Home Loan Banks | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34627 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87382 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;388020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381924 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9937 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;44 |
|  | Federal Home Loan Banks | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61346 |
| <sup>2,4</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;191931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209410 |
| <sup>4</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109211 |
| <sup>4</sup> | Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19925 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;281570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268754 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45442 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35200 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86327 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;198665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174375 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37274 |
| <sup>4</sup> | Federal National Mortgage Assn. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13958 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10985 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
| <sup>2</sup> | Private Export Funding Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 |
| <sup>2</sup> | Resolution Funding Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42174 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32313 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8557 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12416 |
| <sup>2</sup> | Tennessee Valley Authority | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8149 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11230 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8687 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15692 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.880% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14851 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41799 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10276 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12888 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32156 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10962 |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27135 |
|  |  |  |  |  | &nbsp;&nbsp;**2074737** |
| **Conventional Mortgage-Backed Securities (19.3%)** | **Conventional Mortgage-Backed Securities (19.3%)** | **Conventional Mortgage-Backed Securities (19.3%)** | **Conventional Mortgage-Backed Securities (19.3%)** | **Conventional Mortgage-Backed Securities (19.3%)** |  |
| <sup>2,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>2,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2029–9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,4</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;7758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7512 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/2027–3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98049 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2028–12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449566 | &nbsp;&nbsp;&nbsp;&nbsp;416918 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2026–7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713047 | &nbsp;&nbsp;&nbsp;&nbsp;669624 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2026–2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438868 | &nbsp;&nbsp;&nbsp;&nbsp;422688 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2026–1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204248 | &nbsp;&nbsp;&nbsp;&nbsp;201938 |
| <sup>2,4</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;61226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62144 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2026–7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19423 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2026–5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/2026–12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2026–2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/1/2026–11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;8/1/2026–7/1/2031 | &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;6 |
| <sup>2,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;5/1/2027–9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;4 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2042–11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29938 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2026–7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45672 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2026–6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58987 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2033–2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57160 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2039–4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16849 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2029–6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2026–1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2027–9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/15/2026–5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2026–11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;9/15/2026–3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>2</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/15/2026–1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</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;53085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41866 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/20/2050–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2138243 | &nbsp;&nbsp;1763269 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2027–11/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2111727 | &nbsp;&nbsp;1816424 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/20/2028–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2079360 | &nbsp;&nbsp;1868945 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/20/2026–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1740137 | &nbsp;&nbsp;1623816 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2039–11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1308359 | &nbsp;&nbsp;1242316 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/20/2033–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1854015 | &nbsp;&nbsp;1801937 |
| <sup>1,2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2039–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2941024 | &nbsp;&nbsp;2921185 |
| <sup>1,2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/20/2049–3/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2921626 | &nbsp;&nbsp;2951900 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/20/2033–12/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1578865 | &nbsp;&nbsp;1610619 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/20/2031–8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481450 | &nbsp;&nbsp;&nbsp;&nbsp;502117 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/20/2028–9/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76660 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/20/2030–12/20/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/1/2035–6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2659869 | &nbsp;&nbsp;2191506 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/1/2027–5/25/2056 | &nbsp;&nbsp;11738412 | &nbsp;&nbsp;9784660 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/2026–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8173531 | &nbsp;&nbsp;7039858 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/1/2028–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5042891 | &nbsp;&nbsp;4537639 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2026–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3039335 | &nbsp;&nbsp;2825774 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2026–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2855531 | &nbsp;&nbsp;2721777 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2026–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2929623 | &nbsp;&nbsp;2853853 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2028–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5755882 | &nbsp;&nbsp;5715280 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/2027–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7366761 | &nbsp;&nbsp;7447644 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2026–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6034422 | &nbsp;&nbsp;6193316 |
| <sup>2,4,5</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/2052–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2336746 | &nbsp;&nbsp;2435433 |

---

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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>2,4</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2026–8/1/2055 | &nbsp;&nbsp;383162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404204 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2026–1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;17045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18104 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/2026–9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;8/1/2026–5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>2,4</sup> | UMBS Pool | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&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;4 |
|  |  |  |  |  | &nbsp;&nbsp;**74525454** |
| **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>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.185% | &nbsp;&nbsp;6.307% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.190% | &nbsp;&nbsp;5.815% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.235% | &nbsp;&nbsp;5.860% | &nbsp;&nbsp;12/1/2035 | &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 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.268% | &nbsp;&nbsp;6.393% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.268% | &nbsp;&nbsp;6.518% | &nbsp;&nbsp;5/1/2033 | &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 |
| <sup>2,4,6</sup> | Fannie Mae Pool, 1YR CMT + 2.275% | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</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;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;6.060% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.335% | &nbsp;&nbsp;5.585% | &nbsp;&nbsp;1/1/2035 | &nbsp;&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;3 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.429% | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.460% | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;6.215% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;6.169% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.530% | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.558% | &nbsp;&nbsp;6.308% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;6.281% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.585% | &nbsp;&nbsp;6.085% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.598% | &nbsp;&nbsp;6.098% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;6.058% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.621% | &nbsp;&nbsp;6.353% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;5.873% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.624% | &nbsp;&nbsp;6.582% | &nbsp;&nbsp;4/1/2037 | &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>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;6.135% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.655% | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.672% | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.675% | &nbsp;&nbsp;6.407% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.445% | &nbsp;&nbsp;7/1/2039 | &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;18 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;6.448% | &nbsp;&nbsp;8/1/2040–10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.703% | &nbsp;&nbsp;6.322% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;6.080% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.710% | &nbsp;&nbsp;5.932% | &nbsp;&nbsp;1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.712% | &nbsp;&nbsp;6.462% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.716% | &nbsp;&nbsp;6.276% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.734% | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;6.420% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.244% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;6.428% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.498% | &nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.748% | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;5.961% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.774% | &nbsp;&nbsp;6.149% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.779% | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.255% | &nbsp;&nbsp;5/1/2042 | &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 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.790% | &nbsp;&nbsp;6.497% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;6.278% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;6.405% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.803% | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;6.232% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.060% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.185% | &nbsp;&nbsp;11/1/2033–11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.310% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |

---

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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>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;6.640% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;6.060% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;146 | &nbsp;&nbsp;152 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;6.325% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;201 | &nbsp;&nbsp;211 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.065% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;127 | &nbsp;&nbsp;133 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.190% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.293% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;262 | &nbsp;&nbsp;275 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.315% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;185 | &nbsp;&nbsp;193 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.565% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;6.576% | &nbsp;&nbsp;5/1/2041 | &nbsp;&nbsp;214 | &nbsp;&nbsp;224 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.047% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;178 | &nbsp;&nbsp;186 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;6.825% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;124 | &nbsp;&nbsp;129 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.826% | &nbsp;&nbsp;6.451% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;113 | &nbsp;&nbsp;118 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;5.972% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;318 | &nbsp;&nbsp;333 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;114 | &nbsp;&nbsp;120 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.834% | &nbsp;&nbsp;6.458% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.085% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;6.835% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;203 | &nbsp;&nbsp;214 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;6.590% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;195 | &nbsp;&nbsp;204 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.875% | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;6.909% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;120 | &nbsp;&nbsp;125 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT1Y + 2.130% | &nbsp;&nbsp;6.643% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;119 | &nbsp;&nbsp;124 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT6M + 0.989% | &nbsp;&nbsp;5.641% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;171 | &nbsp;&nbsp;173 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT6M + 1.411% | &nbsp;&nbsp;5.659% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>2,4,6</sup> | Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;5.955% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;241 | &nbsp;&nbsp;250 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;242 | &nbsp;&nbsp;250 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2034–5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.269% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;6.412% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | &nbsp;&nbsp;6.440% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, 1YR CMT + 2.414% | &nbsp;&nbsp;6.042% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.275% | &nbsp;&nbsp;6.275% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.412% | &nbsp;&nbsp;5.772% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.550% | &nbsp;&nbsp;6.425% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.570% | &nbsp;&nbsp;6.373% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.015% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.390% | &nbsp;&nbsp;5/1/2042–11/1/2043 | &nbsp;&nbsp;118 | &nbsp;&nbsp;123 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;120 | &nbsp;&nbsp;124 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | &nbsp;&nbsp;5.977% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;6.118% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;119 | &nbsp;&nbsp;123 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;5.995% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;164 | &nbsp;&nbsp;171 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.155% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.699% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.789% | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;134 | &nbsp;&nbsp;139 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.794% | &nbsp;&nbsp;6.595% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.834% | &nbsp;&nbsp;6.206% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.856% | &nbsp;&nbsp;6.598% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2,4,6</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;82 | &nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.505% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;220 | &nbsp;&nbsp;230 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.575% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.755% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;6.847% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;6.638% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.890% | &nbsp;&nbsp;6.640% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;121 | &nbsp;&nbsp;126 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.892% | &nbsp;&nbsp;6.641% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.895% | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.349% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;162 | &nbsp;&nbsp;169 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;6.525% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.634% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;6.785% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;102 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4,6</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;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>2,4,6</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;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,4,6</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;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| <sup>2,4,6</sup> | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>2,4,6</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;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>2,4,6</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;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>2,6</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;1768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 |
| <sup>2,6</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;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/20/2029–1/20/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 |
| <sup>2,6</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;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,6</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;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23127** |
| **Total U.S. Government and Agency Obligations (Cost $278,026,866)** | **Total U.S. Government and Agency Obligations (Cost $278,026,866)** | **Total U.S. Government and Agency Obligations (Cost $278,026,866)** | **Total U.S. Government and Agency Obligations (Cost $278,026,866)** | **Total U.S. Government and Agency Obligations (Cost $278,026,866)** | **264106351** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7161 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8244 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;14152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14003 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19720 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-3 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7443 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2023-4 | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7584 |
| <sup>2</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>2</sup> | American Express Credit Account Master Trust Series 2024-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11856 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-1 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12096 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8078 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7232 |
| <sup>2</sup> | American Express Credit Account Master Trust Series 2025-5 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8688 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2021-3 | &nbsp;&nbsp;1.410% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737 |
| <sup>2</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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 |
| <sup>2</sup> | BA Credit Card Trust Series 2023-A1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14513 |
| <sup>2</sup> | BA Credit Card Trust Series 2024-A1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;13625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13766 |
| <sup>2</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>2</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9633 |
| <sup>2</sup> | BANK Series 2017-BNK5 | &nbsp;&nbsp;3.624% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6746 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5701 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.731% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 |
| <sup>2</sup> | BANK Series 2017-BNK9 | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7798 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.688% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
| <sup>2</sup> | BANK Series 2018-BNK11 | &nbsp;&nbsp;4.046% | &nbsp;&nbsp;3/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497 |
| <sup>2</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506 |
| <sup>2</sup> | BANK Series 2018-BNK12 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 |
| <sup>2</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;3.953% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068 |
| <sup>2</sup> | BANK Series 2018-BNK13 | &nbsp;&nbsp;4.217% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8532 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;3.966% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.231% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549 |
| <sup>2</sup> | BANK Series 2018-BNK14 | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 |
| <sup>2</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7667 |
| <sup>2</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6513 |
| <sup>2</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7181 |
| <sup>2</sup> | BANK Series 2019-BNK17 | &nbsp;&nbsp;3.976% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 |
| <sup>2</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;21125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20334 |
| <sup>2</sup> | BANK Series 2019-BNK18 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311 |

---

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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>2</sup> | BANK Series 2019-BNK19 | &nbsp;&nbsp;3.183% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15013 |
| <sup>2</sup> | BANK Series 2019-BNK20 | &nbsp;&nbsp;3.011% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9683 |
| <sup>2</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;2.851% | &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;20356 |
| <sup>2</sup> | BANK Series 2019-BNK21 | &nbsp;&nbsp;3.093% | &nbsp;&nbsp;10/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;4042 |
| <sup>2</sup> | BANK Series 2019-BNK22 | &nbsp;&nbsp;2.978% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;16943 | &nbsp;&nbsp;16007 |
| <sup>2</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;10705 | &nbsp;&nbsp;10090 |
| <sup>2</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>2</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
| <sup>2</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
| <sup>2</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.649% | &nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;10942 |
| <sup>2</sup> | BANK Series 2020-BNK25 | &nbsp;&nbsp;2.841% | &nbsp;&nbsp;1/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;3375 |
| <sup>2</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.403% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;9564 |
| <sup>2</sup> | BANK Series 2020-BNK26 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;2980 |
| <sup>2</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.144% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;8523 |
| <sup>2</sup> | BANK Series 2020-BNK27 | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
| <sup>2</sup> | BANK Series 2020-BNK28 | &nbsp;&nbsp;1.844% | &nbsp;&nbsp;3/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
| <sup>2</sup> | BANK Series 2020-BNK29 | &nbsp;&nbsp;1.997% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;&nbsp;&nbsp;5445 |
| <sup>2</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.925% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4142 |
| <sup>2</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;2.111% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>2</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.036% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2918 |
| <sup>2</sup> | BANK Series 2021-BNK31 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;1670 |
| <sup>2</sup> | BANK Series 2021-BNK32 | &nbsp;&nbsp;2.643% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;4861 |
| <sup>2</sup> | BANK Series 2021-BNK33 | &nbsp;&nbsp;2.556% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;8582 |
| <sup>2</sup> | BANK Series 2021-BNK34 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;6/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;8582 |
| <sup>2</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;5148 |
| <sup>2</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;7602 |
| <sup>2</sup> | BANK Series 2021-BNK36 | &nbsp;&nbsp;2.695% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2297 |
| <sup>2</sup> | BANK Series 2021-BNK37 | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7341 |
| <sup>2</sup> | BANK Series 2022-BNK39 | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
| <sup>2</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11238 |
| <sup>2</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2318 |
| <sup>2</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;6.656% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;8045 |
| <sup>2</sup> | BANK Series 2023-5YR2 | &nbsp;&nbsp;7.141% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2690 |
| <sup>2</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;6.724% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;4025 |
| <sup>2</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.315% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4059 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
| <sup>2</sup> | BANK Series 2023-5YR3 | &nbsp;&nbsp;7.315% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
| <sup>2</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>2</sup> | BANK Series 2023-5YR4 | &nbsp;&nbsp;7.274% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>2</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3912 |
| <sup>2</sup> | BANK Series 2023-BNK45 | &nbsp;&nbsp;5.651% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
| <sup>2</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;5.745% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8010 |
| <sup>2</sup> | BANK Series 2023-BNK46 | &nbsp;&nbsp;6.385% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;1875 |
| <sup>2</sup> | BANK Series 2024-5YR8 | &nbsp;&nbsp;5.884% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;6501 |
| <sup>2</sup> | BANK Series 2024-5YR9 | &nbsp;&nbsp;5.614% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;6157 |
| <sup>2</sup> | BANK Series 2024-BNK47 | &nbsp;&nbsp;5.716% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;10820 | &nbsp;&nbsp;11314 |
| <sup>2</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6815 |
| <sup>2</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5802 |
| <sup>2</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>2</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3750 |
| <sup>2</sup> | BANK Series 2025-BNK51 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;12/25/2067 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20300 |
| <sup>2</sup> | BANK Series 2025-BNK51 | &nbsp;&nbsp;5.544% | &nbsp;&nbsp;12/25/2067 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6084 |
| <sup>2</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;9108 | &nbsp;&nbsp;&nbsp;&nbsp;9046 |
| <sup>2</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;3542 | &nbsp;&nbsp;&nbsp;&nbsp;3504 |
| <sup>2</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.225% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;32500 | &nbsp;&nbsp;33807 |
| <sup>2</sup> | BANK Trust Series 2024-5YR6 | &nbsp;&nbsp;6.790% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13825 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;21595 | &nbsp;&nbsp;20929 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;2.919% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;15014 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C4 | &nbsp;&nbsp;3.171% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1228 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8512 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5058 |
| <sup>2</sup> | Barclays Dryrock Issuance Trust Series 2025-1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;7977 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;17475 | &nbsp;&nbsp;17321 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.898% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4587 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8249 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.639% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;7025 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C6 | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1818 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C7 | &nbsp;&nbsp;2.037% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.040% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7335 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2020-C8 | &nbsp;&nbsp;2.398% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1484 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;8510 |

---

------

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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>2</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.536% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1168 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C12 | &nbsp;&nbsp;2.689% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;4640 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2022-C14 | &nbsp;&nbsp;2.946% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;11773 |
| <sup>2</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>2</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>2</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;5.451% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3971 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C19 | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1344 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C20 | &nbsp;&nbsp;5.973% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1065 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8159 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4349 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C21 | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1340 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5678 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1699 |
| <sup>2</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>2</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C27 | &nbsp;&nbsp;6.410% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2596 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3175 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6302 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.943% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2039 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;6.094% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6272 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3582 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11884 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9233 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4177 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;&nbsp;7733 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C39 | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;34700 | &nbsp;&nbsp;35193 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C39 | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;16593 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C39 | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1982 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;20230 | &nbsp;&nbsp;20645 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;7672 |
| <sup>2</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9161 | &nbsp;&nbsp;&nbsp;&nbsp;8285 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;7855 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;17575 | &nbsp;&nbsp;17323 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.084% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7917 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B3 | &nbsp;&nbsp;4.025% | &nbsp;&nbsp;4/10/2051 | &nbsp;&nbsp;13150 | &nbsp;&nbsp;12972 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.121% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;18625 | &nbsp;&nbsp;18419 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B4 | &nbsp;&nbsp;4.311% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3136 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B5 | &nbsp;&nbsp;4.208% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8757 |
| <sup>2</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>2</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.261% | &nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3994 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B6 | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;10/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1218 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;22400 | &nbsp;&nbsp;22313 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.232% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;10690 | &nbsp;&nbsp;10513 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3307 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;2228 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B9 | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6281 | &nbsp;&nbsp;&nbsp;&nbsp;6143 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B10 | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.281% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2236 | &nbsp;&nbsp;&nbsp;&nbsp;2164 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;15840 | &nbsp;&nbsp;15315 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B11 | &nbsp;&nbsp;3.784% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B13 | &nbsp;&nbsp;2.952% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3397 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B14 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;12/15/2062 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;12892 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2019-B15 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;12454 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.732% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;25275 | &nbsp;&nbsp;23515 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B16 | &nbsp;&nbsp;2.944% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.289% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;4992 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B17 | &nbsp;&nbsp;2.583% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1458 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;3002 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;2.148% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.034% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B20 | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.978% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;7392 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;2.254% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B22 | &nbsp;&nbsp;1.973% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5362 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;6892 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-IG1 | &nbsp;&nbsp;2.909% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;2241 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.070% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;10658 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B23 | &nbsp;&nbsp;2.274% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.584% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6768 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B24 | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7050 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B25 | &nbsp;&nbsp;2.847% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3219 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B26 | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4729 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4627 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.284% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.388% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.612% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B30 | &nbsp;&nbsp;2.576% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;11782 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B31 | &nbsp;&nbsp;2.669% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;12841 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B32 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B33 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;3909 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B34 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3025 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5056 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.951% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1564 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;12925 | &nbsp;&nbsp;13484 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-B39 | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4296 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;5.812% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5337 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V2 | &nbsp;&nbsp;6.537% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;6.363% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1345 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-V3 | &nbsp;&nbsp;7.097% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4318 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3238 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V5 | &nbsp;&nbsp;6.417% | &nbsp;&nbsp;1/10/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5418 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4395 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6031 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2554 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.407% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7352 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2666 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-V15 | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;6/15/2058 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18702 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2026-B42 | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;13570 | &nbsp;&nbsp;13551 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2026-V20 | &nbsp;&nbsp;5.184% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;11746 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2026-V20 | &nbsp;&nbsp;5.436% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C1 | &nbsp;&nbsp;3.374% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3393 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C2 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4288 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.313% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13344 |
| <sup>2</sup> | BMO Mortgage Trust Series 2022-C3 | &nbsp;&nbsp;5.325% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1898 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2069 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C1 | &nbsp;&nbsp;7.117% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1044 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1898 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-5C2 | &nbsp;&nbsp;7.244% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;3906 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C4 | &nbsp;&nbsp;5.345% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;5.765% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C5 | &nbsp;&nbsp;6.162% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;8093 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C6 | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2738 |
| <sup>2</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;2375 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;6.286% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5082 |
| <sup>2</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>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;7.018% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5788 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;7573 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;8992 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;20450 | &nbsp;&nbsp;21378 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;6.127% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7206 |
| <sup>2</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>2</sup> | BMO Mortgage Trust Series 2025-5C13 | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5850 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-5C13 | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C12 | &nbsp;&nbsp;5.573% | &nbsp;&nbsp;6/15/2058 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14479 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;20320 | &nbsp;&nbsp;20671 |
| <sup>2</sup> | BMO Mortgage Trust Series 2026-5C14 | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;19480 | &nbsp;&nbsp;19808 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | BMO Mortgage Trust Series 2026-5C14 | &nbsp;&nbsp;5.539% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4940 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1743 | &nbsp;&nbsp;&nbsp;&nbsp;1745 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4112 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2024-2 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2403 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3010 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>2</sup> | BMW Vehicle Lease Trust Series 2025-2 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4021 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2025-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1010 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2024-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF1 | &nbsp;&nbsp;3.786% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;3923 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF2 | &nbsp;&nbsp;2.874% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7636 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7485 |
| <sup>2</sup> | Cantor Commercial Real Estate Lending Series 2019-CF3 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;3093 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2019-A3 | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;19866 | &nbsp;&nbsp;19721 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2021-A2 | &nbsp;&nbsp;1.390% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;27900 | &nbsp;&nbsp;26229 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2023-A1 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;20858 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2025-A1 | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;19495 | &nbsp;&nbsp;19377 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2025-A2 | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;8743 |
| <sup>2</sup> | Capital One Multi-Asset Execution Trust Series 2025-A3 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;32500 | &nbsp;&nbsp;32087 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-1 | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2724 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
| <sup>2</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;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1557 |
| <sup>2</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>2</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>2</sup> | CarMax Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;1280 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2022-2 | &nbsp;&nbsp;3.620% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;1733 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1563 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;2105 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2097 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;1915 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
| <sup>2</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>2</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6242 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4197 |
| <sup>2</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>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7048 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3031 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1306 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;4580 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2606 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7563 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1409 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2024-A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1266 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2025-B | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2372 |
| <sup>2</sup> | CarMax Select Receivables Trust Series 2026-A | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7580 | &nbsp;&nbsp;&nbsp;&nbsp;7524 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>2</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>2</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;1259 |
| <sup>2</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>2</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>2</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4416 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P2 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2628 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;11/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P4 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;7149 |
| <sup>2</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;8943 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | CD Mortgage Trust Series 2016-CD2 | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7171 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9773 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.833% | &nbsp;&nbsp;2/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2252 |
| <sup>2</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>2</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.456% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6475 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3736 |
| <sup>2</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>2</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7326 |
| <sup>2</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.657% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;6126 |
| <sup>2</sup> | CD Mortgage Trust Series 2019-CD8 | &nbsp;&nbsp;2.912% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;18130 | &nbsp;&nbsp;17004 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;5/10/2058 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
| <sup>2</sup> | CFCRE Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.572% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3609 |
| <sup>2</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;13243 |
| <sup>2</sup> | CGMS Commercial Mortgage Trust Series 2017-B1 | &nbsp;&nbsp;3.711% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
| <sup>2</sup> | Chase Issuance Trust Series 2023-A2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;7891 |
| <sup>2</sup> | Chase Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7281 |
| <sup>2</sup> | Chase Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;38400 | &nbsp;&nbsp;38498 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2007-A3 | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;6454 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2018-A7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;10/13/2030 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;12768 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9679 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5657 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC29 | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;4/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2098 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC31 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;6/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-C2 | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3480 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-GC36 | &nbsp;&nbsp;3.616% | &nbsp;&nbsp;2/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;3831 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.646% | &nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;1583 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2016-P4 | &nbsp;&nbsp;2.902% | &nbsp;&nbsp;7/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3810 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.209% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1025 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10540 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.764% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2066 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp;2280 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17146 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;3.963% | &nbsp;&nbsp;6/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3919 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-C6 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;11/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2284 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;7722 | &nbsp;&nbsp;&nbsp;&nbsp;7308 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC41 | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;8/10/2056 | &nbsp;&nbsp;22410 | &nbsp;&nbsp;21079 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-GC43 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;15148 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.717% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;14355 | &nbsp;&nbsp;13251 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2020-GC46 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;2393 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2022-GC48 | &nbsp;&nbsp;4.579% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;6701 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;2.940% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-A | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1443 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.890% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>2</sup> | CNH Equipment Trust Series 2022-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| <sup>2</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>2</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp;1615 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3644 | &nbsp;&nbsp;&nbsp;&nbsp;3690 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-B | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1074 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;1968 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1215 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>2</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>2</sup> | CNH Equipment Trust Series 2024-C | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1355 |
| <sup>2</sup> | CNH Equipment Trust Series 2025-A | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3276 |
| <sup>2</sup> | CNH Equipment Trust Series 2025-B | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
| <sup>2</sup> | CNH Equipment Trust Series 2025-B | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2512 |
| <sup>2</sup> | CNH Equipment Trust Series 2026-A | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;10740 | &nbsp;&nbsp;10692 |
| <sup>2</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>2</sup> | COMM Mortgage Trust Series 2013-CR12 | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>2</sup> | COMM Mortgage Trust Series 2014-CR14 | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>2</sup> | COMM Mortgage Trust Series 2014-CR15 | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>2</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>2</sup> | COMM Mortgage Trust Series 2017-COR2 | &nbsp;&nbsp;3.510% | &nbsp;&nbsp;9/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2034 |
| <sup>2</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3454 |
| <sup>2</sup> | COMM Mortgage Trust Series 2018-COR3 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;6313 |
| <sup>2</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;19400 | &nbsp;&nbsp;18314 |
| <sup>2</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;3.263% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2786 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2015-C1 | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2017-CX10 | &nbsp;&nbsp;3.458% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7814 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX11 | &nbsp;&nbsp;4.033% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;15825 | &nbsp;&nbsp;15692 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2018-CX12 | &nbsp;&nbsp;4.224% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;16475 | &nbsp;&nbsp;16317 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2019-C15 | &nbsp;&nbsp;4.053% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;26700 | &nbsp;&nbsp;26331 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.329% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;15960 | &nbsp;&nbsp;15353 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;14665 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2021-C20 | &nbsp;&nbsp;3.076% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2372 |
| <sup>2</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>2</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>2</sup> | DBGS Mortgage Trust Series 2018-C1 | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;7222 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2016-C1 | &nbsp;&nbsp;3.276% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7777 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.561% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2174 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2771 |
| <sup>2</sup> | Discover Card Execution Note Trust Series 2021-A2 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;10325 | &nbsp;&nbsp;10189 |
| <sup>2</sup> | Discover Card Execution Note Trust Series 2023-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;20650 | &nbsp;&nbsp;20693 |
| <sup>2</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>2</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2021-3A | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-1A | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-2A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-3A | &nbsp;&nbsp;6.760% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;1011 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-4A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2022-5A | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2023-1A | &nbsp;&nbsp;6.690% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2023-4A | &nbsp;&nbsp;6.510% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1882 | &nbsp;&nbsp;&nbsp;&nbsp;1888 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2024-4A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;2262 |
| <sup>2</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>2</sup> | Exeter Automobile Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;1498 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;15140 | &nbsp;&nbsp;15085 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;5772 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M5 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;4/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2853 | &nbsp;&nbsp;&nbsp;&nbsp;2846 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M6 | &nbsp;&nbsp;2.488% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;4307 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M7 | &nbsp;&nbsp;2.499% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;1674 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M9 | &nbsp;&nbsp;2.292% | &nbsp;&nbsp;6/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6758 | &nbsp;&nbsp;&nbsp;&nbsp;6721 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M11 | &nbsp;&nbsp;2.369% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8378 | &nbsp;&nbsp;&nbsp;&nbsp;8330 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2016-M12 | &nbsp;&nbsp;2.436% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;13054 | &nbsp;&nbsp;12960 |
| <sup>2,4</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>2,4</sup> | Fannie Mae-Aces Series 2017-M7 | &nbsp;&nbsp;2.961% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8851 | &nbsp;&nbsp;&nbsp;&nbsp;8766 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9228 | &nbsp;&nbsp;&nbsp;&nbsp;9132 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M11 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3172 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp;&nbsp;&nbsp;9514 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M13 | &nbsp;&nbsp;2.935% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3557 | &nbsp;&nbsp;&nbsp;&nbsp;3486 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;11427 | &nbsp;&nbsp;11301 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M1 | &nbsp;&nbsp;2.985% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5861 | &nbsp;&nbsp;&nbsp;&nbsp;5771 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M2 | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;21033 | &nbsp;&nbsp;20607 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M3 | &nbsp;&nbsp;3.075% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1920 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;7143 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M7 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6094 | &nbsp;&nbsp;&nbsp;&nbsp;5983 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.312% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4454 | &nbsp;&nbsp;&nbsp;&nbsp;4387 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M12 | &nbsp;&nbsp;3.654% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;2228 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M13 | &nbsp;&nbsp;3.754% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2018-M14 | &nbsp;&nbsp;3.578% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;9057 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M1 | &nbsp;&nbsp;3.560% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;14560 | &nbsp;&nbsp;14378 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M2 | &nbsp;&nbsp;3.646% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;8593 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M4 | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;14696 | &nbsp;&nbsp;14270 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9276 | &nbsp;&nbsp;&nbsp;&nbsp;9070 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M7 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;10568 | &nbsp;&nbsp;10272 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M9 | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;8972 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;39432 | &nbsp;&nbsp;38020 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;12715 | &nbsp;&nbsp;12085 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.577% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;6140 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M21 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;&nbsp;5847 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;20708 | &nbsp;&nbsp;19685 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5201 | &nbsp;&nbsp;&nbsp;&nbsp;4900 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.151% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp;2424 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M1 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;13285 | &nbsp;&nbsp;12545 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M5 | &nbsp;&nbsp;2.210% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;5656 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M14 | &nbsp;&nbsp;1.784% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;8526 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M29 | &nbsp;&nbsp;1.492% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;8602 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M42 | &nbsp;&nbsp;1.270% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;16019 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M46 | &nbsp;&nbsp;1.323% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;13581 | &nbsp;&nbsp;12284 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M52 | &nbsp;&nbsp;1.324% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;14125 | &nbsp;&nbsp;12556 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2020-M53 | &nbsp;&nbsp;1.684% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;24812 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M1 | &nbsp;&nbsp;1.386% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7711 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M1G | &nbsp;&nbsp;1.468% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;2812 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M3G | &nbsp;&nbsp;1.245% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;13235 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M4 | &nbsp;&nbsp;1.465% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;14675 | &nbsp;&nbsp;12948 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M11 | &nbsp;&nbsp;1.457% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;20925 | &nbsp;&nbsp;18321 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.598% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2750 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M13 | &nbsp;&nbsp;1.638% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;7493 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2021-M19 | &nbsp;&nbsp;1.738% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;18150 | &nbsp;&nbsp;15926 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M1 | &nbsp;&nbsp;1.668% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;20350 | &nbsp;&nbsp;17709 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M1G | &nbsp;&nbsp;1.531% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;4015 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M3 | &nbsp;&nbsp;1.707% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5347 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M4 | &nbsp;&nbsp;2.290% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9484 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M8 | &nbsp;&nbsp;1.936% | &nbsp;&nbsp;12/25/2031 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;8851 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2022-M10 | &nbsp;&nbsp;1.932% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;37485 | &nbsp;&nbsp;33039 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2023-M1S | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;10090 | &nbsp;&nbsp;10112 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2023-M6 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9183 | &nbsp;&nbsp;&nbsp;&nbsp;9175 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2023-M8 | &nbsp;&nbsp;4.476% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2024-M5 | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;49268 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2025-M1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;28515 | &nbsp;&nbsp;29044 |
| <sup>2,4</sup> | Fannie Mae-Aces Series 2025-M4 | &nbsp;&nbsp;4.389% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6492 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8364 | &nbsp;&nbsp;&nbsp;&nbsp;8334 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | &nbsp;&nbsp;2.570% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;14598 | &nbsp;&nbsp;14529 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | &nbsp;&nbsp;2.653% | &nbsp;&nbsp;8/25/2026 | &nbsp;&nbsp;11575 | &nbsp;&nbsp;11503 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;5584 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;4297 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;12076 | &nbsp;&nbsp;12012 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;28976 | &nbsp;&nbsp;28823 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | &nbsp;&nbsp;3.243% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9954 | &nbsp;&nbsp;&nbsp;&nbsp;9854 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;18126 | &nbsp;&nbsp;17935 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;8/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;13521 | &nbsp;&nbsp;13350 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | &nbsp;&nbsp;3.303% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;10048 | &nbsp;&nbsp;&nbsp;&nbsp;9925 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | &nbsp;&nbsp;3.444% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7220 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9528 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;16041 | &nbsp;&nbsp;15892 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10850 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;35850 | &nbsp;&nbsp;35668 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17837 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6459 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;10157 | &nbsp;&nbsp;10105 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.736% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | &nbsp;&nbsp;3.926% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;11191 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;31075 | &nbsp;&nbsp;30892 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;18125 | &nbsp;&nbsp;18025 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9555 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;36100 | &nbsp;&nbsp;35779 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;37950 | &nbsp;&nbsp;37857 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;14619 | &nbsp;&nbsp;14482 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;16080 | &nbsp;&nbsp;15890 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10340 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;11941 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | &nbsp;&nbsp;3.505% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;20049 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;13215 | &nbsp;&nbsp;12904 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;22987 | &nbsp;&nbsp;22260 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | &nbsp;&nbsp;2.903% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;15725 | &nbsp;&nbsp;15154 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15228 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | &nbsp;&nbsp;2.519% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13087 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K097 | &nbsp;&nbsp;2.508% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;30664 | &nbsp;&nbsp;29140 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | &nbsp;&nbsp;2.425% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;26450 | &nbsp;&nbsp;25061 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | &nbsp;&nbsp;2.595% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;12180 | &nbsp;&nbsp;11589 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | &nbsp;&nbsp;2.524% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;21365 | &nbsp;&nbsp;20242 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | &nbsp;&nbsp;2.537% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;19195 | &nbsp;&nbsp;18203 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;15873 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | &nbsp;&nbsp;2.253% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;25885 | &nbsp;&nbsp;24222 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | &nbsp;&nbsp;1.872% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;23185 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K107 | &nbsp;&nbsp;1.639% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | &nbsp;&nbsp;1.517% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;8918 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | &nbsp;&nbsp;1.558% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;5568 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | &nbsp;&nbsp;1.477% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;4858 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;11555 | &nbsp;&nbsp;10350 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | &nbsp;&nbsp;1.366% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;13846 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | &nbsp;&nbsp;1.378% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;17575 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | &nbsp;&nbsp;1.406% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;19215 | &nbsp;&nbsp;17103 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | &nbsp;&nbsp;1.493% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;25215 | &nbsp;&nbsp;22493 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | &nbsp;&nbsp;1.566% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3128 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;17380 | &nbsp;&nbsp;15447 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;0.995% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | &nbsp;&nbsp;1.547% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;10880 | &nbsp;&nbsp;&nbsp;&nbsp;9688 |
| <sup>2,4</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;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | &nbsp;&nbsp;1.521% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;9675 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;22275 | &nbsp;&nbsp;19857 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | &nbsp;&nbsp;1.658% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;16625 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | &nbsp;&nbsp;1.846% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;43265 | &nbsp;&nbsp;38853 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | &nbsp;&nbsp;2.074% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;22825 | &nbsp;&nbsp;20733 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | &nbsp;&nbsp;2.108% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;27475 | &nbsp;&nbsp;24954 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;15240 | &nbsp;&nbsp;13785 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.342% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp;2757 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | &nbsp;&nbsp;1.914% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;26225 | &nbsp;&nbsp;23518 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | &nbsp;&nbsp;1.723% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;8879 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | &nbsp;&nbsp;1.853% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;26325 | &nbsp;&nbsp;23396 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | &nbsp;&nbsp;2.023% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;6906 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | &nbsp;&nbsp;2.096% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;11434 |
| <sup>2,4</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;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | &nbsp;&nbsp;2.243% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10498 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;6872 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | &nbsp;&nbsp;2.476% | &nbsp;&nbsp;1/25/2055 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;9242 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;6837 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;6989 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | &nbsp;&nbsp;2.711% | &nbsp;&nbsp;4/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2146 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/2032 | &nbsp;&nbsp;47125 | &nbsp;&nbsp;44806 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K150 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;49000 | &nbsp;&nbsp;47052 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5515 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | &nbsp;&nbsp;3.780% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14458 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.294% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9758 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8171 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.424% | &nbsp;&nbsp;4/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4004 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | &nbsp;&nbsp;3.459% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;5173 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;5105 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/2033 | &nbsp;&nbsp;11212 | &nbsp;&nbsp;10706 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K156 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3562 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;13228 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4469 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4921 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;13350 | &nbsp;&nbsp;12998 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3037 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;9581 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K160 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;15150 | &nbsp;&nbsp;15147 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K161 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7985 |
| <sup>2,4</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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K164 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;14004 |
| <sup>2,4</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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K166 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;17000 | &nbsp;&nbsp;17011 |
| <sup>2,4</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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K168 | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12588 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K169 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8147 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7717 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K171 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2264 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K175 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;13060 | &nbsp;&nbsp;12853 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K176 | &nbsp;&nbsp;4.385% | &nbsp;&nbsp;12/25/2035 | &nbsp;&nbsp;15090 | &nbsp;&nbsp;14799 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K178 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;41170 | &nbsp;&nbsp;40423 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K505 | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;10040 | &nbsp;&nbsp;10152 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K506 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7576 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K507 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K508 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12634 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K509 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9185 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K510 | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;6070 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4005 | &nbsp;&nbsp;&nbsp;&nbsp;4067 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K512 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;4746 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K513 | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7851 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K515 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11842 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K516 | &nbsp;&nbsp;5.477% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10256 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K517 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9961 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K518 | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;30123 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K520 | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8406 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K524 | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
| <sup>2,4</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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K533 | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2501 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K537 | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K538 | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;31000 | &nbsp;&nbsp;31256 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K539 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;22800 | &nbsp;&nbsp;22935 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K541 | &nbsp;&nbsp;4.348% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;31750 | &nbsp;&nbsp;31871 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K542 | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;27135 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K543 | &nbsp;&nbsp;4.329% | &nbsp;&nbsp;6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3510 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K547 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K548 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5055 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K549 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/25/2030 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25075 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K551 | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8954 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K552 | &nbsp;&nbsp;4.092% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;12320 | &nbsp;&nbsp;12218 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K553 | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9906 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K554 | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;29965 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | &nbsp;&nbsp;2.862% | &nbsp;&nbsp;5/25/2026 | &nbsp;&nbsp;12170 | &nbsp;&nbsp;12128 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;10/25/2026 | &nbsp;&nbsp;23725 | &nbsp;&nbsp;23546 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | &nbsp;&nbsp;1.336% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;23092 | &nbsp;&nbsp;22355 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | &nbsp;&nbsp;1.603% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2135 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | &nbsp;&nbsp;1.760% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;11891 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | &nbsp;&nbsp;1.770% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;7861 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5528 | &nbsp;&nbsp;&nbsp;&nbsp;5253 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | &nbsp;&nbsp;1.657% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;15673 | &nbsp;&nbsp;14821 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | &nbsp;&nbsp;2.031% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;9775 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;11/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;8709 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K751 | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10286 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K752 | &nbsp;&nbsp;4.284% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10108 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K753 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;12159 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K754 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5648 |
| <sup>2,4</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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K756 | &nbsp;&nbsp;4.963% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6172 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K757 | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15585 |
| <sup>2,4</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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K759 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14297 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K760 | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;44640 | &nbsp;&nbsp;45053 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K761 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/25/2032 | &nbsp;&nbsp;48000 | &nbsp;&nbsp;47998 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K762 | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;39868 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K763 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;10/25/2032 | &nbsp;&nbsp;36710 | &nbsp;&nbsp;36180 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.718% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4073 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;1/25/2034 | &nbsp;&nbsp;23775 | &nbsp;&nbsp;22578 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5036 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.542% | &nbsp;&nbsp;3/25/2034 | &nbsp;&nbsp;13170 | &nbsp;&nbsp;12306 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;8/25/2034 | &nbsp;&nbsp;22265 | &nbsp;&nbsp;19557 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | &nbsp;&nbsp;2.859% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;13375 | &nbsp;&nbsp;11770 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | &nbsp;&nbsp;1.940% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;11739 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | &nbsp;&nbsp;1.721% | &nbsp;&nbsp;5/25/2035 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;11091 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | &nbsp;&nbsp;1.716% | &nbsp;&nbsp;7/25/2035 | &nbsp;&nbsp;19930 | &nbsp;&nbsp;15806 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | &nbsp;&nbsp;1.860% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;4765 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;12/25/2035 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;&nbsp;&nbsp;9177 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.007% | &nbsp;&nbsp;7/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;3009 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | &nbsp;&nbsp;2.438% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;10794 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | &nbsp;&nbsp;2.184% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp;8043 |
| <sup>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | &nbsp;&nbsp;2.361% | &nbsp;&nbsp;10/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;7447 |

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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>2,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series KS06 | &nbsp;&nbsp;2.720% | &nbsp;&nbsp;7/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;5373 | &nbsp;&nbsp;&nbsp;&nbsp;5352 |
| <sup>2,4</sup> | FHLMC Multifamily WI Certificates Series K170 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/25/2035 | &nbsp;&nbsp;31950 | &nbsp;&nbsp;32876 |
| <sup>2</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3286 | &nbsp;&nbsp;&nbsp;&nbsp;3309 |
| <sup>2</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1422 |
| <sup>2</sup> | First National Master Note Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3778 |
| <sup>2</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>2</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12027 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4508 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;14984 | &nbsp;&nbsp;14940 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2022-C | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2881 | &nbsp;&nbsp;&nbsp;&nbsp;2884 |
| <sup>2</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;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp;1637 |
| <sup>2</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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2187 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7715 | &nbsp;&nbsp;&nbsp;&nbsp;7775 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1267 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;8104 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3061 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9134 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7045 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-2 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;17700 | &nbsp;&nbsp;17652 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1302 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1304 |
| <sup>2</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>2</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5034 |
| <sup>2</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>2</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4902 |
| <sup>2</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;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2026-1 | &nbsp;&nbsp;3.880% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;12245 | &nbsp;&nbsp;12183 |
| <sup>2</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;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | &nbsp;&nbsp;3.710% | &nbsp;&nbsp;12/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>2</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;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;1310 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| <sup>2</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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
| <sup>2</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>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;11/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;7525 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2007 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3519 |
| <sup>2</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>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| <sup>2</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;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
| <sup>2</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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.840% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;6268 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;6/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4997 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;6/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2588 | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2014-GC22 | &nbsp;&nbsp;3.862% | &nbsp;&nbsp;6/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.297% | &nbsp;&nbsp;9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2014-GC26 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;11/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;1394 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2016-GS2 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2016-GS4 | &nbsp;&nbsp;3.645% | &nbsp;&nbsp;11/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2900 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.674% | &nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8265 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS5 | &nbsp;&nbsp;3.826% | &nbsp;&nbsp;3/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3190 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.433% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12104 |
| <sup>2</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>2</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;13194 | &nbsp;&nbsp;13004 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS7 | &nbsp;&nbsp;3.663% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;3417 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2017-GS8 | &nbsp;&nbsp;3.205% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9858 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC38 | &nbsp;&nbsp;3.968% | &nbsp;&nbsp;2/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3090 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC39 | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;5/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7390 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;2.904% | &nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2044 | &nbsp;&nbsp;&nbsp;&nbsp;1954 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC40 | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;7/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;7579 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;16200 | &nbsp;&nbsp;15289 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.212% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3480 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GSA1 | &nbsp;&nbsp;3.048% | &nbsp;&nbsp;11/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7164 | &nbsp;&nbsp;&nbsp;&nbsp;6791 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;6955 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;3.173% | &nbsp;&nbsp;2/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;1957 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;3913 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.224% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2022-A | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3052 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2080 |
| <sup>2</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>2</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>2</sup> | Harley-Davidson Motorcycle Trust Series 2024-B | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3005 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;1471 |
| <sup>2</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;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
| <sup>2</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;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
| <sup>2</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;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-3 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2986 | &nbsp;&nbsp;&nbsp;&nbsp;3002 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2023-4 | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1013 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1405 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9563 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3026 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1251 |
| <sup>2</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;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;7549 |
| <sup>2</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;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2025-4 | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;24750 | &nbsp;&nbsp;24622 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1676 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1186 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;1609 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1325 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp;&nbsp;&nbsp;5352 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1770 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5532 |
| <sup>2</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>2</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>2</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3513 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1006 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;3.790% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;18925 | &nbsp;&nbsp;18765 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;12585 | &nbsp;&nbsp;12450 |
| <sup>2</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
| <sup>2</sup> | John Deere Owner Trust Series 2022-C | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1030 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp;1556 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-B | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1033 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4524 | &nbsp;&nbsp;&nbsp;&nbsp;4552 |
| <sup>2</sup> | John Deere Owner Trust Series 2023-C | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1448 |
| <sup>2</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>2</sup> | John Deere Owner Trust Series 2024-B | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3054 |
| <sup>2</sup> | John Deere Owner Trust Series 2024-C | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;2113 |
| <sup>2</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>2</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3507 |
| <sup>2</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>2</sup> | John Deere Owner Trust Series 2026-A | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8947 |
| <sup>2</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;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;14228 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.648% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5754 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
| <sup>2</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;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| <sup>2</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;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</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;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;4005 |
| <sup>2</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;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | &nbsp;&nbsp;3.951% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;1351 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | &nbsp;&nbsp;3.179% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | &nbsp;&nbsp;4.226% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;2312 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.598% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
| <sup>2</sup> | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | &nbsp;&nbsp;4.938% | &nbsp;&nbsp;3/17/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4360 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | &nbsp;&nbsp;4.029% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;17650 | &nbsp;&nbsp;16914 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;11304 |
| <sup>2</sup> | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;6/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1003 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | &nbsp;&nbsp;3.484% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1928 |
| <sup>2</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;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.414% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2712 | &nbsp;&nbsp;&nbsp;&nbsp;2688 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | &nbsp;&nbsp;3.858% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5149 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3787 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.713% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2336 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13027 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1547 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;11/13/2052 | &nbsp;&nbsp;15695 | &nbsp;&nbsp;14285 |
| <sup>2</sup> | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | &nbsp;&nbsp;2.180% | &nbsp;&nbsp;5/13/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1402 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-B | &nbsp;&nbsp;3.880% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;17350 | &nbsp;&nbsp;17256 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-B | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;15437 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2026-A | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4999 | &nbsp;&nbsp;&nbsp;&nbsp;4970 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2026-A | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4776 | &nbsp;&nbsp;&nbsp;&nbsp;4747 |
| <sup>2</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;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
| <sup>2</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;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;2751 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4213 |
| <sup>2</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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5039 |
| <sup>2</sup> | Mercedes-Benz Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
| <sup>2</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;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2661 |
| <sup>2</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;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2803 |
| <sup>2</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;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;14085 |
| <sup>2</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;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4533 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20799 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.049% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5761 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-BNK2 | &nbsp;&nbsp;3.282% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;4523 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-UB11 | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11616 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.596% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;11530 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2016-UB12 | &nbsp;&nbsp;3.778% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4761 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2018-H4 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9846 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.417% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;14885 | &nbsp;&nbsp;14344 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-H6 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1784 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-H7 | &nbsp;&nbsp;3.261% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5390 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;3.806% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L2 | &nbsp;&nbsp;4.071% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;8315 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10379 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-HR8 | &nbsp;&nbsp;2.041% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;6847 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-HR8 | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.698% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;9740 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2020-L4 | &nbsp;&nbsp;2.880% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1438 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4701 |
| <sup>2</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;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
| <sup>2</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;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2021-L7 | &nbsp;&nbsp;2.574% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;9334 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2022-L8 | &nbsp;&nbsp;3.791% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;9714 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;5.752% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;5449 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-1 | &nbsp;&nbsp;6.199% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;3796 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;1399 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;13013 | &nbsp;&nbsp;13081 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10481 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4027 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1386 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;7576 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
| <sup>2</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;722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>2</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;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>2</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;612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3562 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2586 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1153 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3120 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1085 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-B | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;28600 | &nbsp;&nbsp;28501 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-B | &nbsp;&nbsp;4.020% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;23100 | &nbsp;&nbsp;22970 |
| <sup>2</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.506% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2</sup> | PSNH Funding LLC 3 Series 2018-1 | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2753 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2022-2 | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;1556 |
| <sup>2</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;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>2</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;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;1219 |
| <sup>2</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;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>2</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;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1451 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;1700 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-4 | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;4717 |
| <sup>2</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;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2826 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-5 | &nbsp;&nbsp;6.430% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5294 |
| <sup>2</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;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>2</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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>2</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;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
| <sup>2</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>2</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>2</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2482 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;1242 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;2037 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11317 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;17490 | &nbsp;&nbsp;17493 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;15085 | &nbsp;&nbsp;14985 |
| <sup>2</sup> | SG Commercial Mortgage Securities Trust Series 2016-C5 | &nbsp;&nbsp;3.055% | &nbsp;&nbsp;10/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8959 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2023-A1 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6174 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2023-A2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12962 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2024-A1 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;16644 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;18182 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5030 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2026-A1 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;22690 | &nbsp;&nbsp;22644 |
| <sup>2</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4544 |
| <sup>2</sup> | Synchrony Card Issuance Trust Series 2025-A3 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;11929 |
| <sup>2</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;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>2</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;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>2</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;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1280 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;1622 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1558 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;1967 |
| <sup>2</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;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-D | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3163 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1564 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-C | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5053 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-C | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6607 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-C | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;9028 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-D | &nbsp;&nbsp;3.840% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;10630 | &nbsp;&nbsp;10553 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2025-D | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;6155 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2026-A | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7947 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2026-A | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7499 | &nbsp;&nbsp;&nbsp;&nbsp;7438 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.724% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4701 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C2 | &nbsp;&nbsp;3.740% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2108 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C3 | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3959 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.563% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7901 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.836% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp;&nbsp;&nbsp;3457 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C5 | &nbsp;&nbsp;3.474% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;5215 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;8117 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;4.061% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;4272 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp;6226 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;3.983% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;15591 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C8 | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C9 | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15558 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C10 | &nbsp;&nbsp;4.313% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;10475 | &nbsp;&nbsp;10387 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C11 | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2629 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C12 | &nbsp;&nbsp;4.296% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;5928 |
| <sup>2</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>2</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.334% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;5770 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C13 | &nbsp;&nbsp;4.585% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C14 | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;12950 | &nbsp;&nbsp;12883 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2018-C15 | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8857 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.605% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5074 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C16 | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1491 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;6113 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3578 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;3.378% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2136 |
| <sup>2</sup> | Verizon Master Trust Series 2023-4 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;11664 |
| <sup>2</sup> | Verizon Master Trust Series 2023-7 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3434 |
| <sup>2</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>2</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>2</sup> | Verizon Master Trust Series 2024-6 | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;11825 | &nbsp;&nbsp;11823 |
| <sup>2</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>2</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 |
| <sup>2</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7433 |
| <sup>2</sup> | Verizon Master Trust Series 2025-7 | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6769 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp;&nbsp;&nbsp;5677 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
| <sup>2</sup> | Volkswagen Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>2</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;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2645 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3020 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1162 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2025-2 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;11866 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | &nbsp;&nbsp;2.814% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1736 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | &nbsp;&nbsp;2.918% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1155 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;3171 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5223 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7911 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13098 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;3030 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.012% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;15825 | &nbsp;&nbsp;15679 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;2695 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | &nbsp;&nbsp;4.212% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;10550 | &nbsp;&nbsp;10463 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10043 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6044 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10580 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;4029 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;13050 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7415 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;10659 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;2.892% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | &nbsp;&nbsp;3.143% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10161 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | &nbsp;&nbsp;3.146% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;6082 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | &nbsp;&nbsp;2.725% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;12750 | &nbsp;&nbsp;11902 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | &nbsp;&nbsp;2.448% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2072 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;2.092% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;2476 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | &nbsp;&nbsp;2.626% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5240 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;5.928% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7239 |

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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>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-5C1 | &nbsp;&nbsp;6.520% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-5C7 | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40740 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-5C7 | &nbsp;&nbsp;5.503% | &nbsp;&nbsp;12/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15205 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-5C8 | &nbsp;&nbsp;5.034% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;68230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68900 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-5C8 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10936 |
| <sup>2</sup> | WF Card Issuance Trust Series 2024-A1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11266 |
| <sup>2</sup> | WF Card Issuance Trust Series 2024-A2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
| <sup>2</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8544 |
| <sup>2</sup> | WFRBS Commercial Mortgage Trust Series 2013-C14 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>2</sup> | WFRBS Commercial Mortgage Trust Series 2014-C22 | &nbsp;&nbsp;4.371% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 |
| <sup>2</sup> | WFRBS Commercial Mortgage Trust Series 2014-C23 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-B | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 |
| <sup>2</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;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2022-C | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4168 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 |
| <sup>2</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;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4413 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 |
| <sup>2</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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 |
| <sup>2</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;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;3.860% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6351 |
| <sup>2</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>2</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>2</sup> | World Omni Select Auto Trust Series 2023-A | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
| <sup>2</sup> | World Omni Select Auto Trust Series 2025-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,919,464)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,919,464)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,919,464)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,919,464)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,919,464)** | **7648341** |
| **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** | **Corporate Bonds (25.2%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3568 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;15360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15347 |
|  | Alphabet Inc. | &nbsp;&nbsp;0.800% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;11123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 |
|  | Alphabet Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;10019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9988 |
|  | Alphabet Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;20801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20623 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;67896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59724 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;34734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34486 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;21883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21727 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;16543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16443 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;21275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21002 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;13785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13556 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;20219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19983 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;77617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77250 |
|  | Alphabet Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;15469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10316 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;26125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25498 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;20735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20569 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;39435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21144 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51264 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;58283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58051 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;38528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19437 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;6787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;11229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11119 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp;22245 | &nbsp;&nbsp;21542 |
|  | America Movil SAB de CV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14377 | &nbsp;&nbsp;13984 |
|  | America Movil SAB de CV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;8669 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;9925 |
|  | America Movil SAB de CV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8876 | &nbsp;&nbsp;&nbsp;&nbsp;8885 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13826 | &nbsp;&nbsp;14987 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7457 | &nbsp;&nbsp;&nbsp;&nbsp;7835 |
|  | America Movil SAB de CV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;28807 | &nbsp;&nbsp;30035 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2042 | &nbsp;&nbsp;&nbsp;&nbsp;17299 | &nbsp;&nbsp;14870 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/2049 | &nbsp;&nbsp;&nbsp;&nbsp;15741 | &nbsp;&nbsp;12901 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11526 | &nbsp;&nbsp;11583 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;34084 | &nbsp;&nbsp;34405 |
|  | AppLovin Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;11209 | &nbsp;&nbsp;10189 |
|  | AT&T Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;37074 | &nbsp;&nbsp;36251 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;41976 | &nbsp;&nbsp;39987 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;29141 | &nbsp;&nbsp;29000 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;28769 | &nbsp;&nbsp;28789 |
| <sup>2</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;41850 | &nbsp;&nbsp;41576 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8704 | &nbsp;&nbsp;&nbsp;&nbsp;8773 |
|  | AT&T Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14425 | &nbsp;&nbsp;14273 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;18944 | &nbsp;&nbsp;16553 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;26955 | &nbsp;&nbsp;26475 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;8873 |
|  | AT&T Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;25841 | &nbsp;&nbsp;21862 |
|  | AT&T Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;59125 | &nbsp;&nbsp;60452 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;32824 | &nbsp;&nbsp;31103 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7558 | &nbsp;&nbsp;&nbsp;&nbsp;7651 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;26201 | &nbsp;&nbsp;25547 |
|  | AT&T Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;11544 | &nbsp;&nbsp;11391 |
|  | AT&T Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;12528 | &nbsp;&nbsp;12436 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9108 | &nbsp;&nbsp;&nbsp;&nbsp;8740 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;37282 | &nbsp;&nbsp;34698 |
|  | AT&T Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;42317 | &nbsp;&nbsp;32806 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;1617 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;25077 | &nbsp;&nbsp;20771 |
|  | AT&T Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;16043 | &nbsp;&nbsp;13590 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;18325 | &nbsp;&nbsp;14771 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;21653 | &nbsp;&nbsp;20485 |
|  | AT&T Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;14105 | &nbsp;&nbsp;13727 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;59188 | &nbsp;&nbsp;50077 |
|  | AT&T Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6054 | &nbsp;&nbsp;&nbsp;&nbsp;5614 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/2048 | &nbsp;&nbsp;&nbsp;&nbsp;33657 | &nbsp;&nbsp;27129 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/9/2049 | &nbsp;&nbsp;&nbsp;&nbsp;13477 | &nbsp;&nbsp;10826 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;41595 | &nbsp;&nbsp;28513 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;61653 | &nbsp;&nbsp;40384 |
|  | AT&T Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;36310 | &nbsp;&nbsp;34038 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;103902 | &nbsp;&nbsp;67557 |
|  | AT&T Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;22325 | &nbsp;&nbsp;21836 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;19134 | &nbsp;&nbsp;18840 |
|  | AT&T Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;91279 | &nbsp;&nbsp;61498 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;111540 | &nbsp;&nbsp;72083 |
|  | AT&T Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;18924 | &nbsp;&nbsp;12691 |
|  | Baidu Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;14375 | &nbsp;&nbsp;14260 |
|  | Baidu Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10472 | &nbsp;&nbsp;10490 |
|  | Baidu Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7174 | &nbsp;&nbsp;&nbsp;&nbsp;7270 |
|  | Baidu Inc. | &nbsp;&nbsp;3.425% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;5824 |
|  | Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | Baidu Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842 | &nbsp;&nbsp;&nbsp;&nbsp;7068 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;52583 | &nbsp;&nbsp;52683 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.464% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;8539 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;1042 |
|  | Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;20672 | &nbsp;&nbsp;19360 |
|  | Booking Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10408 | &nbsp;&nbsp;10280 |
|  | British Telecommunications plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8990 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36752 | &nbsp;&nbsp;43899 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21956 | &nbsp;&nbsp;21570 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;26583 | &nbsp;&nbsp;26333 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30678 | &nbsp;&nbsp;28665 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;22596 | &nbsp;&nbsp;22709 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;26378 | &nbsp;&nbsp;27319 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8624 | &nbsp;&nbsp;&nbsp;&nbsp;7740 |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;17843 | &nbsp;&nbsp;15292 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;15005 | &nbsp;&nbsp;14012 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;16362 | &nbsp;&nbsp;17061 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;19426 | &nbsp;&nbsp;20155 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;40350 | &nbsp;&nbsp;41076 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;15060 | &nbsp;&nbsp;14800 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;31538 | &nbsp;&nbsp;22104 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;27871 | &nbsp;&nbsp;19065 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;67119 | &nbsp;&nbsp;61824 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;34037 | &nbsp;&nbsp;27380 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;42599 | &nbsp;&nbsp;35608 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;24758 | &nbsp;&nbsp;18999 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;64295 | &nbsp;&nbsp;47686 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;38357 | &nbsp;&nbsp;23774 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;14605 | &nbsp;&nbsp;&nbsp;&nbsp;9290 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;15815 | &nbsp;&nbsp;12395 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.834% | &nbsp;&nbsp;10/23/2055 | &nbsp;&nbsp;11748 | &nbsp;&nbsp;11158 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;18288 | &nbsp;&nbsp;17483 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2061 | &nbsp;&nbsp;23451 | &nbsp;&nbsp;13704 |
| Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;26337 | &nbsp;&nbsp;16950 |
| Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/2062 | &nbsp;&nbsp;14163 | &nbsp;&nbsp;&nbsp;&nbsp;8337 |
| Charter Communications Operating LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9873 | &nbsp;&nbsp;&nbsp;&nbsp;7620 |
| Comcast Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;26672 | &nbsp;&nbsp;26168 |
| Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6369 | &nbsp;&nbsp;&nbsp;&nbsp;6277 |
| Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;60123 | &nbsp;&nbsp;59887 |
| Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;18339 | &nbsp;&nbsp;18479 |
| Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;11890 | &nbsp;&nbsp;12170 |
| Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;29238 | &nbsp;&nbsp;27383 |
| Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;25584 | &nbsp;&nbsp;24566 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;30454 | &nbsp;&nbsp;30118 |
| Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12541 | &nbsp;&nbsp;11130 |
| Comcast Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7627 | &nbsp;&nbsp;&nbsp;&nbsp;6610 |
| Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;5903 |
| Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;22666 | &nbsp;&nbsp;21895 |
| Comcast Corp. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;7975 |
| Comcast Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3567 | &nbsp;&nbsp;&nbsp;&nbsp;3551 |
| Comcast Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;21014 | &nbsp;&nbsp;19778 |
| Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;13089 | &nbsp;&nbsp;13321 |
| Comcast Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8614 | &nbsp;&nbsp;&nbsp;&nbsp;8906 |
| Comcast Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;34818 | &nbsp;&nbsp;32847 |
| Comcast Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8437 | &nbsp;&nbsp;&nbsp;&nbsp;9229 |
| Comcast Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;16119 | &nbsp;&nbsp;13514 |
| Comcast Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;15455 | &nbsp;&nbsp;16756 |
| Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7961 | &nbsp;&nbsp;&nbsp;&nbsp;6842 |
| Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;38867 | &nbsp;&nbsp;35525 |
| Comcast Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6014 | &nbsp;&nbsp;&nbsp;&nbsp;6494 |
| Comcast Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;13711 | &nbsp;&nbsp;10557 |
| Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;32026 | &nbsp;&nbsp;25940 |
| Comcast Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;12061 | &nbsp;&nbsp;10390 |
| Comcast Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;2880 |
| Comcast Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;21438 | &nbsp;&nbsp;17874 |
| Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;42779 | &nbsp;&nbsp;29171 |
| Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;16904 | &nbsp;&nbsp;12535 |
| Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;22677 | &nbsp;&nbsp;16697 |
| Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;23823 | &nbsp;&nbsp;17531 |
| Comcast Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;25590 | &nbsp;&nbsp;20921 |
| Comcast Corp. | &nbsp;&nbsp;3.999% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;12545 | &nbsp;&nbsp;&nbsp;&nbsp;9098 |
| Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;25342 | &nbsp;&nbsp;16596 |
| Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;33063 | &nbsp;&nbsp;18914 |
| Comcast Corp. | &nbsp;&nbsp;2.887% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;86435 | &nbsp;&nbsp;49958 |
| Comcast Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;16476 | &nbsp;&nbsp;&nbsp;&nbsp;8564 |
| Comcast Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
| Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;88873 | &nbsp;&nbsp;49343 |
| Comcast Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;16252 | &nbsp;&nbsp;13275 |
| Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
| Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;43389 | &nbsp;&nbsp;23012 |
| Comcast Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3585 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;58434 | &nbsp;&nbsp;67130 |
|  | Deutsche Telekom International Finance BV | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;5495 |
|  | Electronic Arts Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8437 | &nbsp;&nbsp;&nbsp;&nbsp;6812 |
|  | Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;12427 | &nbsp;&nbsp;12438 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;15009 | &nbsp;&nbsp;14810 |
|  | Expedia Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5769 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
|  | Expedia Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5276 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | Expedia Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;22834 | &nbsp;&nbsp;22650 |
|  | FactSet Research Systems Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7053 | &nbsp;&nbsp;&nbsp;&nbsp;6373 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;77251 | &nbsp;&nbsp;77489 |
|  | Fox Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/8/2030 | &nbsp;&nbsp;10636 | &nbsp;&nbsp;10206 |
|  | Fox Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;7562 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;14729 | &nbsp;&nbsp;14255 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/2049 | &nbsp;&nbsp;20996 | &nbsp;&nbsp;19303 |
|  | Koninklijke KPN NV | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7726 | &nbsp;&nbsp;&nbsp;&nbsp;8891 |
|  | MercadoLibre Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10158 | &nbsp;&nbsp;&nbsp;&nbsp;9803 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;24708 | &nbsp;&nbsp;24545 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;23047 | &nbsp;&nbsp;23299 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;15878 | &nbsp;&nbsp;15932 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13222 | &nbsp;&nbsp;13429 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;22437 | &nbsp;&nbsp;22206 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;18164 | &nbsp;&nbsp;18255 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;48194 | &nbsp;&nbsp;45969 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;53495 | &nbsp;&nbsp;52940 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2807 | &nbsp;&nbsp;&nbsp;&nbsp;2829 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;26589 | &nbsp;&nbsp;26278 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;13432 | &nbsp;&nbsp;13174 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;61841 | &nbsp;&nbsp;58562 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;28501 | &nbsp;&nbsp;22397 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;35117 | &nbsp;&nbsp;32763 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;47032 | &nbsp;&nbsp;42590 |
| <sup>2</sup> | Meta Platforms Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;85573 | &nbsp;&nbsp;80156 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;21050 | &nbsp;&nbsp;16290 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;30365 | &nbsp;&nbsp;28180 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2064 | &nbsp;&nbsp;37045 | &nbsp;&nbsp;33272 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;54138 | &nbsp;&nbsp;50210 |
|  | NBCUniversal Media LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;38701 | &nbsp;&nbsp;39202 |
|  | Netflix Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;45466 | &nbsp;&nbsp;47312 |
|  | Netflix Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;19907 | &nbsp;&nbsp;21097 |
| <sup>7</sup> | Netflix Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6682 | &nbsp;&nbsp;&nbsp;&nbsp;6895 |
| <sup>7</sup> | Netflix Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9059 | &nbsp;&nbsp;&nbsp;&nbsp;9189 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5834 | &nbsp;&nbsp;&nbsp;&nbsp;5841 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7416 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5459 | &nbsp;&nbsp;&nbsp;&nbsp;5484 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;11755 | &nbsp;&nbsp;10789 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9168 | &nbsp;&nbsp;&nbsp;&nbsp;9006 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;18628 | &nbsp;&nbsp;16681 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9032 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;7646 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3531 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | Orange SA | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;32020 | &nbsp;&nbsp;37838 |
|  | Orange SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/13/2042 | &nbsp;&nbsp;18106 | &nbsp;&nbsp;17497 |
|  | Orange SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;6396 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2488 | &nbsp;&nbsp;&nbsp;&nbsp;2412 |
|  | Paramount Global | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5768 | &nbsp;&nbsp;&nbsp;&nbsp;6020 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;11605 |
|  | Paramount Global | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;11085 | &nbsp;&nbsp;&nbsp;&nbsp;9669 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8444 | &nbsp;&nbsp;&nbsp;&nbsp;7401 |
|  | Paramount Global | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Paramount Global | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;18969 | &nbsp;&nbsp;12054 |
|  | Paramount Global | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4928 | &nbsp;&nbsp;&nbsp;&nbsp;2944 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;23701 | &nbsp;&nbsp;23942 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;22632 | &nbsp;&nbsp;21129 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;35388 | &nbsp;&nbsp;35230 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;4324 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;19997 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28049 | &nbsp;&nbsp;&nbsp;&nbsp;22175 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;31634 | &nbsp;&nbsp;&nbsp;&nbsp;33440 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30294 | &nbsp;&nbsp;&nbsp;&nbsp;36048 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7109 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9497 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 |
|  | TCI Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8176 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.665% | &nbsp;&nbsp;3/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;14044 | &nbsp;&nbsp;&nbsp;&nbsp;12668 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;3/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;19504 | &nbsp;&nbsp;&nbsp;&nbsp;16986 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;3/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;30766 | &nbsp;&nbsp;&nbsp;&nbsp;27785 |
|  | Telefonica Europe BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13559 | &nbsp;&nbsp;&nbsp;&nbsp;15354 |
|  | TELUS Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12784 | &nbsp;&nbsp;&nbsp;&nbsp;11663 |
|  | TELUS Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536 |
|  | TELUS Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 |
|  | Tencent Music Entertainment Group | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602 |
|  | Time Warner Cable Enterprises LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;28711 | &nbsp;&nbsp;&nbsp;&nbsp;28944 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;19526 | &nbsp;&nbsp;&nbsp;&nbsp;19374 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5219 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;11602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8702 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;68715 | &nbsp;&nbsp;&nbsp;&nbsp;68299 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;34477 | &nbsp;&nbsp;&nbsp;&nbsp;33069 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17013 | &nbsp;&nbsp;&nbsp;&nbsp;17198 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17338 | &nbsp;&nbsp;&nbsp;&nbsp;17501 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12730 | &nbsp;&nbsp;&nbsp;&nbsp;12102 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13241 | &nbsp;&nbsp;&nbsp;&nbsp;12836 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;153318 | &nbsp;&nbsp;149260 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;44801 | &nbsp;&nbsp;&nbsp;&nbsp;40711 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;17510 | &nbsp;&nbsp;&nbsp;&nbsp;16125 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35407 | &nbsp;&nbsp;&nbsp;&nbsp;33517 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11531 | &nbsp;&nbsp;&nbsp;&nbsp;10127 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13862 | &nbsp;&nbsp;&nbsp;&nbsp;12323 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;50175 | &nbsp;&nbsp;&nbsp;&nbsp;51035 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;62727 | &nbsp;&nbsp;&nbsp;&nbsp;63114 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;12813 | &nbsp;&nbsp;&nbsp;&nbsp;12897 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9965 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15294 | &nbsp;&nbsp;&nbsp;&nbsp;15035 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;33299 | &nbsp;&nbsp;&nbsp;&nbsp;29257 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;17163 | &nbsp;&nbsp;&nbsp;&nbsp;12550 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;47471 | &nbsp;&nbsp;&nbsp;&nbsp;38320 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;60024 | &nbsp;&nbsp;&nbsp;&nbsp;39262 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28340 | &nbsp;&nbsp;&nbsp;&nbsp;18537 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;16527 | &nbsp;&nbsp;&nbsp;&nbsp;15613 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;17577 | &nbsp;&nbsp;&nbsp;&nbsp;16842 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8067 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;10962 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;28456 | &nbsp;&nbsp;&nbsp;&nbsp;18467 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7946 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
| <sup>2</sup> | TWDC Enterprises 18 Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5296 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;41208 | &nbsp;&nbsp;&nbsp;&nbsp;40850 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;24314 | &nbsp;&nbsp;&nbsp;&nbsp;23775 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;34736 | &nbsp;&nbsp;&nbsp;&nbsp;33973 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;19147 | &nbsp;&nbsp;&nbsp;&nbsp;18595 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;31989 | &nbsp;&nbsp;&nbsp;&nbsp;29408 |
|  | VeriSign Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9218 |
|  | VeriSign Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7602 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;56030 | &nbsp;&nbsp;&nbsp;&nbsp;53798 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.329% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;32940 | &nbsp;&nbsp;&nbsp;&nbsp;32948 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;30316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29904 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;15460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14712 |
| Verizon Communications Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;18679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16383 |
| Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;23195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20466 |
| Verizon Communications Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/20/2031 | &nbsp;&nbsp;36972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32459 |
| Verizon Communications Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;50950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46257 |
| Verizon Communications Inc. | &nbsp;&nbsp;2.355% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;74383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64931 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;14806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14616 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/9/2033 | &nbsp;&nbsp;19613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19862 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;41156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39916 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;39351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37445 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;23528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22812 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;18429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18450 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;18988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17558 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;30068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29428 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2037 | &nbsp;&nbsp;14992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14805 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.401% | &nbsp;&nbsp;7/2/2037 | &nbsp;&nbsp;40016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39865 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;17629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16415 |
| Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;86657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60847 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/2041 | &nbsp;&nbsp;54535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41935 |
| Verizon Communications Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/3/2041 | &nbsp;&nbsp;17123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12036 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;10762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9686 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;11022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/2045 | &nbsp;&nbsp;34303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33402 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/2046 | &nbsp;&nbsp;40982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35720 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/16/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8076 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;17028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13932 |
| Verizon Communications Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/22/2050 | &nbsp;&nbsp;22107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16689 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/22/2051 | &nbsp;&nbsp;13730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 |
| Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;44464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43212 |
| Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;71276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41903 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/2060 | &nbsp;&nbsp;25330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14505 |
| Verizon Communications Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/22/2061 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 |
| Verizon Communications Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/30/2065 | &nbsp;&nbsp;35943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34868 |
| Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6136 |
| Vodafone Group plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2048 | &nbsp;&nbsp;22436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20170 |
| Vodafone Group plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/19/2049 | &nbsp;&nbsp;42419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35983 |
| Vodafone Group plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14685 |
| Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;23163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21657 |
| Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547 |
| Vodafone Group plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/28/2064 | &nbsp;&nbsp;13330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12615 |
| Walt Disney Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;11483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11128 |
| Walt Disney Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;11590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11455 |
| Walt Disney Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;20508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19092 |
| Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12754 |
| Walt Disney Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;13158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12211 |
| Walt Disney Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/14/2031 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19585 |
| Walt Disney Co. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11717 |
| Walt Disney Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;10341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11393 |
| Walt Disney Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;44644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49514 |
| Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;33883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32951 |
| Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/23/2040 | &nbsp;&nbsp;14125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13224 |
| Walt Disney Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2040 | &nbsp;&nbsp;23360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19107 |
| Walt Disney Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 |
| Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;20118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17925 |
| Walt Disney Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2581 |
| Walt Disney Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8037 |
| Walt Disney Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;26908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16686 |
| Walt Disney Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/23/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
| Walt Disney Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/13/2051 | &nbsp;&nbsp;24114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17448 |
| Walt Disney Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/13/2060 | &nbsp;&nbsp;15784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11227 |
| Weibo Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 |
| WPP 2025 LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9285 |
|  |  |  |  | &nbsp;&nbsp;**7468465** |
| **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/6/2027 | &nbsp;&nbsp;31045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30664 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/26/2030 | &nbsp;&nbsp;13380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13672 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;18691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16876 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/28/2034 | &nbsp;&nbsp;10311 | &nbsp;&nbsp;10073 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;17750 | &nbsp;&nbsp;18248 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2037 | &nbsp;&nbsp;11863 | &nbsp;&nbsp;10750 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/6/2047 | &nbsp;&nbsp;25130 | &nbsp;&nbsp;20660 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/9/2051 | &nbsp;&nbsp;22588 | &nbsp;&nbsp;15089 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/26/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3477 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/6/2057 | &nbsp;&nbsp;15971 | &nbsp;&nbsp;13047 |
|  | Alibaba Group Holding Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/9/2061 | &nbsp;&nbsp;13972 | &nbsp;&nbsp;&nbsp;&nbsp;8907 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/13/2027 | &nbsp;&nbsp;28012 | &nbsp;&nbsp;27813 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;6/3/2027 | &nbsp;&nbsp;28917 | &nbsp;&nbsp;27997 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/22/2027 | &nbsp;&nbsp;56589 | &nbsp;&nbsp;55906 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;16888 | &nbsp;&nbsp;17036 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;27200 | &nbsp;&nbsp;27089 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;45308 | &nbsp;&nbsp;43116 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;50359 | &nbsp;&nbsp;50125 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;39355 | &nbsp;&nbsp;39148 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;41001 | &nbsp;&nbsp;40190 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;15776 | &nbsp;&nbsp;16008 |
|  | Amazon.com Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/3/2030 | &nbsp;&nbsp;11170 | &nbsp;&nbsp;&nbsp;&nbsp;9989 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;40404 | &nbsp;&nbsp;39935 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;63883 | &nbsp;&nbsp;63397 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/12/2031 | &nbsp;&nbsp;61036 | &nbsp;&nbsp;54666 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;2454 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;14207 | &nbsp;&nbsp;14359 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;42477 | &nbsp;&nbsp;42066 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/20/2033 | &nbsp;&nbsp;45911 | &nbsp;&nbsp;45058 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6959 | &nbsp;&nbsp;&nbsp;&nbsp;7031 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3207 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/13/2036 | &nbsp;&nbsp;40204 | &nbsp;&nbsp;39829 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/22/2037 | &nbsp;&nbsp;68707 | &nbsp;&nbsp;61845 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/12/2041 | &nbsp;&nbsp;35721 | &nbsp;&nbsp;26400 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8938 | &nbsp;&nbsp;&nbsp;&nbsp;8352 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;35675 | &nbsp;&nbsp;35558 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;23133 | &nbsp;&nbsp;18474 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/3/2050 | &nbsp;&nbsp;32053 | &nbsp;&nbsp;18657 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/12/2051 | &nbsp;&nbsp;21509 | &nbsp;&nbsp;14032 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5009 | &nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/13/2056 | &nbsp;&nbsp;55616 | &nbsp;&nbsp;55480 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/22/2057 | &nbsp;&nbsp;25670 | &nbsp;&nbsp;19980 |
|  | Amazon.com Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/3/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6263 | &nbsp;&nbsp;&nbsp;&nbsp;3413 |
|  | Amazon.com Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/12/2061 | &nbsp;&nbsp;45212 | &nbsp;&nbsp;27968 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/13/2062 | &nbsp;&nbsp;29304 | &nbsp;&nbsp;21781 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;25617 | &nbsp;&nbsp;24150 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/13/2066 | &nbsp;&nbsp;43000 | &nbsp;&nbsp;43107 |
|  | Amazon.com Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/13/2076 | &nbsp;&nbsp;27200 | &nbsp;&nbsp;27034 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;10790 | &nbsp;&nbsp;10797 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6616 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;15185 | &nbsp;&nbsp;15168 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5433 | &nbsp;&nbsp;&nbsp;&nbsp;5433 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;16482 | &nbsp;&nbsp;15695 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;11498 | &nbsp;&nbsp;11621 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;28125 | &nbsp;&nbsp;27895 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp;&nbsp;&nbsp;8419 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;13298 | &nbsp;&nbsp;13131 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;3689 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8376 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;12017 | &nbsp;&nbsp;12019 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;27445 | &nbsp;&nbsp;27211 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;33075 | &nbsp;&nbsp;32578 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7855 | &nbsp;&nbsp;&nbsp;&nbsp;7701 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;12007 | &nbsp;&nbsp;10381 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;15076 | &nbsp;&nbsp;15114 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;4890 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5258 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9424 | &nbsp;&nbsp;&nbsp;&nbsp;9164 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;11446 | &nbsp;&nbsp;11215 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;12779 | &nbsp;&nbsp;12329 |
| <sup>2</sup> | American University | &nbsp;&nbsp;3.672% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6314 | &nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;4151 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/13/2034 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12264 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;1207 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;3120 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;38202 | &nbsp;&nbsp;23558 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/13/2054 | &nbsp;&nbsp;12565 | &nbsp;&nbsp;12079 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;8145 |
|  | AutoNation Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;2934 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
|  | AutoNation Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6704 | &nbsp;&nbsp;&nbsp;&nbsp;6660 |
|  | AutoNation Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7291 | &nbsp;&nbsp;&nbsp;&nbsp;6370 |
|  | AutoNation Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;1413 |
|  | AutoNation Inc. | &nbsp;&nbsp;5.890% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp;&nbsp;&nbsp;3875 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;17153 | &nbsp;&nbsp;17030 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;12063 | &nbsp;&nbsp;12593 |
|  | AutoZone Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/18/2029 | &nbsp;&nbsp;13504 | &nbsp;&nbsp;13220 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;17234 | &nbsp;&nbsp;17523 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;21707 | &nbsp;&nbsp;21201 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5800 |
|  | AutoZone Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8456 | &nbsp;&nbsp;&nbsp;&nbsp;7344 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;23249 | &nbsp;&nbsp;23061 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3316 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;5625 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17210 |
|  | Best Buy Co. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | Block Financial LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;16861 | &nbsp;&nbsp;15921 |
|  | Block Financial LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;20670 | &nbsp;&nbsp;19478 |
|  | Block Financial LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | BorgWarner Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;15396 | &nbsp;&nbsp;15065 |
|  | BorgWarner Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;3137 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6190 |
| <sup>2</sup> | Brown University | &nbsp;&nbsp;2.924% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;6231 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5118 | &nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | Brunswick Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;9403 |
|  | Brunswick Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8072 | &nbsp;&nbsp;&nbsp;&nbsp;7607 |
|  | Brunswick Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>2</sup> | California Endowment | &nbsp;&nbsp;2.498% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4184 | &nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | California Institute of Technology | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;2176 |
|  | California Institute of Technology | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;9152 | &nbsp;&nbsp;&nbsp;&nbsp;7327 |
|  | California Institute of Technology | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;4661 |
| <sup>2</sup> | Case Western Reserve University | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;6/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;3818 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;7223 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;15121 | &nbsp;&nbsp;14183 |
|  | Choice Hotels International Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;14492 | &nbsp;&nbsp;14590 |
|  | Claremont Mckenna College | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;1/1/2122 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;6656 |
|  | Cornell University | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;6594 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9566 | &nbsp;&nbsp;&nbsp;&nbsp;9500 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2404 | &nbsp;&nbsp;&nbsp;&nbsp;2398 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;6260 |
|  | Darden Restaurants Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
|  | Dick's Sporting Goods Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;15420 | &nbsp;&nbsp;10913 |
|  | DR Horton Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6544 | &nbsp;&nbsp;&nbsp;&nbsp;6269 |
|  | DR Horton Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;18050 | &nbsp;&nbsp;18185 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;8920 |
|  | DR Horton Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;11872 | &nbsp;&nbsp;12048 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.682% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;11253 | &nbsp;&nbsp;&nbsp;&nbsp;8371 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.757% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;3030 |
| <sup>2</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;17588 | &nbsp;&nbsp;10872 |
|  | eBay Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;15101 | &nbsp;&nbsp;14967 |
|  | eBay Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;7739 |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;18728 | &nbsp;&nbsp;17444 |
|  | eBay Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/10/2031 | &nbsp;&nbsp;13703 | &nbsp;&nbsp;12369 |
|  | eBay Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | eBay Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;13323 | &nbsp;&nbsp;10691 |
|  | eBay Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/10/2051 | &nbsp;&nbsp;16885 | &nbsp;&nbsp;11902 |
| <sup>2</sup> | Emory University | &nbsp;&nbsp;2.143% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6890 |
| <sup>2</sup> | Emory University | &nbsp;&nbsp;2.969% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;6372 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;5839 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/3/2034 | &nbsp;&nbsp;10150 | &nbsp;&nbsp;10036 |
| <sup>2</sup> | Ford Foundation | &nbsp;&nbsp;2.415% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;3457 |
| <sup>2</sup> | Ford Foundation | &nbsp;&nbsp;2.815% | &nbsp;&nbsp;6/1/2070 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;10083 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3041 | &nbsp;&nbsp;&nbsp;&nbsp;3283 |
|  | Ford Motor Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;37320 | &nbsp;&nbsp;32420 |
|  | Ford Motor Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;2061 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;46673 | &nbsp;&nbsp;35227 |
|  | Ford Motor Co. | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;1888 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;17943 | &nbsp;&nbsp;18075 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;12115 | &nbsp;&nbsp;12111 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;23307 | &nbsp;&nbsp;23007 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;12102 | &nbsp;&nbsp;11862 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9884 | &nbsp;&nbsp;10199 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;10196 | &nbsp;&nbsp;&nbsp;&nbsp;9789 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;2917 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;9035 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;26923 | &nbsp;&nbsp;27894 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7116 | &nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8582 | &nbsp;&nbsp;&nbsp;&nbsp;8683 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6128 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;13447 | &nbsp;&nbsp;13327 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;15719 | &nbsp;&nbsp;15644 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;28340 | &nbsp;&nbsp;28676 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;3/6/2030 | &nbsp;&nbsp;18605 | &nbsp;&nbsp;19631 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;16063 | &nbsp;&nbsp;16905 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;9/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;9558 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;27711 | &nbsp;&nbsp;25818 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;2619 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.054% | &nbsp;&nbsp;11/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9906 | &nbsp;&nbsp;&nbsp;&nbsp;9941 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7429 | &nbsp;&nbsp;&nbsp;&nbsp;7619 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9424 | &nbsp;&nbsp;&nbsp;&nbsp;9238 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.122% | &nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;1084 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8576 | &nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.869% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;10045 | &nbsp;&nbsp;&nbsp;&nbsp;9654 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;13115 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5080 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp;9959 |
|  | Fortune Brands Innovations Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5356 | &nbsp;&nbsp;&nbsp;&nbsp;4167 |
|  | General Motors Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3004 | &nbsp;&nbsp;&nbsp;&nbsp;2989 |
|  | General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;11559 | &nbsp;&nbsp;11726 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;11524 | &nbsp;&nbsp;11613 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;23860 | &nbsp;&nbsp;24521 |
|  | General Motors Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3721 | &nbsp;&nbsp;&nbsp;&nbsp;3809 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;22633 | &nbsp;&nbsp;21676 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;25303 | &nbsp;&nbsp;26319 |
|  | General Motors Co. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;12421 | &nbsp;&nbsp;13204 |
|  | General Motors Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;18884 | &nbsp;&nbsp;17689 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/2043 | &nbsp;&nbsp;54546 | &nbsp;&nbsp;53612 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;5039 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;22670 | &nbsp;&nbsp;23419 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6122 | &nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | General Motors Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;10081 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4422 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7781 | &nbsp;&nbsp;&nbsp;&nbsp;7854 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;20809 | &nbsp;&nbsp;20302 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/2028 | &nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;9887 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp;2037 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/2028 | &nbsp;&nbsp;15381 | &nbsp;&nbsp;15517 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;18411 | &nbsp;&nbsp;17655 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6674 | &nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2998 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;5709 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10229 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;15398 | &nbsp;&nbsp;15241 |

---

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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) |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;45220 | &nbsp;&nbsp;46287 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;27979 | &nbsp;&nbsp;28113 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;23952 | &nbsp;&nbsp;24387 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9553 | &nbsp;&nbsp;&nbsp;&nbsp;9892 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;18941 | &nbsp;&nbsp;18017 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;1139 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;18948 | &nbsp;&nbsp;16882 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;16173 | &nbsp;&nbsp;15941 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8662 | &nbsp;&nbsp;&nbsp;&nbsp;8934 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;17448 | &nbsp;&nbsp;15648 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/18/2031 | &nbsp;&nbsp;13761 | &nbsp;&nbsp;14085 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;1429 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1749 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;15685 | &nbsp;&nbsp;16620 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/7/2034 | &nbsp;&nbsp;28315 | &nbsp;&nbsp;29403 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;12778 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/2035 | &nbsp;&nbsp;40079 | &nbsp;&nbsp;40800 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;42248 | &nbsp;&nbsp;43673 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;12306 | &nbsp;&nbsp;12122 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9391 | &nbsp;&nbsp;&nbsp;&nbsp;9734 |
|  | Genuine Parts Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;19011 | &nbsp;&nbsp;18941 |
|  | Genuine Parts Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;23661 | &nbsp;&nbsp;20400 |
|  | Genuine Parts Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4878 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
| <sup>2</sup> | George Washington University | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | George Washington University | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8309 | &nbsp;&nbsp;&nbsp;&nbsp;7547 |
| <sup>2</sup> | George Washington University | &nbsp;&nbsp;4.126% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;13562 | &nbsp;&nbsp;10926 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;11410 | &nbsp;&nbsp;&nbsp;&nbsp;9338 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9378 | &nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | Georgetown University | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;3823 |
| <sup>2</sup> | Georgetown University | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;10/1/2118 | &nbsp;&nbsp;&nbsp;&nbsp;4132 | &nbsp;&nbsp;&nbsp;&nbsp;3607 |
|  | Harley-Davidson Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/28/2045 | &nbsp;&nbsp;11397 | &nbsp;&nbsp;&nbsp;&nbsp;8892 |
|  | Hasbro Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/19/2029 | &nbsp;&nbsp;12085 | &nbsp;&nbsp;11787 |
|  | Hasbro Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | Hasbro Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7884 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
|  | Hasbro Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;21725 | &nbsp;&nbsp;21383 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;26702 | &nbsp;&nbsp;26265 |
|  | Home Depot Inc. | &nbsp;&nbsp;0.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9748 | &nbsp;&nbsp;&nbsp;&nbsp;9191 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5258 | &nbsp;&nbsp;&nbsp;&nbsp;5226 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6613 | &nbsp;&nbsp;&nbsp;&nbsp;6583 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4061 | &nbsp;&nbsp;&nbsp;&nbsp;4139 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;31604 | &nbsp;&nbsp;30409 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;18113 | &nbsp;&nbsp;18397 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;33248 | &nbsp;&nbsp;31281 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;6417 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;21197 | &nbsp;&nbsp;18326 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | Home Depot Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;15434 | &nbsp;&nbsp;13507 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;39124 | &nbsp;&nbsp;36522 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;15314 | &nbsp;&nbsp;15292 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/25/2034 | &nbsp;&nbsp;18943 | &nbsp;&nbsp;19079 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4754 | &nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/16/2036 | &nbsp;&nbsp;64922 | &nbsp;&nbsp;69112 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;12971 | &nbsp;&nbsp;10363 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;10552 | &nbsp;&nbsp;10600 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2682 | &nbsp;&nbsp;&nbsp;&nbsp;2823 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;20042 | &nbsp;&nbsp;16958 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;2827 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;13543 | &nbsp;&nbsp;11185 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;21014 | &nbsp;&nbsp;16283 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;35354 | &nbsp;&nbsp;23423 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;22744 | &nbsp;&nbsp;15694 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;3584 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7071 | &nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;22336 | &nbsp;&nbsp;15934 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp;2601 |

---

------

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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) |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4117 | &nbsp;&nbsp;&nbsp;&nbsp;2809 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/25/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.436% | &nbsp;&nbsp;7/8/2028 | &nbsp;&nbsp;21150 | &nbsp;&nbsp;21092 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;26961 | &nbsp;&nbsp;26752 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;2.967% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;15131 | &nbsp;&nbsp;13535 |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;5.337% | &nbsp;&nbsp;7/8/2035 | &nbsp;&nbsp;17560 | &nbsp;&nbsp;17370 |
| <sup>2</sup> | Howard University | &nbsp;&nbsp;5.209% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;3699 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;4116 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;12538 | &nbsp;&nbsp;12446 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6419 | &nbsp;&nbsp;&nbsp;&nbsp;6521 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/23/2030 | &nbsp;&nbsp;21115 | &nbsp;&nbsp;21735 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;10750 | &nbsp;&nbsp;10899 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7543 | &nbsp;&nbsp;&nbsp;&nbsp;7619 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6490 |
|  | JD.com Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;10156 | &nbsp;&nbsp;&nbsp;&nbsp;9819 |
|  | JD.com Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;3182 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;4.705% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;5832 |
| <sup>2</sup> | Johns Hopkins University | &nbsp;&nbsp;2.813% | &nbsp;&nbsp;1/1/2060 | &nbsp;&nbsp;12582 | &nbsp;&nbsp;&nbsp;&nbsp;7294 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;15105 | &nbsp;&nbsp;15304 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2557 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5827 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6402 | &nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | Las Vegas Sands Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9301 | &nbsp;&nbsp;&nbsp;&nbsp;9547 |
|  | Lear Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | Lear Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;14890 | &nbsp;&nbsp;14671 |
|  | Lear Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;8318 |
|  | Lear Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Lear Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;10731 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
|  | Lear Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;14940 | &nbsp;&nbsp;14619 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;8804 |
|  | Leggett & Platt Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;1.289% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;4.679% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;9121 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;3.647% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;14338 | &nbsp;&nbsp;11103 |
|  | Leland Stanford Junior University | &nbsp;&nbsp;2.413% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;10086 | &nbsp;&nbsp;&nbsp;&nbsp;6020 |
|  | Lennar Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5482 | &nbsp;&nbsp;&nbsp;&nbsp;5494 |
|  | Lennar Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;18974 | &nbsp;&nbsp;19010 |
|  | Lennar Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;10391 | &nbsp;&nbsp;10293 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6017 | &nbsp;&nbsp;&nbsp;&nbsp;5946 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;22467 | &nbsp;&nbsp;22397 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3989 | &nbsp;&nbsp;&nbsp;&nbsp;3759 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;10757 | &nbsp;&nbsp;10110 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;24874 | &nbsp;&nbsp;24661 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4474 | &nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6104 | &nbsp;&nbsp;&nbsp;&nbsp;5972 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;22721 | &nbsp;&nbsp;22753 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;10447 | &nbsp;&nbsp;&nbsp;&nbsp;9214 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;29821 | &nbsp;&nbsp;29304 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;24219 | &nbsp;&nbsp;22008 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;22126 | &nbsp;&nbsp;20949 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;31775 | &nbsp;&nbsp;31239 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2204 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;20889 | &nbsp;&nbsp;21134 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;37904 | &nbsp;&nbsp;36913 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;12727 | &nbsp;&nbsp;12017 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;2502 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;14613 | &nbsp;&nbsp;10773 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/3/2047 | &nbsp;&nbsp;10187 | &nbsp;&nbsp;&nbsp;&nbsp;7817 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/5/2049 | &nbsp;&nbsp;35019 | &nbsp;&nbsp;28623 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;10035 | &nbsp;&nbsp;&nbsp;&nbsp;8856 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;19995 | &nbsp;&nbsp;12332 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;1149 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;31578 | &nbsp;&nbsp;24185 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;16541 | &nbsp;&nbsp;15620 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.750% | &nbsp;&nbsp;7/1/2053 | &nbsp;&nbsp;25012 | &nbsp;&nbsp;24121 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;25461 | &nbsp;&nbsp;19263 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8747 | &nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1221 |
|  | Magna International Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6077 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
|  | Magna International Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8404 | &nbsp;&nbsp;&nbsp;&nbsp;7716 |
|  | Magna International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7509 | &nbsp;&nbsp;&nbsp;&nbsp;7704 |
|  | Magna International Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;5540 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4778 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;12281 | &nbsp;&nbsp;12187 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7631 | &nbsp;&nbsp;&nbsp;&nbsp;7831 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8021 | &nbsp;&nbsp;&nbsp;&nbsp;8107 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7816 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;23954 | &nbsp;&nbsp;23967 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;17873 | &nbsp;&nbsp;16369 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2396 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;11134 | &nbsp;&nbsp;10231 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;4310 |
| <sup>2</sup> | Marriott International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3758 | &nbsp;&nbsp;&nbsp;&nbsp;3249 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;8278 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;10907 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5984 | &nbsp;&nbsp;&nbsp;&nbsp;5950 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;14088 | &nbsp;&nbsp;14036 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;13335 | &nbsp;&nbsp;12673 |
|  | Masco Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;7063 |
|  | Masco Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;10983 | &nbsp;&nbsp;10397 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;3626 |
|  | Masco Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10053 | &nbsp;&nbsp;&nbsp;&nbsp;8866 |
|  | Masco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;6064 |
|  | Masco Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;3.959% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;5831 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.989% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9682 | &nbsp;&nbsp;&nbsp;&nbsp;6455 |
| <sup>2</sup> | Massachusetts Institute of Technology | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8252 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4721 | &nbsp;&nbsp;&nbsp;&nbsp;4791 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/1/2111 | &nbsp;&nbsp;11341 | &nbsp;&nbsp;11103 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;4.678% | &nbsp;&nbsp;7/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;8046 | &nbsp;&nbsp;&nbsp;&nbsp;6580 |
|  | Massachusetts Institute of Technology | &nbsp;&nbsp;3.885% | &nbsp;&nbsp;7/1/2116 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | Mattel Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | Mattel Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3788 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9724 | &nbsp;&nbsp;&nbsp;&nbsp;9637 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;23006 | &nbsp;&nbsp;22839 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp;8331 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8259 | &nbsp;&nbsp;&nbsp;&nbsp;8445 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;17672 | &nbsp;&nbsp;16755 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;17958 | &nbsp;&nbsp;16503 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3312 | &nbsp;&nbsp;&nbsp;&nbsp;3343 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;12723 | &nbsp;&nbsp;12358 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7675 | &nbsp;&nbsp;&nbsp;&nbsp;7654 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7094 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
|  | McDonald's Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/3/2035 | &nbsp;&nbsp;52070 | &nbsp;&nbsp;51789 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/9/2035 | &nbsp;&nbsp;19870 | &nbsp;&nbsp;19460 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;11672 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;11980 | &nbsp;&nbsp;13131 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;10589 | &nbsp;&nbsp;11544 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;11822 | &nbsp;&nbsp;12250 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7804 | &nbsp;&nbsp;&nbsp;&nbsp;6261 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;2927 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;4196 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/9/2045 | &nbsp;&nbsp;13256 | &nbsp;&nbsp;11803 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8093 | &nbsp;&nbsp;&nbsp;&nbsp;6739 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5711 | &nbsp;&nbsp;&nbsp;&nbsp;4708 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;5156 |
| <sup>2</sup> | McDonald's Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;28850 | &nbsp;&nbsp;26081 |
|  | McDonald's Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/14/2053 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;10825 |
|  | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/18/2031 | &nbsp;&nbsp;11218 | &nbsp;&nbsp;13005 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2696 |
|  | Meritage Homes Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8132 | &nbsp;&nbsp;&nbsp;&nbsp;8119 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;7066 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | NIKE Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;33051 | &nbsp;&nbsp;31225 |
|  | NIKE Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;1800 |
|  | NIKE Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7904 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
|  | NIKE Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;3190 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;2491 |
|  | NIKE Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/27/2050 | &nbsp;&nbsp;22885 | &nbsp;&nbsp;15929 |
| <sup>2</sup> | Northeastern University | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;2667 |
|  | Northwestern University | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;9273 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;14941 | &nbsp;&nbsp;14031 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5813 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
| <sup>2</sup> | Northwestern University | &nbsp;&nbsp;3.662% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | NVR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;12890 | &nbsp;&nbsp;12137 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;22089 | &nbsp;&nbsp;21864 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9407 | &nbsp;&nbsp;&nbsp;&nbsp;9412 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;15725 | &nbsp;&nbsp;15479 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9333 | &nbsp;&nbsp;&nbsp;&nbsp;9220 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;4713 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | O'Reilly Automotive Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6023 | &nbsp;&nbsp;&nbsp;&nbsp;5946 |
|  | Owens Corning | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2890 |
|  | Owens Corning | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6189 | &nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | Owens Corning | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;2123 |
|  | Owens Corning | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;11725 | &nbsp;&nbsp;12132 |
|  | Owens Corning | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | Owens Corning | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;10420 | &nbsp;&nbsp;&nbsp;&nbsp;8273 |
|  | Owens Corning | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/30/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;4387 |
|  | Owens Corning | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;11464 | &nbsp;&nbsp;11357 |
|  | Polaris Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5794 | &nbsp;&nbsp;&nbsp;&nbsp;5743 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.887% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
| <sup>2</sup> | President & Fellows of Harvard College | &nbsp;&nbsp;4.609% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;8775 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp;6107 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;12302 | &nbsp;&nbsp;&nbsp;&nbsp;8853 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;2.517% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;13710 | &nbsp;&nbsp;&nbsp;&nbsp;8251 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.745% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp;6088 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;16076 | &nbsp;&nbsp;10943 |
|  | PulteGroup Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;8663 |
|  | PulteGroup Inc. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp;2477 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;&nbsp;7054 |
|  | PulteGroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;2328 |
|  | PulteGroup Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;11777 | &nbsp;&nbsp;11379 |
|  | PVH Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;18475 | &nbsp;&nbsp;18648 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;10997 | &nbsp;&nbsp;10360 |
|  | Ralph Lauren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;15277 |
| <sup>2</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;19534 | &nbsp;&nbsp;11691 |
|  | Rollins Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;3018 |
|  | Ross Stores Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;7074 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8416 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19311 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;45254 | &nbsp;&nbsp;44476 |
|  | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/27/2038 | &nbsp;&nbsp;25513 | &nbsp;&nbsp;24258 |
|  | Sands China Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;22990 | &nbsp;&nbsp;23119 |
|  | Sands China Ltd. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9305 | &nbsp;&nbsp;&nbsp;&nbsp;8759 |
|  | Sands China Ltd. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/18/2030 | &nbsp;&nbsp;10986 | &nbsp;&nbsp;10590 |
|  | Sands China Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6721 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | Sekisui House US Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Sekisui House US Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;2531 |
|  | Sekisui House US Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;12734 | &nbsp;&nbsp;11618 |
|  | Snap-on Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5794 | &nbsp;&nbsp;&nbsp;&nbsp;4611 |
|  | Snap-on Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8011 | &nbsp;&nbsp;&nbsp;&nbsp;5311 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;3746 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;1670 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9830 | &nbsp;&nbsp;&nbsp;&nbsp;9164 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | Stanley Black & Decker Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;1695 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.500% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp;7158 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;34952 | &nbsp;&nbsp;34673 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;12131 | &nbsp;&nbsp;11818 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;16711 | &nbsp;&nbsp;15322 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6756 | &nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Starbucks Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;36679 | &nbsp;&nbsp;33526 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;6412 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;20012 | &nbsp;&nbsp;18252 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;20580 | &nbsp;&nbsp;20540 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;10459 | &nbsp;&nbsp;10496 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp;5358 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8204 | &nbsp;&nbsp;&nbsp;&nbsp;6678 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;8567 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7134 | &nbsp;&nbsp;&nbsp;&nbsp;5880 |
|  | Starbucks Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;2207 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7758 | &nbsp;&nbsp;&nbsp;&nbsp;5225 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8606 | &nbsp;&nbsp;&nbsp;&nbsp;5930 |
| <sup>2</sup> | Tapestry Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5683 | &nbsp;&nbsp;&nbsp;&nbsp;5656 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;12122 | &nbsp;&nbsp;12256 |
|  | Tapestry Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;3994 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;2535 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;6561 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;12496 | &nbsp;&nbsp;12285 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4674 | &nbsp;&nbsp;&nbsp;&nbsp;4084 |
|  | TJX Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;2744 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;14476 | &nbsp;&nbsp;14422 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6433 | &nbsp;&nbsp;&nbsp;&nbsp;6259 |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4161 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;4.186% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;12243 | &nbsp;&nbsp;12259 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.118% | &nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6571 | &nbsp;&nbsp;&nbsp;&nbsp;6692 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;3.669% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;2373 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;13176 | &nbsp;&nbsp;12552 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;3280 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;6/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6512 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;14220 | &nbsp;&nbsp;14276 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9278 | &nbsp;&nbsp;&nbsp;&nbsp;8919 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;8617 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6044 | &nbsp;&nbsp;&nbsp;&nbsp;6162 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8939 | &nbsp;&nbsp;&nbsp;&nbsp;8774 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11670 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;12269 | &nbsp;&nbsp;11754 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/5/2028 | &nbsp;&nbsp;23245 | &nbsp;&nbsp;23155 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;12012 | &nbsp;&nbsp;12293 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8803 | &nbsp;&nbsp;&nbsp;&nbsp;8893 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;15552 | &nbsp;&nbsp;15303 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;11957 | &nbsp;&nbsp;11889 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7204 | &nbsp;&nbsp;&nbsp;&nbsp;7355 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7612 | &nbsp;&nbsp;&nbsp;&nbsp;7636 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;16934 | &nbsp;&nbsp;17225 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;19982 | &nbsp;&nbsp;18359 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;16728 | &nbsp;&nbsp;16060 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11545 | &nbsp;&nbsp;11675 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;23668 | &nbsp;&nbsp;23787 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;20710 | &nbsp;&nbsp;21563 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;&nbsp;&nbsp;8198 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;15777 | &nbsp;&nbsp;15549 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;17616 | &nbsp;&nbsp;18015 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/12/2031 | &nbsp;&nbsp;22184 | &nbsp;&nbsp;19301 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;20745 | &nbsp;&nbsp;20715 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/3/2032 | &nbsp;&nbsp;14065 | &nbsp;&nbsp;13954 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9478 | &nbsp;&nbsp;&nbsp;&nbsp;9331 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;11781 | &nbsp;&nbsp;11698 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;17455 | &nbsp;&nbsp;17850 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | Tractor Supply Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;7589 |
|  | Tractor Supply Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6338 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Trustees of Boston College | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3683 |
| <sup>2</sup> | Trustees of Columbia University in the City of New York | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
|  | Trustees of Dartmouth College | &nbsp;&nbsp;4.273% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5104 |
|  | Trustees of Princeton University | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;10730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11377 |
| <sup>2</sup> | Trustees of Princeton University | &nbsp;&nbsp;2.516% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;19975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12249 |
|  | Trustees of Princeton University | &nbsp;&nbsp;4.201% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8043 |
| <sup>2</sup> | Trustees of the University of Pennsylvania | &nbsp;&nbsp;2.396% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;9/1/2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
|  | Trustees of the University of Pennsylvania | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;2/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;2.547% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7037 |
| <sup>2</sup> | University of Chicago | &nbsp;&nbsp;4.003% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;11905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9312 |
| <sup>2</sup> | University of Miami | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;11405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8911 |
| <sup>2</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.438% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;22355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17093 |
| <sup>2</sup> | University of Notre Dame du Lac | &nbsp;&nbsp;3.394% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;11724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8638 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.028% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;13935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11330 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.841% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;16170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12718 |
|  | University of Southern California | &nbsp;&nbsp;2.805% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5306 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;2.945% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205 |
|  | University of Southern California | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6099 |
|  | University of Southern California | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196 |
| <sup>2</sup> | University of Southern California | &nbsp;&nbsp;3.226% | &nbsp;&nbsp;10/1/2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 |
| <sup>2</sup> | Washington University | &nbsp;&nbsp;3.524% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;16734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11979 |
|  | Washington University | &nbsp;&nbsp;4.349% | &nbsp;&nbsp;4/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5342 |
| <sup>2</sup> | William Marsh Rice University | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10083 |
| <sup>2</sup> | William Marsh Rice University | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3482 |
| <sup>2</sup> | Yale University | &nbsp;&nbsp;1.482% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12052 |
| <sup>2</sup> | Yale University | &nbsp;&nbsp;2.402% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;14022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8326 |
|  |  |  |  |  | &nbsp;&nbsp;**6953201** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
|  | Ahold Finance USA LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26909 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7268 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;21174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18580 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7256 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6019 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;&nbsp;&nbsp;24576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24680 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;37870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28591 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/9/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8111 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;19414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16131 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;&nbsp;&nbsp;33743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24812 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;22879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22179 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12257 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10305 |
|  | Altria Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/14/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/4/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>2</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;86765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84486 |
| <sup>2</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;141377 | &nbsp;&nbsp;&nbsp;&nbsp;127469 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;27092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26437 |
|  | Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;39022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35184 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;75346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76265 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;33887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32762 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12083 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13607 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;39523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49710 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;24903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25306 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10477 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;15101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14084 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.439% | &nbsp;&nbsp;10/6/2048 | &nbsp;&nbsp;&nbsp;&nbsp;27902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23349 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;&nbsp;&nbsp;48319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46838 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/23/2059 | &nbsp;&nbsp;&nbsp;&nbsp;20696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20771 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11892 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;18697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17046 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.935% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
|  | Archer-Daniels-Midland Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 |

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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) |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;3814 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
| Archer-Daniels-Midland Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9930 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
| Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;7068 |
| Avery Dennison Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;11124 | &nbsp;&nbsp;10276 |
| Avery Dennison Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8398 | &nbsp;&nbsp;&nbsp;&nbsp;8746 |
| BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/2027 | &nbsp;&nbsp;14813 | &nbsp;&nbsp;14845 |
| BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;14552 | &nbsp;&nbsp;14393 |
| BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;33509 | &nbsp;&nbsp;32178 |
| BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;12155 | &nbsp;&nbsp;11740 |
| BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;20454 | &nbsp;&nbsp;20673 |
| BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;13024 | &nbsp;&nbsp;13900 |
| BAT Capital Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;13763 | &nbsp;&nbsp;14408 |
| BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;18345 | &nbsp;&nbsp;16756 |
| BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;13735 | &nbsp;&nbsp;13679 |
| BAT Capital Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;12532 | &nbsp;&nbsp;12858 |
| BAT Capital Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;10175 |
| BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;21665 | &nbsp;&nbsp;23497 |
| BAT Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;11569 | &nbsp;&nbsp;12220 |
| BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;13792 | &nbsp;&nbsp;14190 |
| BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;32906 | &nbsp;&nbsp;29902 |
| BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9745 | &nbsp;&nbsp;10721 |
| BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;18457 | &nbsp;&nbsp;14945 |
| BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;5776 |
| BAT Capital Corp. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;4/2/2050 | &nbsp;&nbsp;12641 | &nbsp;&nbsp;11201 |
| BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
| BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;13355 | &nbsp;&nbsp;14774 |
| BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;8122 |
| BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/2028 | &nbsp;&nbsp;12377 | &nbsp;&nbsp;12388 |
| BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;13823 | &nbsp;&nbsp;14342 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13439 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;2622 |
| Brown-Forman Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6327 | &nbsp;&nbsp;&nbsp;&nbsp;5338 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;11111 | &nbsp;&nbsp;11017 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7826 | &nbsp;&nbsp;&nbsp;&nbsp;7792 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7747 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/14/2031 | &nbsp;&nbsp;15977 | &nbsp;&nbsp;14550 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6433 | &nbsp;&nbsp;&nbsp;&nbsp;6350 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;1818 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8962 |
| Bunge Ltd. Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5883 | &nbsp;&nbsp;&nbsp;&nbsp;5802 |
| Campbell's Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;23323 | &nbsp;&nbsp;23065 |
| Campbell's Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7646 |
| Campbell's Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;8839 |
| Campbell's Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10658 |
| Campbell's Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;12033 | &nbsp;&nbsp;11665 |
| Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/2035 | &nbsp;&nbsp;11271 | &nbsp;&nbsp;10374 |
| Campbell's Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;2709 |
| Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6636 | &nbsp;&nbsp;&nbsp;&nbsp;3971 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6672 | &nbsp;&nbsp;&nbsp;&nbsp;6580 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;4746 |
| Church & Dwight Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7839 | &nbsp;&nbsp;&nbsp;&nbsp;7026 |
| Clorox Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8074 | &nbsp;&nbsp;&nbsp;&nbsp;7924 |
| Clorox Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6508 |
| Clorox Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11694 | &nbsp;&nbsp;10459 |
| Clorox Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;6900 |
| Coca-Cola Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;11456 | &nbsp;&nbsp;11316 |
| Coca-Cola Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;19906 | &nbsp;&nbsp;19340 |
| Coca-Cola Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/5/2028 | &nbsp;&nbsp;12715 | &nbsp;&nbsp;12151 |
| Coca-Cola Co. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;17134 | &nbsp;&nbsp;16195 |
| Coca-Cola Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6017 | &nbsp;&nbsp;&nbsp;&nbsp;5647 |
| Coca-Cola Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;13482 | &nbsp;&nbsp;13137 |
| Coca-Cola Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;30598 | &nbsp;&nbsp;27662 |
| Coca-Cola Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;3231 |
| Coca-Cola Co. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;16459 | &nbsp;&nbsp;14362 |
| Coca-Cola Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/5/2032 | &nbsp;&nbsp;18082 | &nbsp;&nbsp;16187 |
| Coca-Cola Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;9314 |
| Coca-Cola Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9852 | &nbsp;&nbsp;&nbsp;&nbsp;9912 |
| Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;13388 | &nbsp;&nbsp;&nbsp;&nbsp;9800 |
| Coca-Cola Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/5/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7087 | &nbsp;&nbsp;&nbsp;&nbsp;5342 |

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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) |
|  | Coca-Cola Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;8308 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;25703 | &nbsp;&nbsp;15583 |
|  | Coca-Cola Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/5/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;32408 | &nbsp;&nbsp;19018 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/13/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;3919 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/14/2055 | &nbsp;&nbsp;22831 | &nbsp;&nbsp;21613 |
|  | Coca-Cola Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;11821 | &nbsp;&nbsp;&nbsp;&nbsp;6759 |
|  | Coca-Cola Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/13/2064 | &nbsp;&nbsp;20632 | &nbsp;&nbsp;19591 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9158 | &nbsp;&nbsp;&nbsp;&nbsp;9362 |
|  | Coca-Cola Consolidated Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5471 | &nbsp;&nbsp;&nbsp;&nbsp;5613 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;13936 | &nbsp;&nbsp;13059 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;10259 | &nbsp;&nbsp;&nbsp;&nbsp;8554 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7793 | &nbsp;&nbsp;&nbsp;&nbsp;7717 |
|  | Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2043 | &nbsp;&nbsp;10675 | &nbsp;&nbsp;10198 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;13241 | &nbsp;&nbsp;13096 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7482 | &nbsp;&nbsp;&nbsp;&nbsp;7582 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4031 | &nbsp;&nbsp;&nbsp;&nbsp;4035 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;18115 | &nbsp;&nbsp;16995 |
|  | Colgate-Palmolive Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;5516 |
| <sup>2</sup> | Colgate-Palmolive Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4762 | &nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;15688 | &nbsp;&nbsp;14912 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;3833 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;18816 | &nbsp;&nbsp;18835 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5127 | &nbsp;&nbsp;&nbsp;&nbsp;5766 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;3874 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;19285 | &nbsp;&nbsp;17944 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3356 | &nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/9/2027 | &nbsp;&nbsp;11433 | &nbsp;&nbsp;11315 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;15517 | &nbsp;&nbsp;15282 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8968 | &nbsp;&nbsp;&nbsp;&nbsp;9003 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8623 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;18916 | &nbsp;&nbsp;18097 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;4309 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;15192 | &nbsp;&nbsp;13399 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;10476 | &nbsp;&nbsp;10336 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;7871 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/2047 | &nbsp;&nbsp;16168 | &nbsp;&nbsp;13170 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;7805 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/18/2027 | &nbsp;&nbsp;19674 | &nbsp;&nbsp;19495 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/20/2027 | &nbsp;&nbsp;22284 | &nbsp;&nbsp;21612 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;28760 | &nbsp;&nbsp;26008 |
|  | Costco Wholesale Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/20/2032 | &nbsp;&nbsp;18194 | &nbsp;&nbsp;15713 |
|  | Delhaize America LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6679 | &nbsp;&nbsp;&nbsp;&nbsp;6785 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;17826 | &nbsp;&nbsp;16662 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;13379 | &nbsp;&nbsp;12134 |
|  | Diageo Capital plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;19054 | &nbsp;&nbsp;16416 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3309 | &nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;6412 |
|  | Diageo Capital plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9083 | &nbsp;&nbsp;&nbsp;&nbsp;7235 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9708 | &nbsp;&nbsp;&nbsp;&nbsp;9914 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6549 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | Diageo Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/11/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6197 | &nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;19173 | &nbsp;&nbsp;19049 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
|  | Dollar General Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;37864 | &nbsp;&nbsp;36068 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;3975 |
|  | Dollar General Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/5/2033 | &nbsp;&nbsp;11077 | &nbsp;&nbsp;11207 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp;3392 |
|  | 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;25643 | &nbsp;&nbsp;25474 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Dollar Tree Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;15291 | &nbsp;&nbsp;&nbsp;&nbsp;9884 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;12961 | &nbsp;&nbsp;12975 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;20707 | &nbsp;&nbsp;19256 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;14176 | &nbsp;&nbsp;13156 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14019 | &nbsp;&nbsp;12377 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;11043 | &nbsp;&nbsp;10856 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8106 | &nbsp;&nbsp;&nbsp;&nbsp;6619 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7201 | &nbsp;&nbsp;&nbsp;&nbsp;5559 |
|  | Estee Lauder Cos. Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;13012 | &nbsp;&nbsp;&nbsp;&nbsp;8240 |
|  | Flowers Foods Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;10608 | &nbsp;&nbsp;&nbsp;&nbsp;8977 |
|  | 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 |
|  | Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/16/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | General Mills Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;26142 | &nbsp;&nbsp;25994 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;8312 |
|  | General Mills Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9953 | &nbsp;&nbsp;&nbsp;&nbsp;9284 |
|  | General Mills Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp;&nbsp;&nbsp;3275 |
|  | General Mills Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;11755 | &nbsp;&nbsp;11630 |
|  | General Mills Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;9431 |
|  | General Mills Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;12429 | &nbsp;&nbsp;12087 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;30595 | &nbsp;&nbsp;28817 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/24/2052 | &nbsp;&nbsp;11587 | &nbsp;&nbsp;&nbsp;&nbsp;8897 |
|  | Hershey Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3016 | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
|  | Hershey Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3871 | &nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | Hershey Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4689 | &nbsp;&nbsp;&nbsp;&nbsp;4404 |
|  | Hershey Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6031 | &nbsp;&nbsp;&nbsp;&nbsp;5424 |
|  | Hershey Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;7088 |
|  | Hershey Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Hershey Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3031 | &nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | Hershey Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9656 | &nbsp;&nbsp;&nbsp;&nbsp;9150 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;14588 | &nbsp;&nbsp;13115 |
|  | Hormel Foods Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/3/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9455 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
|  | Ingredion Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;11314 | &nbsp;&nbsp;10599 |
|  | Ingredion Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;1529 |
|  | J M Smucker Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;14386 | &nbsp;&nbsp;14143 |
|  | J M Smucker Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5813 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;9931 |
|  | J M Smucker Co. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp;2375 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;19027 | &nbsp;&nbsp;20149 |
|  | J M Smucker Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | J M Smucker Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;13265 | &nbsp;&nbsp;13839 |
|  | JBS NV | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;10753 | &nbsp;&nbsp;10071 |
|  | JBS NV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;12272 | &nbsp;&nbsp;11358 |
|  | JBS NV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;22715 | &nbsp;&nbsp;23448 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;17497 | &nbsp;&nbsp;19213 |
|  | JBS NV | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;13291 |
|  | JBS NV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;12323 | &nbsp;&nbsp;12321 |
| <sup>5,7</sup> | JBS NV | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14469 |
|  | JBS NV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2052 | &nbsp;&nbsp;16871 | &nbsp;&nbsp;12817 |
|  | JBS NV | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;35104 | &nbsp;&nbsp;35472 |
|  | JBS NV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;14220 | &nbsp;&nbsp;15627 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;20686 | &nbsp;&nbsp;20567 |
|  | JBS NV | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;17911 | &nbsp;&nbsp;17528 |
| <sup>5,7</sup> | JBS NV | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/10/2057 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13102 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;8501 | &nbsp;&nbsp;&nbsp;&nbsp;8317 |
|  | Kellanova | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9324 | &nbsp;&nbsp;&nbsp;&nbsp;9208 |
|  | Kellanova | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;13128 | &nbsp;&nbsp;13134 |
|  | Kellanova | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;2632 |
| <sup>2</sup> | Kellanova | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;10501 | &nbsp;&nbsp;11838 |
|  | Kellanova | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;7511 |
|  | Kellanova | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;3711 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;16860 | &nbsp;&nbsp;17123 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2030 | &nbsp;&nbsp;15545 | &nbsp;&nbsp;15833 |
|  | Kenvue Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;27736 | &nbsp;&nbsp;27947 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/22/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9409 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/22/2053 | &nbsp;&nbsp;12357 | &nbsp;&nbsp;11159 |
|  | Kenvue Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/22/2063 | &nbsp;&nbsp;11725 | &nbsp;&nbsp;10505 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.430% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;12977 | &nbsp;&nbsp;12811 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;8210 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;18643 | &nbsp;&nbsp;18257 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;26094 | &nbsp;&nbsp;24472 |
| <sup>2</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;13495 | &nbsp;&nbsp;11914 |
| <sup>2</sup> | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;&nbsp;&nbsp;9998 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;14235 | &nbsp;&nbsp;13463 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;10820 | &nbsp;&nbsp;10728 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;2889 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp;5052 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;5/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;2623 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;15559 | &nbsp;&nbsp;10841 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;13545 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6088 | &nbsp;&nbsp;&nbsp;&nbsp;5836 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;6170 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;10947 | &nbsp;&nbsp;10627 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8277 | &nbsp;&nbsp;&nbsp;&nbsp;7892 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/2/2031 | &nbsp;&nbsp;11611 | &nbsp;&nbsp;10309 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4368 | &nbsp;&nbsp;&nbsp;&nbsp;4950 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;10454 | &nbsp;&nbsp;10402 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;4001 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5893 | &nbsp;&nbsp;&nbsp;&nbsp;4543 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/7/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6294 | &nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5246 | &nbsp;&nbsp;&nbsp;&nbsp;5245 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;22059 | &nbsp;&nbsp;21911 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5260 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;5265 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;11970 | &nbsp;&nbsp;11626 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/26/2039 | &nbsp;&nbsp;13762 | &nbsp;&nbsp;14903 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/9/2040 | &nbsp;&nbsp;12376 | &nbsp;&nbsp;12924 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2042 | &nbsp;&nbsp;18261 | &nbsp;&nbsp;16050 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;28846 | &nbsp;&nbsp;25187 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;32765 | &nbsp;&nbsp;25560 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;18080 | &nbsp;&nbsp;14752 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;14151 | &nbsp;&nbsp;12615 |
|  | Kroger Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4553 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
| <sup>2</sup> | Kroger Co. | &nbsp;&nbsp;7.700% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5713 |
|  | Kroger Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | Kroger Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp;&nbsp;&nbsp;4341 |
|  | Kroger Co. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7043 | &nbsp;&nbsp;&nbsp;&nbsp;7938 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;32660 | &nbsp;&nbsp;32262 |
|  | Kroger Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7693 | &nbsp;&nbsp;&nbsp;&nbsp;8714 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp;6734 |
|  | Kroger Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5747 |
|  | Kroger Co. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9942 | &nbsp;&nbsp;&nbsp;&nbsp;7523 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;14081 | &nbsp;&nbsp;11557 |
|  | Kroger Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;6177 |
|  | Kroger Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;7877 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;27462 | &nbsp;&nbsp;25514 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;21652 | &nbsp;&nbsp;20117 |
| <sup>7</sup> | Maple Parent Holdings Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2118 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;10613 | &nbsp;&nbsp;10491 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;4707 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8484 | &nbsp;&nbsp;&nbsp;&nbsp;7804 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;5446 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;1765 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9740 | &nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Mead Johnson Nutrition Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp;&nbsp;5729 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;14680 | &nbsp;&nbsp;13192 |
|  | Molson Coors Beverage Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;23232 | &nbsp;&nbsp;18125 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;10214 | &nbsp;&nbsp;10198 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5709 | &nbsp;&nbsp;&nbsp;&nbsp;5767 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/13/2030 | &nbsp;&nbsp;14737 | &nbsp;&nbsp;13730 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;12120 | &nbsp;&nbsp;10479 |
|  | Mondelez International Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6747 | &nbsp;&nbsp;&nbsp;&nbsp;6103 |
|  | Mondelez International Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;7433 |
|  | Mondelez International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6405 |
|  | Mondelez International Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/4/2050 | &nbsp;&nbsp;16214 | &nbsp;&nbsp;&nbsp;&nbsp;9468 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7768 | &nbsp;&nbsp;&nbsp;&nbsp;7654 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5545 |
|  | PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/18/2028 | &nbsp;&nbsp;10095 | &nbsp;&nbsp;10024 |
|  | PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| PepsiCo Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12590 | &nbsp;&nbsp;12580 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/29/2029 | &nbsp;&nbsp;19975 | &nbsp;&nbsp;19009 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;38783 | &nbsp;&nbsp;36651 |
| PepsiCo Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9651 | &nbsp;&nbsp;&nbsp;&nbsp;8698 |
| PepsiCo Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;6640 |
| PepsiCo Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;12376 | &nbsp;&nbsp;10793 |
| PepsiCo Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;7755 |
| PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;11644 | &nbsp;&nbsp;11715 |
| PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10110 |
| PepsiCo Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;22897 | &nbsp;&nbsp;23127 |
| PepsiCo Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;12688 | &nbsp;&nbsp;10534 |
| PepsiCo Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/21/2041 | &nbsp;&nbsp;10078 | &nbsp;&nbsp;&nbsp;&nbsp;7203 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9786 | &nbsp;&nbsp;&nbsp;&nbsp;8264 |
| PepsiCo Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;10824 | &nbsp;&nbsp;&nbsp;&nbsp;8698 |
| PepsiCo Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5179 | &nbsp;&nbsp;&nbsp;&nbsp;4397 |
| PepsiCo Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/14/2046 | &nbsp;&nbsp;11263 | &nbsp;&nbsp;&nbsp;&nbsp;9757 |
| PepsiCo Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/6/2046 | &nbsp;&nbsp;23813 | &nbsp;&nbsp;17657 |
| PepsiCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7602 | &nbsp;&nbsp;&nbsp;&nbsp;6085 |
| PepsiCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/29/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;6958 |
| PepsiCo Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;11019 | &nbsp;&nbsp;&nbsp;&nbsp;7088 |
| PepsiCo Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;&nbsp;&nbsp;7341 |
| PepsiCo Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/21/2051 | &nbsp;&nbsp;15987 | &nbsp;&nbsp;&nbsp;&nbsp;9814 |
| PepsiCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/18/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3272 | &nbsp;&nbsp;&nbsp;&nbsp;2634 |
| PepsiCo Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5122 | &nbsp;&nbsp;&nbsp;&nbsp;4424 |
| PepsiCo Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2060 | &nbsp;&nbsp;&nbsp;&nbsp;8306 | &nbsp;&nbsp;&nbsp;&nbsp;6183 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;6105 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;7072 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;21480 | &nbsp;&nbsp;21763 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;22294 | &nbsp;&nbsp;22541 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6878 | &nbsp;&nbsp;&nbsp;&nbsp;6739 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;10007 | &nbsp;&nbsp;&nbsp;&nbsp;9988 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8129 | &nbsp;&nbsp;&nbsp;&nbsp;8334 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5302 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;10819 | &nbsp;&nbsp;10982 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;11225 | &nbsp;&nbsp;10874 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;11388 | &nbsp;&nbsp;11483 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;16920 | &nbsp;&nbsp;17595 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;14931 | &nbsp;&nbsp;15242 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;11096 |
| Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;20662 | &nbsp;&nbsp;18821 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7897 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;12331 | &nbsp;&nbsp;12070 |
| Philip Morris International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;16709 | &nbsp;&nbsp;14796 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;18401 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;11764 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;21888 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;23492 | &nbsp;&nbsp;24703 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;30792 | &nbsp;&nbsp;31649 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/2033 | &nbsp;&nbsp;15052 | &nbsp;&nbsp;15702 |
| Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;24611 | &nbsp;&nbsp;25080 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;2943 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10367 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;10075 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
| Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;19634 | &nbsp;&nbsp;21426 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;26249 | &nbsp;&nbsp;22800 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;11488 | &nbsp;&nbsp;10022 |
| Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;14979 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/2043 | &nbsp;&nbsp;13555 | &nbsp;&nbsp;11217 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;11447 | &nbsp;&nbsp;10291 |
| Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;11596 | &nbsp;&nbsp;&nbsp;&nbsp;9605 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;14223 | &nbsp;&nbsp;13618 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;16535 | &nbsp;&nbsp;15011 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;13825 | &nbsp;&nbsp;14434 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;10794 | &nbsp;&nbsp;11652 |
| Procter & Gamble Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7434 | &nbsp;&nbsp;&nbsp;&nbsp;7333 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;14208 | &nbsp;&nbsp;14360 |
| Procter & Gamble Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;36889 | &nbsp;&nbsp;35312 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4333 |
| Procter & Gamble Co. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;24214 | &nbsp;&nbsp;21190 |
| Procter & Gamble Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;15490 | &nbsp;&nbsp;15237 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;6183 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/29/2034 | &nbsp;&nbsp;22408 | &nbsp;&nbsp;22436 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4280 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;14778 | &nbsp;&nbsp;14327 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;6265 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3877 | &nbsp;&nbsp;&nbsp;&nbsp;3301 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2047 | &nbsp;&nbsp;10612 | &nbsp;&nbsp;&nbsp;&nbsp;8080 |
|  | Procter & Gamble Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;5578 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;15480 | &nbsp;&nbsp;15909 |
|  | Reynolds American Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2871 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>2</sup> | Reynolds American Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>2</sup> | Reynolds American Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | Reynolds American Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;10081 | &nbsp;&nbsp;10137 |
|  | Reynolds American Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;43222 | &nbsp;&nbsp;41825 |
|  | Sysco Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;25901 | &nbsp;&nbsp;25473 |
|  | Sysco Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6885 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
|  | Sysco Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;11971 | &nbsp;&nbsp;12423 |
|  | Sysco Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3344 |
|  | Sysco Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;7071 |
|  | Sysco Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8292 | &nbsp;&nbsp;&nbsp;&nbsp;7909 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp;10228 |
|  | Sysco Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9515 | &nbsp;&nbsp;&nbsp;&nbsp;8072 |
|  | Sysco Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5504 | &nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | Sysco Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8541 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
|  | Sysco Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;4742 |
|  | Sysco Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;17826 | &nbsp;&nbsp;18405 |
|  | Sysco Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/14/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9447 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
|  | Target Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp;&nbsp;&nbsp;5287 |
|  | Target Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;15201 | &nbsp;&nbsp;14853 |
|  | Target Corp. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;1161 |
|  | Target Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9953 | &nbsp;&nbsp;&nbsp;&nbsp;9259 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5811 | &nbsp;&nbsp;&nbsp;&nbsp;5856 |
|  | Target Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | Target Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;23313 | &nbsp;&nbsp;22696 |
|  | Target Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7256 | &nbsp;&nbsp;&nbsp;&nbsp;7277 |
|  | Target Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;29643 | &nbsp;&nbsp;30002 |
|  | Target Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5437 | &nbsp;&nbsp;&nbsp;&nbsp;6079 |
|  | Target Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6379 | &nbsp;&nbsp;&nbsp;&nbsp;7384 |
|  | Target Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2042 | &nbsp;&nbsp;17123 | &nbsp;&nbsp;14211 |
|  | Target Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp;3409 |
|  | Target Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Target Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;10915 | &nbsp;&nbsp;&nbsp;&nbsp;6889 |
|  | Target Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;18763 | &nbsp;&nbsp;18587 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;18237 | &nbsp;&nbsp;18185 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;2748 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14040 | &nbsp;&nbsp;14534 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;14877 | &nbsp;&nbsp;13728 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;1038 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/28/2048 | &nbsp;&nbsp;17823 | &nbsp;&nbsp;16025 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;16925 | &nbsp;&nbsp;16730 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7573 | &nbsp;&nbsp;&nbsp;&nbsp;7595 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8153 | &nbsp;&nbsp;&nbsp;&nbsp;8287 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;21080 | &nbsp;&nbsp;19721 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;6598 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9874 | &nbsp;&nbsp;10684 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/2033 | &nbsp;&nbsp;12020 | &nbsp;&nbsp;12282 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;13415 | &nbsp;&nbsp;13263 |
| <sup>2</sup> | Unilever Capital Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;8644 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/28/2027 | &nbsp;&nbsp;15120 | &nbsp;&nbsp;15153 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3528 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | Walmart Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;12589 | &nbsp;&nbsp;12583 |
|  | Walmart Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/26/2028 | &nbsp;&nbsp;30946 | &nbsp;&nbsp;30785 |
|  | Walmart Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9473 | &nbsp;&nbsp;&nbsp;&nbsp;8939 |
|  | Walmart Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/8/2029 | &nbsp;&nbsp;24048 | &nbsp;&nbsp;23497 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Walmart Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/2029 | &nbsp;&nbsp;25719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24303 |
|  | Walmart Inc. | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351 |
|  | Walmart Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/28/2030 | &nbsp;&nbsp;25760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26009 |
|  | Walmart Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 |
|  | Walmart Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/9/2032 | &nbsp;&nbsp;11956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11903 |
|  | Walmart Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 |
|  | Walmart Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;32958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33394 |
|  | Walmart Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;18096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18886 |
|  | Walmart Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
|  | Walmart Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;15954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17759 |
|  | Walmart Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/28/2038 | &nbsp;&nbsp;25158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23252 |
|  | Walmart Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162 |
|  | Walmart Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 |
|  | Walmart Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 |
|  | Walmart Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/11/2043 | &nbsp;&nbsp;24216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20654 |
|  | Walmart Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5913 |
|  | Walmart Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;10432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | Walmart Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/29/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942 |
|  | Walmart Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/24/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  | Walmart Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 |
|  | Walmart Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567 |
|  |  |  |  |  | &nbsp;&nbsp;**5700938** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
|  | APA Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | APA Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.337% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;16233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16007 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7556 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;3.138% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7420 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.486% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7719 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;11484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11336 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7514 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;29341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28798 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;11462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;15194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14853 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7953 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;10065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10323 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12902 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.543% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;14329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14230 |
| <sup>2</sup> | BP Capital Markets America Inc. | &nbsp;&nbsp;3.588% | &nbsp;&nbsp;4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15104 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.937% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;13878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13784 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.234% | &nbsp;&nbsp;11/6/2028 | &nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27109 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17412 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.633% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;19721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19199 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;1.749% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;20197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18265 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;26632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26718 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;50659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50977 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;22388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22837 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;40511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30515 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/2050 | &nbsp;&nbsp;43725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28174 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;28579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17533 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;32083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20214 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6013 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;22540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14564 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;9/19/2027 | &nbsp;&nbsp;30487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30108 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;16172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15925 |
|  | Burlington Resources LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;24299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24159 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8953 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;16643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18475 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9763 | &nbsp;&nbsp;10426 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;14003 | &nbsp;&nbsp;14731 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>2</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;10368 | &nbsp;&nbsp;&nbsp;&nbsp;9040 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;4732 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;10180 | &nbsp;&nbsp;&nbsp;&nbsp;9056 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5073 | &nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5624 | &nbsp;&nbsp;&nbsp;&nbsp;6128 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6541 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;14793 | &nbsp;&nbsp;10342 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;33312 | &nbsp;&nbsp;33495 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;24680 | &nbsp;&nbsp;23992 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;2.742% | &nbsp;&nbsp;12/31/2039 | &nbsp;&nbsp;13512 | &nbsp;&nbsp;11441 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;19485 | &nbsp;&nbsp;19421 |
|  | Cheniere Energy Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;20305 | &nbsp;&nbsp;20921 |
| <sup>7</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp;7134 |
| <sup>7</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9782 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;26253 | &nbsp;&nbsp;26095 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;46013 | &nbsp;&nbsp;44177 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;25019 | &nbsp;&nbsp;22783 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;21930 | &nbsp;&nbsp;22610 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;20086 | &nbsp;&nbsp;20410 |
|  | Chevron Corp. | &nbsp;&nbsp;2.236% | &nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;25154 | &nbsp;&nbsp;23227 |
|  | Chevron USA Inc. | &nbsp;&nbsp;1.018% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7574 | &nbsp;&nbsp;&nbsp;&nbsp;7269 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;15867 | &nbsp;&nbsp;15869 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;11362 | &nbsp;&nbsp;11323 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6861 | &nbsp;&nbsp;&nbsp;&nbsp;6916 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/13/2028 | &nbsp;&nbsp;23958 | &nbsp;&nbsp;23971 |
|  | Chevron USA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8810 | &nbsp;&nbsp;&nbsp;&nbsp;8535 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.687% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;33411 | &nbsp;&nbsp;33934 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.819% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;7814 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;20724 | &nbsp;&nbsp;20786 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | Chevron USA Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;24500 | &nbsp;&nbsp;24578 |
|  | Chevron USA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;9853 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5342 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;9036 |
|  | CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3083 |
|  | CNOOC Finance 2014 ULC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5626 |
|  | CNOOC Finance 2015 Australia Pty Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/2/2028 | &nbsp;&nbsp;18436 | &nbsp;&nbsp;18506 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;10265 |
|  | CNOOC Petroleum North America ULC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;18147 | &nbsp;&nbsp;20969 |
|  | Columbia Pipeline Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3888 | &nbsp;&nbsp;&nbsp;&nbsp;3798 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;10453 | &nbsp;&nbsp;11235 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | ConocoPhillips | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2039 | &nbsp;&nbsp;19919 | &nbsp;&nbsp;22040 |
|  | ConocoPhillips | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8454 | &nbsp;&nbsp;&nbsp;&nbsp;7446 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;24465 | &nbsp;&nbsp;24690 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;18919 | &nbsp;&nbsp;19213 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;14080 | &nbsp;&nbsp;14139 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.758% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;11516 | &nbsp;&nbsp;&nbsp;&nbsp;9282 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;18684 | &nbsp;&nbsp;15667 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;16075 | &nbsp;&nbsp;11750 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;14331 | &nbsp;&nbsp;13257 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;14095 | &nbsp;&nbsp;13505 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;35009 | &nbsp;&nbsp;33442 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;9692 | &nbsp;&nbsp;&nbsp;&nbsp;9329 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2065 | &nbsp;&nbsp;19375 | &nbsp;&nbsp;18464 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;13108 | &nbsp;&nbsp;13009 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;13191 | &nbsp;&nbsp;10421 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;18531 | &nbsp;&nbsp;18405 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7637 | &nbsp;&nbsp;&nbsp;&nbsp;7614 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;4103 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;12379 | &nbsp;&nbsp;11806 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6139 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;6760 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6849 | &nbsp;&nbsp;&nbsp;&nbsp;6234 |
|  | DCP Midstream Operating LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;6562 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;5604 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;5570 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7218 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;7451 |
|  | Devon Energy Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;5659 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;17042 | &nbsp;&nbsp;16495 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;10331 | &nbsp;&nbsp;&nbsp;&nbsp;9068 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/2027 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11798 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;18236 | &nbsp;&nbsp;17588 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;22135 | &nbsp;&nbsp;22608 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;13959 | &nbsp;&nbsp;12953 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;14585 | &nbsp;&nbsp;15573 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6527 | &nbsp;&nbsp;&nbsp;&nbsp;6630 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;21664 | &nbsp;&nbsp;22118 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;11584 | &nbsp;&nbsp;&nbsp;&nbsp;8968 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;22420 | &nbsp;&nbsp;22672 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;27579 | &nbsp;&nbsp;26116 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;13796 | &nbsp;&nbsp;13102 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;9215 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;11785 | &nbsp;&nbsp;11084 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;3511 |
|  | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7389 | &nbsp;&nbsp;&nbsp;&nbsp;7000 |
| <sup>2</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3659 |
| <sup>2</sup> | Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
| <sup>2</sup> | Enbridge Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;10280 | &nbsp;&nbsp;11919 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;10334 | &nbsp;&nbsp;10419 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;13924 | &nbsp;&nbsp;13802 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4768 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;9867 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;14194 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;15201 | &nbsp;&nbsp;14480 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;6746 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;15316 | &nbsp;&nbsp;16242 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9659 | &nbsp;&nbsp;&nbsp;&nbsp;9556 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;36302 | &nbsp;&nbsp;37627 |
|  | Enbridge Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;15875 | &nbsp;&nbsp;13495 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;11676 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9886 | &nbsp;&nbsp;&nbsp;&nbsp;8245 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8841 | &nbsp;&nbsp;&nbsp;&nbsp;8432 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;17094 | &nbsp;&nbsp;11454 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;30355 | &nbsp;&nbsp;32993 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;14374 | &nbsp;&nbsp;14282 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/27/2054 | &nbsp;&nbsp;11328 | &nbsp;&nbsp;11917 |
|  | Enbridge Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5763 | &nbsp;&nbsp;&nbsp;&nbsp;6030 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9381 |
| <sup>2</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;48673 | &nbsp;&nbsp;49133 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;12511 | &nbsp;&nbsp;12428 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;16653 | &nbsp;&nbsp;16968 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;21472 | &nbsp;&nbsp;21660 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;18110 | &nbsp;&nbsp;18301 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;20202 | &nbsp;&nbsp;20584 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8918 | &nbsp;&nbsp;&nbsp;&nbsp;9114 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;5207 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;17430 | &nbsp;&nbsp;16850 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;10334 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10674 | &nbsp;&nbsp;10577 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;10766 | &nbsp;&nbsp;11196 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;15869 | &nbsp;&nbsp;16144 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;18544 | &nbsp;&nbsp;18919 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7537 | &nbsp;&nbsp;&nbsp;&nbsp;7305 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;7552 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7211 | &nbsp;&nbsp;&nbsp;&nbsp;7165 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;10309 | &nbsp;&nbsp;11150 |
| <sup>2</sup> | Energy Transfer LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;13405 | &nbsp;&nbsp;13582 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;7.500% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9628 | &nbsp;&nbsp;11034 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp;9716 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;13978 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;11581 | &nbsp;&nbsp;11467 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;1865 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;3202 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4013 | &nbsp;&nbsp;&nbsp;&nbsp;3907 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9751 | &nbsp;&nbsp;&nbsp;&nbsp;8738 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;11593 | &nbsp;&nbsp;10111 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;8292 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;25099 | &nbsp;&nbsp;24535 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;13118 | &nbsp;&nbsp;11578 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;14134 | &nbsp;&nbsp;12563 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;23537 | &nbsp;&nbsp;22623 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;34345 | &nbsp;&nbsp;33681 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;35273 | &nbsp;&nbsp;29249 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;46514 | &nbsp;&nbsp;43659 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;35503 | &nbsp;&nbsp;33813 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;17695 | &nbsp;&nbsp;17179 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5923 | &nbsp;&nbsp;&nbsp;&nbsp;5842 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;11360 | &nbsp;&nbsp;11374 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;56691 | &nbsp;&nbsp;54625 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;10091 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;27136 | &nbsp;&nbsp;27192 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;&nbsp;&nbsp;2077 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9133 | &nbsp;&nbsp;10249 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6954 | &nbsp;&nbsp;&nbsp;&nbsp;7710 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;17040 | &nbsp;&nbsp;17020 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5580 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;5497 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9468 | &nbsp;&nbsp;10078 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;10004 | &nbsp;&nbsp;10426 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;12482 | &nbsp;&nbsp;11370 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;14982 | &nbsp;&nbsp;12964 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;15857 | &nbsp;&nbsp;14312 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;10433 | &nbsp;&nbsp;&nbsp;&nbsp;9647 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;22635 | &nbsp;&nbsp;20207 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;20361 | &nbsp;&nbsp;16404 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;19151 | &nbsp;&nbsp;16655 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;17938 | &nbsp;&nbsp;14241 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/31/2051 | &nbsp;&nbsp;15411 | &nbsp;&nbsp;11139 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;9481 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;16542 | &nbsp;&nbsp;10941 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/16/2055 | &nbsp;&nbsp;20583 | &nbsp;&nbsp;19793 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/31/2060 | &nbsp;&nbsp;15341 | &nbsp;&nbsp;11052 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2077 | &nbsp;&nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
| <sup>2</sup> | Enterprise Products Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2078 | &nbsp;&nbsp;&nbsp;&nbsp;9383 | &nbsp;&nbsp;&nbsp;&nbsp;9272 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;15557 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5213 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;23310 | &nbsp;&nbsp;23617 |
|  | EOG Resources Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;20355 | &nbsp;&nbsp;20653 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;13822 | &nbsp;&nbsp;12207 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;14180 | &nbsp;&nbsp;13810 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;10323 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3534 | &nbsp;&nbsp;&nbsp;&nbsp;3501 |
|  | EQT Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;7444 |
|  | EQT Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8487 | &nbsp;&nbsp;&nbsp;&nbsp;8554 |
|  | EQT Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6772 | &nbsp;&nbsp;&nbsp;&nbsp;7241 |
|  | EQT Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;15319 | &nbsp;&nbsp;15794 |
|  | Expand Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;30135 | &nbsp;&nbsp;29364 |
|  | Expand Energy Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;12820 | &nbsp;&nbsp;13017 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.440% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;20997 | &nbsp;&nbsp;19973 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.482% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;25330 | &nbsp;&nbsp;24647 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;31912 | &nbsp;&nbsp;29823 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;2.995% | &nbsp;&nbsp;8/16/2039 | &nbsp;&nbsp;11408 | &nbsp;&nbsp;&nbsp;&nbsp;9057 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.227% | &nbsp;&nbsp;3/19/2040 | &nbsp;&nbsp;31140 | &nbsp;&nbsp;28203 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.567% | &nbsp;&nbsp;3/6/2045 | &nbsp;&nbsp;15923 | &nbsp;&nbsp;12304 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;26491 | &nbsp;&nbsp;21833 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.095% | &nbsp;&nbsp;8/16/2049 | &nbsp;&nbsp;21925 | &nbsp;&nbsp;14783 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.327% | &nbsp;&nbsp;3/19/2050 | &nbsp;&nbsp;35830 | &nbsp;&nbsp;29778 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;39539 | &nbsp;&nbsp;28155 |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;19102 | &nbsp;&nbsp;18005 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;16840 | &nbsp;&nbsp;16378 |
|  | Halliburton Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;13805 | &nbsp;&nbsp;15147 |
|  | Halliburton Co. | &nbsp;&nbsp;7.450% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;25026 | &nbsp;&nbsp;29258 |
|  | Halliburton Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8286 | &nbsp;&nbsp;&nbsp;&nbsp;7172 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;11756 | &nbsp;&nbsp;10277 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;29747 | &nbsp;&nbsp;26373 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6934 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;10121 | &nbsp;&nbsp;10137 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;15887 | &nbsp;&nbsp;14189 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1321 | &nbsp;&nbsp;&nbsp;&nbsp;1302 |
|  | Hess Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;31830 | &nbsp;&nbsp;31840 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;7154 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;11093 |
|  | Hess Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;14678 | &nbsp;&nbsp;15502 |
|  | Hess Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;19248 | &nbsp;&nbsp;19597 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;11014 | &nbsp;&nbsp;11102 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;8928 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9092 | &nbsp;&nbsp;&nbsp;&nbsp;9296 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5327 | &nbsp;&nbsp;&nbsp;&nbsp;5342 |
|  | HF Sinclair Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;13992 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1176 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;5449 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9462 | &nbsp;&nbsp;&nbsp;&nbsp;9826 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;17296 | &nbsp;&nbsp;18724 |
| <sup>2</sup> | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;10117 | &nbsp;&nbsp;11299 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7188 | &nbsp;&nbsp;&nbsp;&nbsp;7688 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7089 | &nbsp;&nbsp;&nbsp;&nbsp;8222 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3709 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8959 | &nbsp;&nbsp;&nbsp;&nbsp;8697 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;12074 | &nbsp;&nbsp;10583 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9414 | &nbsp;&nbsp;&nbsp;&nbsp;8893 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4711 | &nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;30864 | &nbsp;&nbsp;30837 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7763 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;14051 | &nbsp;&nbsp;12440 |
| <sup>2</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5546 | &nbsp;&nbsp;&nbsp;&nbsp;6329 |
| <sup>2</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6917 | &nbsp;&nbsp;&nbsp;&nbsp;7930 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;12497 | &nbsp;&nbsp;12712 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;19739 | &nbsp;&nbsp;19914 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;9741 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;59023 | &nbsp;&nbsp;56286 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;13610 | &nbsp;&nbsp;12140 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4678 | &nbsp;&nbsp;&nbsp;&nbsp;4213 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;3408 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp;1216 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;10249 | &nbsp;&nbsp;10165 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10868 | &nbsp;&nbsp;10734 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8547 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;23654 | &nbsp;&nbsp;24268 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;15642 | &nbsp;&nbsp;16654 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;10062 | &nbsp;&nbsp;&nbsp;&nbsp;8564 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8302 | &nbsp;&nbsp;&nbsp;&nbsp;6571 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;4919 |
|  | MPLX LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;21839 | &nbsp;&nbsp;21782 |
|  | MPLX LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;17040 | &nbsp;&nbsp;16906 |
|  | MPLX LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;31230 | &nbsp;&nbsp;28774 |
|  | MPLX LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;11905 | &nbsp;&nbsp;11874 |
|  | MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;14935 | &nbsp;&nbsp;14844 |
|  | MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6166 | &nbsp;&nbsp;&nbsp;&nbsp;6151 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| MPLX LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;27385 | &nbsp;&nbsp;27267 |
| MPLX LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;16355 | &nbsp;&nbsp;16126 |
| MPLX LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;22252 | &nbsp;&nbsp;20023 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;12995 | &nbsp;&nbsp;11484 |
| MPLX LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6018 | &nbsp;&nbsp;&nbsp;&nbsp;5284 |
| MPLX LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;12044 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
| MPLX LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;19308 | &nbsp;&nbsp;17481 |
| MPLX LP | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;&nbsp;&nbsp;1323 |
| MPLX LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5489 | &nbsp;&nbsp;&nbsp;&nbsp;5233 |
| MPLX LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;14794 | &nbsp;&nbsp;14587 |
| MPLX LP | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;7988 |
| NOV Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;10342 | &nbsp;&nbsp;&nbsp;&nbsp;9996 |
| NOV Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;15676 | &nbsp;&nbsp;12319 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;12696 | &nbsp;&nbsp;14458 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;&nbsp;5831 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;12541 | &nbsp;&nbsp;13960 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6976 | &nbsp;&nbsp;&nbsp;&nbsp;7926 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;5297 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;15305 | &nbsp;&nbsp;15554 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;26790 | &nbsp;&nbsp;28600 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;7972 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;12791 | &nbsp;&nbsp;13045 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;15161 | &nbsp;&nbsp;15677 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9761 | &nbsp;&nbsp;&nbsp;&nbsp;7710 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;4591 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;16712 | &nbsp;&nbsp;16234 |
| ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;16120 | &nbsp;&nbsp;16027 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;15032 | &nbsp;&nbsp;14995 |
| ONEOK Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;13990 | &nbsp;&nbsp;14005 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
| ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;13532 | &nbsp;&nbsp;13448 |
| ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7908 | &nbsp;&nbsp;&nbsp;&nbsp;8057 |
| ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;16199 | &nbsp;&nbsp;15578 |
| ONEOK Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15878 | &nbsp;&nbsp;14974 |
| ONEOK Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4477 | &nbsp;&nbsp;&nbsp;&nbsp;4226 |
| ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp;10294 |
| ONEOK Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4211 | &nbsp;&nbsp;&nbsp;&nbsp;4477 |
| ONEOK Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;10185 | &nbsp;&nbsp;10083 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;10823 | &nbsp;&nbsp;10737 |
| ONEOK Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2033 | &nbsp;&nbsp;13545 | &nbsp;&nbsp;14195 |
| ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;12080 | &nbsp;&nbsp;12290 |
| ONEOK Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;27278 | &nbsp;&nbsp;26586 |
| ONEOK Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;2254 |
| ONEOK Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;21365 |
| ONEOK Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;14830 | &nbsp;&nbsp;13632 |
| ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp;6149 |
| ONEOK Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;&nbsp;&nbsp;9528 |
| ONEOK Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/13/2047 | &nbsp;&nbsp;12264 | &nbsp;&nbsp;10411 |
| ONEOK Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/3/2047 | &nbsp;&nbsp;14561 | &nbsp;&nbsp;11008 |
| ONEOK Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;10863 | &nbsp;&nbsp;&nbsp;&nbsp;9538 |
| ONEOK Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;5997 |
| ONEOK Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;11958 | &nbsp;&nbsp;&nbsp;&nbsp;9469 |
| ONEOK Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;6200 |
| ONEOK Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8827 | &nbsp;&nbsp;&nbsp;&nbsp;9531 |
| ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;21935 | &nbsp;&nbsp;22527 |
| ONEOK Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;8470 |
| ONEOK Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;22220 | &nbsp;&nbsp;21785 |
| ONEOK Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
| ONEOK Partners LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;10574 | &nbsp;&nbsp;11381 |
| ONEOK Partners LP | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
| ONEOK Partners LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7724 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
| ONEOK Partners LP | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;4599 |
| Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10363 | &nbsp;&nbsp;10639 |
| Ovintiv Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;7488 |
| Ovintiv Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;6700 |
| Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;1970 |
| Ovintiv Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;14824 | &nbsp;&nbsp;15785 |
| Ovintiv Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;13408 | &nbsp;&nbsp;14069 |
| Ovintiv Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;6561 |
| Patterson-UTI Energy Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp;8144 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9452 | &nbsp;&nbsp;&nbsp;&nbsp;9471 |
|  | Patterson-UTI Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;10251 | &nbsp;&nbsp;11011 |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11431 | &nbsp;&nbsp;11337 |
|  | Phillips 66 | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;23630 | &nbsp;&nbsp;21182 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Phillips 66 | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;20935 | &nbsp;&nbsp;18193 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4118 | &nbsp;&nbsp;&nbsp;&nbsp;4157 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7444 | &nbsp;&nbsp;&nbsp;&nbsp;7365 |
|  | Phillips 66 Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;11636 | &nbsp;&nbsp;11093 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;11630 | &nbsp;&nbsp;11925 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;15535 | &nbsp;&nbsp;15810 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;12374 | &nbsp;&nbsp;12196 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8614 | &nbsp;&nbsp;&nbsp;&nbsp;7249 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6332 | &nbsp;&nbsp;&nbsp;&nbsp;5478 |
| <sup>2</sup> | Phillips 66 Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;8208 |
| <sup>2</sup> | Phillips 66 Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8358 | &nbsp;&nbsp;&nbsp;&nbsp;8324 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;20476 | &nbsp;&nbsp;18433 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13520 | &nbsp;&nbsp;12188 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;13722 | &nbsp;&nbsp;13275 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;10962 | &nbsp;&nbsp;10558 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;11614 | &nbsp;&nbsp;11593 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;17685 | &nbsp;&nbsp;18240 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;10664 | &nbsp;&nbsp;10698 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6283 | &nbsp;&nbsp;&nbsp;&nbsp;6765 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/31/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1679 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;10390 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7259 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;26749 | &nbsp;&nbsp;26638 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;35670 | &nbsp;&nbsp;35437 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;10296 | &nbsp;&nbsp;10756 |
| <sup>7</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/13/2028 | &nbsp;&nbsp;14574 | &nbsp;&nbsp;14462 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;29591 | &nbsp;&nbsp;27764 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;23666 | &nbsp;&nbsp;22278 |
|  | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/6/2030 | &nbsp;&nbsp;10026 | &nbsp;&nbsp;&nbsp;&nbsp;9929 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5155 |
|  | Shell Finance US Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/6/2036 | &nbsp;&nbsp;26040 | &nbsp;&nbsp;25586 |
| <sup>7</sup> | Shell Finance US Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;38599 | &nbsp;&nbsp;42452 |
| <sup>7</sup> | Shell Finance US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;14825 | &nbsp;&nbsp;14963 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;18285 | &nbsp;&nbsp;16098 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;31606 | &nbsp;&nbsp;26866 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2046 | &nbsp;&nbsp;31346 | &nbsp;&nbsp;24917 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;12433 | &nbsp;&nbsp;&nbsp;&nbsp;9502 |
| <sup>7</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;13910 | &nbsp;&nbsp;&nbsp;&nbsp;9216 |
| <sup>2</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;24717 | &nbsp;&nbsp;16807 |
| <sup>7</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/26/2051 | &nbsp;&nbsp;13807 | &nbsp;&nbsp;&nbsp;&nbsp;8823 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Shell International Finance BV | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;5444 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;7278 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.026% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;11015 | &nbsp;&nbsp;11091 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;5.584% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;18503 | &nbsp;&nbsp;18383 |
|  | South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;6.176% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;11307 | &nbsp;&nbsp;10766 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;17981 | &nbsp;&nbsp;15062 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;7.150% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8644 | &nbsp;&nbsp;&nbsp;&nbsp;9574 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5297 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8431 | &nbsp;&nbsp;&nbsp;&nbsp;9205 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1946 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;7925 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;25874 | &nbsp;&nbsp;18215 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5357 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;13788 | &nbsp;&nbsp;14373 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;12880 | &nbsp;&nbsp;12209 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;11764 | &nbsp;&nbsp;12443 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3246 | &nbsp;&nbsp;&nbsp;&nbsp;3510 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;36195 | &nbsp;&nbsp;36534 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12049 | &nbsp;&nbsp;12154 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8305 | &nbsp;&nbsp;&nbsp;&nbsp;8420 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;20345 | &nbsp;&nbsp;20197 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;6538 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;12905 | &nbsp;&nbsp;13237 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;11969 | &nbsp;&nbsp;11708 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9763 | &nbsp;&nbsp;&nbsp;&nbsp;9751 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10672 | &nbsp;&nbsp;10778 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;11383 | &nbsp;&nbsp;11369 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;17630 | &nbsp;&nbsp;16718 |
|  | TC PipeLines LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6931 | &nbsp;&nbsp;&nbsp;&nbsp;6884 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5212 | &nbsp;&nbsp;&nbsp;&nbsp;5529 |
|  | Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp;2557 |
|  | Texas Eastern Transmission LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7795 | &nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.455% | &nbsp;&nbsp;2/19/2029 | &nbsp;&nbsp;17886 | &nbsp;&nbsp;17573 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.829% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;18165 | &nbsp;&nbsp;17228 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.461% | &nbsp;&nbsp;7/12/2049 | &nbsp;&nbsp;11041 | &nbsp;&nbsp;&nbsp;&nbsp;7791 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;5/29/2050 | &nbsp;&nbsp;40709 | &nbsp;&nbsp;26873 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;3.386% | &nbsp;&nbsp;6/29/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5948 | &nbsp;&nbsp;&nbsp;&nbsp;3815 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;3.883% | &nbsp;&nbsp;10/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9245 | &nbsp;&nbsp;&nbsp;&nbsp;9223 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;48142 | &nbsp;&nbsp;47886 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.488% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;29838 | &nbsp;&nbsp;28639 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.638% | &nbsp;&nbsp;4/5/2064 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;19128 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/2064 | &nbsp;&nbsp;18151 | &nbsp;&nbsp;16872 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.248% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;17796 | &nbsp;&nbsp;17638 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;15214 | &nbsp;&nbsp;15060 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;17670 | &nbsp;&nbsp;17394 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;16181 | &nbsp;&nbsp;16109 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;18254 | &nbsp;&nbsp;17904 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;23332 | &nbsp;&nbsp;22566 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;4837 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7711 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;30640 | &nbsp;&nbsp;32469 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;6268 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;15706 | &nbsp;&nbsp;16338 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;22555 | &nbsp;&nbsp;22886 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9312 | &nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;22493 | &nbsp;&nbsp;21388 |
| <sup>7</sup> | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;30115 | &nbsp;&nbsp;29883 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4984 | &nbsp;&nbsp;&nbsp;&nbsp;4794 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp;&nbsp;&nbsp;4139 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;10365 | &nbsp;&nbsp;&nbsp;&nbsp;8656 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6583 | &nbsp;&nbsp;&nbsp;&nbsp;4964 |
| <sup>7</sup> | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6023 | &nbsp;&nbsp;&nbsp;&nbsp;5883 |
|  | Valero Energy Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7832 | &nbsp;&nbsp;&nbsp;&nbsp;7594 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1976 |
|  | Valero Energy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8926 | &nbsp;&nbsp;&nbsp;&nbsp;8051 |
|  | Valero Energy Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8872 | &nbsp;&nbsp;10045 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6213 |
|  | Valero Energy Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;13708 | &nbsp;&nbsp;14994 |
|  | Valero Energy Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;8537 |
|  | Valero Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;7825 |
|  | Viper Energy Partners LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2329 |
|  | Viper Energy Partners LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;7069 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;16565 | &nbsp;&nbsp;16096 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7348 | &nbsp;&nbsp;&nbsp;&nbsp;7277 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3774 | &nbsp;&nbsp;&nbsp;&nbsp;3941 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9761 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4629 | &nbsp;&nbsp;&nbsp;&nbsp;4552 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;6398 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;10205 | &nbsp;&nbsp;&nbsp;&nbsp;8624 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;4117 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;19632 | &nbsp;&nbsp;16556 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;21030 | &nbsp;&nbsp;20872 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9920 | &nbsp;&nbsp;10123 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1466 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;9484 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;7019 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;16043 | &nbsp;&nbsp;15248 |
| <sup>2</sup> | Williams Cos. Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;22844 | &nbsp;&nbsp;20676 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;6364 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;15015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15533 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14318 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;11552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11814 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/30/2035 | &nbsp;&nbsp;10026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10018 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;11816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11644 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;19390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20523 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7959 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;10126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;16793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15184 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;12087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10337 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7643 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;12520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12070 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;10761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10595 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7763 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;18783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19178 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6767 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5713 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/2035 | &nbsp;&nbsp;26780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27885 |
|  | Woodside Finance Ltd. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/2054 | &nbsp;&nbsp;12205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11445 |
|  |  |  |  |  | &nbsp;&nbsp;**7130053** |
| **Financials (7.0%)** | **Financials (7.0%)** | **Financials (7.0%)** | **Financials (7.0%)** | **Financials (7.0%)** | **Financials (7.0%)** |
| <sup>2,6</sup> | ABN AMRO Bank NV, SOFR + 1.000% | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | ACE Capital Trust II | &nbsp;&nbsp;9.700% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882 |
| <sup>2</sup> | Aegon Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/11/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7429 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;45939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45464 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;18746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18558 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/2028 | &nbsp;&nbsp;12059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12348 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;53303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51329 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;44180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44092 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;11030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11591 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;63135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57395 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/2033 | &nbsp;&nbsp;28002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24751 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;27835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27114 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;22417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17908 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;11209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10522 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;12440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12252 |
|  | Aflac Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22027 |
|  | Aflac Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 |
|  | Aflac Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;15570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15340 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9108 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 |
|  | Air Lease Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7892 |
|  | Air Lease Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;13633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 |
| <sup>2</sup> | Air Lease Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 |
| <sup>2</sup> | Air Lease Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | Alleghany Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5404 |
|  | Alleghany Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661 |
|  | Allstate Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5798 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;10176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | Allstate Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6074 |
|  | Allstate Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | Allstate Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9733 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Allstate Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5278 | &nbsp;&nbsp;&nbsp;&nbsp;5576 |
|  | Allstate Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;11243 | &nbsp;&nbsp;&nbsp;&nbsp;9582 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7756 | &nbsp;&nbsp;&nbsp;&nbsp;6146 |
|  | Allstate Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;11666 | &nbsp;&nbsp;&nbsp;&nbsp;8660 |
| <sup>2</sup> | Allstate Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;7263 |
|  | Ally Financial Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/9/2027 | &nbsp;&nbsp;10098 | &nbsp;&nbsp;10114 |
|  | Ally Financial Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3068 | &nbsp;&nbsp;&nbsp;&nbsp;3179 |
|  | Ally Financial Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;12570 | &nbsp;&nbsp;11835 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;11857 |
|  | Ally Financial Inc. | &nbsp;&nbsp;6.992% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;1626 |
| <sup>2</sup> | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;12046 | &nbsp;&nbsp;13356 |
|  | Ally Financial Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7988 | &nbsp;&nbsp;&nbsp;&nbsp;8831 |
|  | American Express Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;33826 | &nbsp;&nbsp;33525 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8579 | &nbsp;&nbsp;&nbsp;&nbsp;8653 |
|  | American Express Co. | &nbsp;&nbsp;4.731% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;18550 | &nbsp;&nbsp;18669 |
|  | American Express Co. | &nbsp;&nbsp;4.351% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;27389 | &nbsp;&nbsp;27370 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;15171 | &nbsp;&nbsp;15441 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;24358 | &nbsp;&nbsp;25083 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;10695 | &nbsp;&nbsp;10879 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;20260 | &nbsp;&nbsp;20577 |
|  | American Express Co. | &nbsp;&nbsp;6.489% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;29075 | &nbsp;&nbsp;31228 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;10696 | &nbsp;&nbsp;10653 |
|  | American Express Co. | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;19324 | &nbsp;&nbsp;19372 |
|  | American Express Co. | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/3/2033 | &nbsp;&nbsp;17124 | &nbsp;&nbsp;16703 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;25478 | &nbsp;&nbsp;25535 |
|  | American Express Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8305 | &nbsp;&nbsp;&nbsp;&nbsp;8488 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7558 | &nbsp;&nbsp;&nbsp;&nbsp;7830 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;23059 | &nbsp;&nbsp;23261 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;39530 | &nbsp;&nbsp;40228 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;14300 | &nbsp;&nbsp;14787 |
|  | American Express Co. | &nbsp;&nbsp;4.804% | &nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;21120 | &nbsp;&nbsp;20419 |
|  | American Express Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/3/2042 | &nbsp;&nbsp;14693 | &nbsp;&nbsp;12201 |
| <sup>2</sup> | American Express Credit Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;6334 |
|  | American Financial Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;5897 |
|  | American Financial Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;5403 |
|  | American International Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;12270 | &nbsp;&nbsp;11704 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;10494 | &nbsp;&nbsp;10596 |
|  | American International Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;4895 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;8650 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;25659 | &nbsp;&nbsp;22211 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;13828 | &nbsp;&nbsp;11205 |
|  | American National Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6451 | &nbsp;&nbsp;&nbsp;&nbsp;6421 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5493 | &nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | American National Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9031 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;7269 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;5614 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;21595 | &nbsp;&nbsp;21540 |
| <sup>2</sup> | Andrew W Mellon Foundation | &nbsp;&nbsp;0.947% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;4150 |
|  | Aon Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;4982 |
|  | Aon Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;10319 | &nbsp;&nbsp;10355 |
|  | Aon Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/2/2029 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;12301 |
|  | Aon Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;20332 | &nbsp;&nbsp;18951 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3193 |
|  | Aon Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;6243 |
|  | Aon Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8437 | &nbsp;&nbsp;&nbsp;&nbsp;5125 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/2052 | &nbsp;&nbsp;12730 | &nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;12208 | &nbsp;&nbsp;10335 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;3024 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;11764 | &nbsp;&nbsp;12015 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;8981 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;40538 | &nbsp;&nbsp;41424 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;26942 | &nbsp;&nbsp;25947 |
| <sup>7</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2371 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;23015 | &nbsp;&nbsp;23550 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
| <sup>7</sup> | Apollo Debt Solutions BDC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;6211 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;7/29/2031 | &nbsp;&nbsp;11272 | &nbsp;&nbsp;11420 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5324 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7535 | &nbsp;&nbsp;&nbsp;&nbsp;7985 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;12794 | &nbsp;&nbsp;12803 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;11724 | &nbsp;&nbsp;10884 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5974 | &nbsp;&nbsp;&nbsp;&nbsp;5586 |
|  | Arch Capital Finance LLC | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4727 | &nbsp;&nbsp;&nbsp;&nbsp;4272 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;5166 |
|  | Arch Capital Group Ltd. | &nbsp;&nbsp;3.635% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;13066 | &nbsp;&nbsp;&nbsp;&nbsp;9326 |
|  | Arch Capital Group US Inc. | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;3309 |
|  | Ares Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;1875 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;19190 | &nbsp;&nbsp;19330 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;11248 | &nbsp;&nbsp;11310 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;11749 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;29065 | &nbsp;&nbsp;27952 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6833 | &nbsp;&nbsp;&nbsp;&nbsp;6606 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | Ares Management Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/11/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;5508 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;13548 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;2122 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12905 | &nbsp;&nbsp;12512 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;10860 | &nbsp;&nbsp;10916 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;&nbsp;6121 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8057 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;16221 | &nbsp;&nbsp;15317 |
| <sup>7</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp;6006 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/21/2032 | &nbsp;&nbsp;12810 | &nbsp;&nbsp;12560 |
| <sup>7</sup> | Army Hawaii Family Housing Trust Certificates | &nbsp;&nbsp;5.524% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;2633 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;3712 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7539 | &nbsp;&nbsp;&nbsp;&nbsp;6618 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;2370 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;4807 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7315 | &nbsp;&nbsp;&nbsp;&nbsp;7903 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;11740 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;14075 | &nbsp;&nbsp;&nbsp;&nbsp;9596 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;4065 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;9346 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6634 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;15356 | &nbsp;&nbsp;14320 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp;&nbsp;&nbsp;3890 |
|  | Assurant Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5771 | &nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | Assurant Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1749 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4855 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8349 | &nbsp;&nbsp;&nbsp;&nbsp;7733 |
|  | Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5678 | &nbsp;&nbsp;&nbsp;&nbsp;3830 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;13375 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;18885 | &nbsp;&nbsp;19535 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;18879 | &nbsp;&nbsp;17531 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;13015 | &nbsp;&nbsp;12960 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6634 | &nbsp;&nbsp;&nbsp;&nbsp;4489 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;12861 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;19515 | &nbsp;&nbsp;17924 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;8486 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;10765 | &nbsp;&nbsp;10869 |
|  | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;4.615% | &nbsp;&nbsp;12/16/2029 | &nbsp;&nbsp;14914 | &nbsp;&nbsp;15096 |
|  | AXA SA | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;11439 | &nbsp;&nbsp;13191 |
|  | AXIS Specialty Finance LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;4052 |
| <sup>2</sup> | AXIS Specialty Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3268 | &nbsp;&nbsp;&nbsp;&nbsp;3127 |
|  | AXIS Specialty Finance plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/6/2027 | &nbsp;&nbsp;16139 | &nbsp;&nbsp;16030 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
|  | Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3923 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;9438 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10475 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;12608 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/2035 | &nbsp;&nbsp;16424 | &nbsp;&nbsp;17081 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;5.127% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;13608 |
|  | Banco Santander SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10787 | &nbsp;&nbsp;&nbsp;&nbsp;10773 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9096 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20815 | &nbsp;&nbsp;&nbsp;&nbsp;20553 |
|  | Banco Santander SA | &nbsp;&nbsp;4.379% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;22279 | &nbsp;&nbsp;&nbsp;&nbsp;22204 |
| <sup>2</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp;&nbsp;&nbsp;11957 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;24686 | &nbsp;&nbsp;&nbsp;&nbsp;25274 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;41140 | &nbsp;&nbsp;&nbsp;&nbsp;43241 |
|  | Banco Santander SA | &nbsp;&nbsp;3.306% | &nbsp;&nbsp;6/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;19135 | &nbsp;&nbsp;&nbsp;&nbsp;18430 |
|  | Banco Santander SA | &nbsp;&nbsp;5.538% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14160 | &nbsp;&nbsp;&nbsp;&nbsp;14501 |
|  | Banco Santander SA | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13909 | &nbsp;&nbsp;&nbsp;&nbsp;13242 |
|  | Banco Santander SA | &nbsp;&nbsp;2.749% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24384 | &nbsp;&nbsp;&nbsp;&nbsp;21901 |
|  | Banco Santander SA | &nbsp;&nbsp;2.958% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12763 | &nbsp;&nbsp;&nbsp;&nbsp;11685 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;10308 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;33573 | &nbsp;&nbsp;&nbsp;&nbsp;36224 |
|  | Banco Santander SA | &nbsp;&nbsp;6.938% | &nbsp;&nbsp;11/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20224 | &nbsp;&nbsp;&nbsp;&nbsp;22678 |
|  | Banco Santander SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;18719 | &nbsp;&nbsp;&nbsp;&nbsp;19646 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16030 | &nbsp;&nbsp;&nbsp;&nbsp;16772 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.248% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;51048 | &nbsp;&nbsp;&nbsp;&nbsp;50352 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.183% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;58838 | &nbsp;&nbsp;&nbsp;&nbsp;58617 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;49146 | &nbsp;&nbsp;&nbsp;&nbsp;48768 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;75082 | &nbsp;&nbsp;&nbsp;&nbsp;74289 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12816 | &nbsp;&nbsp;&nbsp;&nbsp;12896 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;112025 | &nbsp;&nbsp;110057 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5726 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26956 | &nbsp;&nbsp;&nbsp;&nbsp;26719 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;44416 | &nbsp;&nbsp;&nbsp;&nbsp;45046 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;31392 | &nbsp;&nbsp;&nbsp;&nbsp;31531 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;65474 | &nbsp;&nbsp;&nbsp;&nbsp;62268 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;95508 | &nbsp;&nbsp;&nbsp;&nbsp;95113 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.819% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;35735 | &nbsp;&nbsp;&nbsp;&nbsp;36862 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;32498 | &nbsp;&nbsp;&nbsp;&nbsp;31178 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11852 | &nbsp;&nbsp;&nbsp;&nbsp;11203 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;100989 | &nbsp;&nbsp;&nbsp;&nbsp;93348 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.592% | &nbsp;&nbsp;4/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;66591 | &nbsp;&nbsp;&nbsp;&nbsp;61517 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6061 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;1.922% | &nbsp;&nbsp;10/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35508 | &nbsp;&nbsp;&nbsp;&nbsp;31458 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;19306 | &nbsp;&nbsp;&nbsp;&nbsp;19057 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;112104 | &nbsp;&nbsp;101688 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;62208 | &nbsp;&nbsp;&nbsp;&nbsp;54888 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;55522 | &nbsp;&nbsp;&nbsp;&nbsp;49426 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12788 | &nbsp;&nbsp;&nbsp;&nbsp;11575 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;24655 | &nbsp;&nbsp;&nbsp;&nbsp;24201 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;21460 | &nbsp;&nbsp;&nbsp;&nbsp;21595 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;30882 | &nbsp;&nbsp;&nbsp;&nbsp;31246 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.872% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;22020 | &nbsp;&nbsp;&nbsp;&nbsp;23049 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;20769 | &nbsp;&nbsp;&nbsp;&nbsp;21185 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;25841 | &nbsp;&nbsp;&nbsp;&nbsp;25799 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;58028 | &nbsp;&nbsp;&nbsp;&nbsp;58050 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;81244 | &nbsp;&nbsp;&nbsp;&nbsp;82814 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;31195 | &nbsp;&nbsp;&nbsp;&nbsp;31737 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;34552 | &nbsp;&nbsp;&nbsp;&nbsp;29848 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp;41377 | &nbsp;&nbsp;&nbsp;&nbsp;43422 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp;58870 | &nbsp;&nbsp;&nbsp;&nbsp;58081 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;44404 | &nbsp;&nbsp;&nbsp;&nbsp;40217 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;25984 | &nbsp;&nbsp;&nbsp;&nbsp;30837 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;46244 | &nbsp;&nbsp;&nbsp;&nbsp;40185 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;65509 | &nbsp;&nbsp;&nbsp;&nbsp;46944 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;19574 | &nbsp;&nbsp;&nbsp;&nbsp;20145 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;54624 | &nbsp;&nbsp;&nbsp;&nbsp;41612 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8271 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8871 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;13102 | &nbsp;&nbsp;&nbsp;&nbsp;11441 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;42065 | &nbsp;&nbsp;&nbsp;&nbsp;34103 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;118062 | &nbsp;&nbsp;&nbsp;&nbsp;91246 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;3/13/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp;34448 | &nbsp;&nbsp;&nbsp;&nbsp;21741 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;22850 | &nbsp;&nbsp;24087 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9014 | &nbsp;&nbsp;&nbsp;&nbsp;9063 |
|  | Bank of Montreal | &nbsp;&nbsp;5.203% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4113 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
|  | Bank of Montreal | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;13629 | &nbsp;&nbsp;14040 |
|  | Bank of Montreal | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;14710 | &nbsp;&nbsp;15250 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;29293 | &nbsp;&nbsp;28805 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;16029 | &nbsp;&nbsp;14233 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/16/2027 | &nbsp;&nbsp;29832 | &nbsp;&nbsp;29578 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/29/2028 | &nbsp;&nbsp;11234 | &nbsp;&nbsp;11096 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1901 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;10240 | &nbsp;&nbsp;10253 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9902 | &nbsp;&nbsp;&nbsp;&nbsp;9369 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;13520 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/2028 | &nbsp;&nbsp;10403 | &nbsp;&nbsp;10057 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;15317 | &nbsp;&nbsp;15389 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;3212 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp;&nbsp;&nbsp;5212 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/23/2029 | &nbsp;&nbsp;13229 | &nbsp;&nbsp;12741 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;29195 | &nbsp;&nbsp;30575 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.026% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6471 | &nbsp;&nbsp;&nbsp;&nbsp;6407 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;25029 | &nbsp;&nbsp;25454 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;3192 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;33964 | &nbsp;&nbsp;34430 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3180 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/26/2032 | &nbsp;&nbsp;13216 | &nbsp;&nbsp;11899 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;47791 | &nbsp;&nbsp;48702 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.289% | &nbsp;&nbsp;6/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;2762 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;30792 | &nbsp;&nbsp;32656 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;28486 | &nbsp;&nbsp;28180 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;4/26/2034 | &nbsp;&nbsp;29460 | &nbsp;&nbsp;29488 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;19141 | &nbsp;&nbsp;20939 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;20564 | &nbsp;&nbsp;20844 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.225% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;1418 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5901 | &nbsp;&nbsp;&nbsp;&nbsp;5977 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;5509 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;14392 | &nbsp;&nbsp;14677 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;&nbsp;7484 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.932% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7557 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6247 | &nbsp;&nbsp;&nbsp;&nbsp;6441 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;25160 | &nbsp;&nbsp;25468 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;7114 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;14341 | &nbsp;&nbsp;14593 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9113 | &nbsp;&nbsp;&nbsp;&nbsp;8057 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/10/2032 | &nbsp;&nbsp;10033 | &nbsp;&nbsp;10004 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;10589 | &nbsp;&nbsp;11026 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;2/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6568 | &nbsp;&nbsp;&nbsp;&nbsp;6473 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.588% | &nbsp;&nbsp;5/4/2037 | &nbsp;&nbsp;20705 | &nbsp;&nbsp;19815 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;20753 | &nbsp;&nbsp;20675 |
|  | Barclays plc | &nbsp;&nbsp;4.836% | &nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;38981 | &nbsp;&nbsp;38996 |
|  | Barclays plc | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;15628 | &nbsp;&nbsp;15810 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;24631 | &nbsp;&nbsp;24719 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;28186 | &nbsp;&nbsp;29359 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;14670 | &nbsp;&nbsp;14788 |
| <sup>2</sup> | Barclays plc | &nbsp;&nbsp;4.972% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;31104 | &nbsp;&nbsp;31280 |
|  | Barclays plc | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;22911 | &nbsp;&nbsp;23849 |
|  | Barclays plc | &nbsp;&nbsp;4.476% | &nbsp;&nbsp;11/11/2029 | &nbsp;&nbsp;16870 | &nbsp;&nbsp;16770 |
|  | Barclays plc | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;10943 | &nbsp;&nbsp;11242 |
|  | Barclays plc | &nbsp;&nbsp;4.219% | &nbsp;&nbsp;5/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
| <sup>2</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;22593 | &nbsp;&nbsp;22680 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;25537 | &nbsp;&nbsp;25670 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;16905 | &nbsp;&nbsp;17192 |
|  | Barclays plc | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;6/24/2031 | &nbsp;&nbsp;29157 | &nbsp;&nbsp;26695 |
|  | Barclays plc | &nbsp;&nbsp;4.521% | &nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9629 | &nbsp;&nbsp;&nbsp;&nbsp;9421 |
|  | Barclays plc | &nbsp;&nbsp;2.667% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp;&nbsp;&nbsp;8782 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/2032 | &nbsp;&nbsp;13328 | &nbsp;&nbsp;11902 |
|  | Barclays plc | &nbsp;&nbsp;5.746% | &nbsp;&nbsp;8/9/2033 | &nbsp;&nbsp;18740 | &nbsp;&nbsp;19237 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;60004 | &nbsp;&nbsp;67041 |
|  | Barclays plc | &nbsp;&nbsp;6.224% | &nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;19801 | &nbsp;&nbsp;20773 |
|  | Barclays plc | &nbsp;&nbsp;7.119% | &nbsp;&nbsp;6/27/2034 | &nbsp;&nbsp;22471 | &nbsp;&nbsp;24494 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;21695 | &nbsp;&nbsp;23425 |
|  | Barclays plc | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;9/10/2035 | &nbsp;&nbsp;21029 | &nbsp;&nbsp;20806 |
|  | Barclays plc | &nbsp;&nbsp;3.564% | &nbsp;&nbsp;9/23/2035 | &nbsp;&nbsp;28515 | &nbsp;&nbsp;26566 |
|  | Barclays plc | &nbsp;&nbsp;5.785% | &nbsp;&nbsp;2/25/2036 | &nbsp;&nbsp;26980 | &nbsp;&nbsp;27320 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5537 | &nbsp;&nbsp;&nbsp;&nbsp;5358 |
|  | Barclays plc | &nbsp;&nbsp;3.811% | &nbsp;&nbsp;3/10/2042 | &nbsp;&nbsp;10686 | &nbsp;&nbsp;&nbsp;&nbsp;8289 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9632 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
|  | Barclays plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/17/2045 | &nbsp;&nbsp;11039 | &nbsp;&nbsp;10218 |
|  | Barclays plc | &nbsp;&nbsp;5.860% | &nbsp;&nbsp;8/11/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;8611 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;25712 | &nbsp;&nbsp;22698 |
|  | Barclays plc | &nbsp;&nbsp;6.036% | &nbsp;&nbsp;3/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | Barings BDC Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
| <sup>7</sup> | Barings Private Credit Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;6/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;5145 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6173 | &nbsp;&nbsp;&nbsp;&nbsp;5658 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6217 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8601 | &nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;15291 | &nbsp;&nbsp;13679 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9037 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;28034 | &nbsp;&nbsp;22840 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;27346 | &nbsp;&nbsp;22417 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;25651 | &nbsp;&nbsp;16112 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;11206 | &nbsp;&nbsp;&nbsp;&nbsp;6524 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;50274 | &nbsp;&nbsp;37813 |
|  | Berkshire Hathaway Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/11/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;5003 |
|  | BGC Group Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | BGC Group Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3789 | &nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7525 | &nbsp;&nbsp;&nbsp;&nbsp;7580 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;14552 | &nbsp;&nbsp;14754 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/8/2035 | &nbsp;&nbsp;11730 | &nbsp;&nbsp;11805 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2054 | &nbsp;&nbsp;20902 | &nbsp;&nbsp;19466 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/8/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Blackrock Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;13490 | &nbsp;&nbsp;13132 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;9737 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;17020 | &nbsp;&nbsp;15175 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;18245 | &nbsp;&nbsp;15950 |
|  | Blackrock Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/25/2033 | &nbsp;&nbsp;18891 | &nbsp;&nbsp;19013 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/26/2027 | &nbsp;&nbsp;10395 | &nbsp;&nbsp;10271 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;24130 | &nbsp;&nbsp;23777 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/22/2029 | &nbsp;&nbsp;17978 | &nbsp;&nbsp;17486 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6398 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;19460 | &nbsp;&nbsp;19229 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11213 |
|  | Blackstone Private Credit Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/29/2032 | &nbsp;&nbsp;12780 | &nbsp;&nbsp;12394 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;6663 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
|  | Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9492 | &nbsp;&nbsp;&nbsp;&nbsp;9179 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;13547 | &nbsp;&nbsp;13598 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;10530 | &nbsp;&nbsp;10463 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8521 | &nbsp;&nbsp;&nbsp;&nbsp;7927 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp;6517 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;13185 | &nbsp;&nbsp;12637 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/11/2028 | &nbsp;&nbsp;28674 | &nbsp;&nbsp;26659 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;23015 | &nbsp;&nbsp;22750 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;15245 | &nbsp;&nbsp;15631 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;13005 | &nbsp;&nbsp;12948 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;16765 | &nbsp;&nbsp;16187 |
|  | Blue Owl Credit Income Corp. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;2151 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;13615 | &nbsp;&nbsp;13137 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/7/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;10449 |
|  | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/4/2029 | &nbsp;&nbsp;15070 | &nbsp;&nbsp;14832 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;8019 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6921 | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | Brighthouse Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/22/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7879 | &nbsp;&nbsp;&nbsp;&nbsp;4412 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7435 | &nbsp;&nbsp;&nbsp;&nbsp;7370 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;4/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8324 | &nbsp;&nbsp;&nbsp;&nbsp;8475 |
|  | Brookfield Asset Management Ltd. | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14430 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | 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;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;7212 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;13179 | &nbsp;&nbsp;13032 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/29/2029 | &nbsp;&nbsp;20579 | &nbsp;&nbsp;20688 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;12886 | &nbsp;&nbsp;12694 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;10079 | &nbsp;&nbsp;10693 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;16489 | &nbsp;&nbsp;16645 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8737 | &nbsp;&nbsp;&nbsp;&nbsp;5826 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7533 | &nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.968% | &nbsp;&nbsp;3/4/2054 | &nbsp;&nbsp;10979 | &nbsp;&nbsp;10615 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;5.813% | &nbsp;&nbsp;3/3/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;7158 |
|  | Brookfield Finance LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;18934 | &nbsp;&nbsp;12442 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8786 | &nbsp;&nbsp;&nbsp;&nbsp;8743 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;3212 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;20626 | &nbsp;&nbsp;18169 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;4385 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp;2629 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;5211 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/23/2035 | &nbsp;&nbsp;13121 | &nbsp;&nbsp;13106 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;6604 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/23/2055 | &nbsp;&nbsp;16694 | &nbsp;&nbsp;16640 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;10115 | &nbsp;&nbsp;10040 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;10002 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.001% | &nbsp;&nbsp;4/28/2028 | &nbsp;&nbsp;16206 | &nbsp;&nbsp;16408 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.986% | &nbsp;&nbsp;10/3/2028 | &nbsp;&nbsp;14141 | &nbsp;&nbsp;14664 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;11525 | &nbsp;&nbsp;11616 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5104 | &nbsp;&nbsp;&nbsp;&nbsp;5219 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.283% | &nbsp;&nbsp;1/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9814 | &nbsp;&nbsp;&nbsp;&nbsp;9746 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;13402 | &nbsp;&nbsp;13688 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/7/2032 | &nbsp;&nbsp;25907 | &nbsp;&nbsp;24317 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/2033 | &nbsp;&nbsp;18810 | &nbsp;&nbsp;20113 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;18038 | &nbsp;&nbsp;17892 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;57612 | &nbsp;&nbsp;56940 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;12114 | &nbsp;&nbsp;12151 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp;10095 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp;&nbsp;&nbsp;8843 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;24611 | &nbsp;&nbsp;25243 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;16677 | &nbsp;&nbsp;16056 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;13569 | &nbsp;&nbsp;13322 |
| <sup>2</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;10739 | &nbsp;&nbsp;11861 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;10761 | &nbsp;&nbsp;10597 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;2.618% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;10288 | &nbsp;&nbsp;&nbsp;&nbsp;9047 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.817% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;52516 | &nbsp;&nbsp;53718 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;36152 | &nbsp;&nbsp;38096 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.964% | &nbsp;&nbsp;11/2/2034 | &nbsp;&nbsp;11847 | &nbsp;&nbsp;13578 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;28262 | &nbsp;&nbsp;29226 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.884% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;1103 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;45340 | &nbsp;&nbsp;46074 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;24920 | &nbsp;&nbsp;24159 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;21317 | &nbsp;&nbsp;21399 |
| <sup>2</sup> | Capital One NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9031 | &nbsp;&nbsp;&nbsp;&nbsp;8432 |
|  | Capital Southwest Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | Carlyle Secured Lending Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;1473 |
|  | Carlyle Secured Lending Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9670 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;7904 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;25653 | &nbsp;&nbsp;25423 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;9170 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;15264 | &nbsp;&nbsp;15201 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/2029 | &nbsp;&nbsp;15851 | &nbsp;&nbsp;16284 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/2029 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11666 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;13742 | &nbsp;&nbsp;13031 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/11/2031 | &nbsp;&nbsp;17754 | &nbsp;&nbsp;15477 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;17982 | &nbsp;&nbsp;16187 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.343% | &nbsp;&nbsp;11/14/2031 | &nbsp;&nbsp;14070 | &nbsp;&nbsp;13916 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;20715 | &nbsp;&nbsp;18057 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Charles Schwab Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;33136 | &nbsp;&nbsp;30035 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.853% | &nbsp;&nbsp;5/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;3777 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14217 | &nbsp;&nbsp;15126 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;11/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7908 | &nbsp;&nbsp;&nbsp;&nbsp;7686 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24824 | &nbsp;&nbsp;21685 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21084 | &nbsp;&nbsp;21213 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16829 | &nbsp;&nbsp;16582 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9054 | &nbsp;&nbsp;&nbsp;&nbsp;9655 |
| <sup>2</sup> | Chubb INA Holdings LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;32495 | &nbsp;&nbsp;27348 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;3019 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5756 | &nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | CI Financial Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11016 | &nbsp;&nbsp;&nbsp;&nbsp;9835 |
| <sup>2</sup> | Cincinnati Financial Corp. | &nbsp;&nbsp;6.920% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;6838 |
|  | Cincinnati Financial Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;6642 |
|  | Citibank NA | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;32228 | &nbsp;&nbsp;33445 |
|  | Citibank NA | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12732 | &nbsp;&nbsp;12895 |
| <sup>2</sup> | Citibank NA | &nbsp;&nbsp;4.914% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10110 | &nbsp;&nbsp;10264 |
| <sup>2</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;27400 | &nbsp;&nbsp;28390 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;67493 | &nbsp;&nbsp;67480 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12699 | &nbsp;&nbsp;12718 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;5/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8605 | &nbsp;&nbsp;&nbsp;&nbsp;8621 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55813 | &nbsp;&nbsp;55233 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17203 | &nbsp;&nbsp;17058 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;31753 | &nbsp;&nbsp;31280 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.786% | &nbsp;&nbsp;3/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25854 | &nbsp;&nbsp;25986 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15736 | &nbsp;&nbsp;15612 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27834 | &nbsp;&nbsp;28262 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27479 | &nbsp;&nbsp;27041 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25775 | &nbsp;&nbsp;25686 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;35662 | &nbsp;&nbsp;33667 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;37610 | &nbsp;&nbsp;34883 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;64470 | &nbsp;&nbsp;63678 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13763 | &nbsp;&nbsp;13850 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;5256 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22230 | &nbsp;&nbsp;21964 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6709 | &nbsp;&nbsp;&nbsp;&nbsp;7292 |
|  | Citigroup Inc. | &nbsp;&nbsp;2.520% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;17191 | &nbsp;&nbsp;15167 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.057% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;69512 | &nbsp;&nbsp;62761 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8838 |
|  | Citigroup Inc. | &nbsp;&nbsp;3.785% | &nbsp;&nbsp;3/17/2033 | &nbsp;&nbsp;101081 | &nbsp;&nbsp;94787 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17323 | &nbsp;&nbsp;18148 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;37084 | &nbsp;&nbsp;39630 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13010 | &nbsp;&nbsp;13475 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13417 | &nbsp;&nbsp;13587 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;15718 | &nbsp;&nbsp;16063 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;18776 | &nbsp;&nbsp;19477 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;19898 | &nbsp;&nbsp;19705 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;27529 | &nbsp;&nbsp;23706 |
|  | Citigroup Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;21788 | &nbsp;&nbsp;27160 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/2041 | &nbsp;&nbsp;&nbsp;&nbsp;15755 | &nbsp;&nbsp;15245 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;11913 | &nbsp;&nbsp;12087 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;10065 | &nbsp;&nbsp;10774 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/7/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;4409 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;22995 | &nbsp;&nbsp;21222 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;18035 | &nbsp;&nbsp;15765 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/18/2046 | &nbsp;&nbsp;&nbsp;&nbsp;49157 | &nbsp;&nbsp;41384 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;4.281% | &nbsp;&nbsp;4/24/2048 | &nbsp;&nbsp;&nbsp;&nbsp;14376 | &nbsp;&nbsp;11652 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp;27001 | &nbsp;&nbsp;22862 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/2056 | &nbsp;&nbsp;&nbsp;&nbsp;21167 | &nbsp;&nbsp;20341 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.575% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9586 | &nbsp;&nbsp;&nbsp;&nbsp;9590 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.192% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 | &nbsp;&nbsp;&nbsp;&nbsp;4215 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.841% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 | &nbsp;&nbsp;&nbsp;&nbsp;9201 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;6969 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12320 | &nbsp;&nbsp;12463 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.718% | &nbsp;&nbsp;7/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14760 | &nbsp;&nbsp;15177 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;2.638% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;18875 | &nbsp;&nbsp;16130 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;6.645% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;8013 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp;&nbsp;&nbsp;5433 |
|  | CME Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7003 | &nbsp;&nbsp;&nbsp;&nbsp;6951 |
|  | CME Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;10035 | &nbsp;&nbsp;10067 |
|  | CME Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;6254 |
|  | CME Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;10668 | &nbsp;&nbsp;10495 |
|  | CME Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;11460 | &nbsp;&nbsp;11299 |
|  | CNA Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5588 | &nbsp;&nbsp;&nbsp;&nbsp;5475 |
|  | CNA Financial Corp. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;5509 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;5400 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7373 | &nbsp;&nbsp;&nbsp;&nbsp;7273 |
|  | CNA Financial Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;11775 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;10047 | &nbsp;&nbsp;10064 |
|  | CNO Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9739 |
|  | Commonwealth Bank of Australia | &nbsp;&nbsp;4.423% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;10424 | &nbsp;&nbsp;10482 |
| <sup>2</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;4.355% | &nbsp;&nbsp;3/27/2029 | &nbsp;&nbsp;13916 | &nbsp;&nbsp;13960 |
| <sup>2</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5492 | &nbsp;&nbsp;&nbsp;&nbsp;5441 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.372% | &nbsp;&nbsp;5/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;3.743% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.883% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13792 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/9/2029 | &nbsp;&nbsp;14375 | &nbsp;&nbsp;14588 |
| <sup>5</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;12814 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;14779 | &nbsp;&nbsp;14868 |
| <sup>2</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;24337 | &nbsp;&nbsp;23587 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;18508 | &nbsp;&nbsp;18025 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;20944 | &nbsp;&nbsp;19083 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;15706 | &nbsp;&nbsp;15566 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;20300 | &nbsp;&nbsp;19825 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;20129 | &nbsp;&nbsp;18880 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6354 | &nbsp;&nbsp;&nbsp;&nbsp;6648 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;13051 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;7754 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;21648 | &nbsp;&nbsp;16807 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;13755 | &nbsp;&nbsp;13908 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;10540 | &nbsp;&nbsp;10338 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.720% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;44688 | &nbsp;&nbsp;46281 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;19990 | &nbsp;&nbsp;20987 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;16611 | &nbsp;&nbsp;16681 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/2031 | &nbsp;&nbsp;39310 | &nbsp;&nbsp;39713 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4836 | &nbsp;&nbsp;&nbsp;&nbsp;4930 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;21876 | &nbsp;&nbsp;21795 |
| <sup>2</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;11236 | &nbsp;&nbsp;10565 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.469% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;15180 | &nbsp;&nbsp;14912 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;18504 | &nbsp;&nbsp;17159 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;10715 | &nbsp;&nbsp;10554 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.035% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;13205 | &nbsp;&nbsp;11947 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;16162 | &nbsp;&nbsp;16082 |
|  | Deutsche Bank AG | &nbsp;&nbsp;3.742% | &nbsp;&nbsp;1/7/2033 | &nbsp;&nbsp;20791 | &nbsp;&nbsp;18920 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;10814 | &nbsp;&nbsp;11562 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/11/2035 | &nbsp;&nbsp;23820 | &nbsp;&nbsp;23651 |
|  | Eaton Vance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;4618 |
|  | Enact Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/28/2029 | &nbsp;&nbsp;11094 | &nbsp;&nbsp;11420 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3301 | &nbsp;&nbsp;&nbsp;&nbsp;3287 |
|  | Enstar Group Ltd. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;13621 | &nbsp;&nbsp;12031 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;6704 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;7032 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;18656 | &nbsp;&nbsp;16115 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/28/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;4592 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;12870 | &nbsp;&nbsp;&nbsp;&nbsp;8539 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;15319 | &nbsp;&nbsp;&nbsp;&nbsp;9236 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
|  | F&G Annuities & Life Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9093 | &nbsp;&nbsp;&nbsp;&nbsp;8615 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/17/2028 | &nbsp;&nbsp;13872 | &nbsp;&nbsp;13946 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;7911 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;10323 | &nbsp;&nbsp;10597 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5787 | &nbsp;&nbsp;&nbsp;&nbsp;6047 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;5462 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/22/2054 | &nbsp;&nbsp;14576 | &nbsp;&nbsp;14669 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9004 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
|  | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5548 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;9751 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;13088 | &nbsp;&nbsp;12310 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6269 | &nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/17/2051 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;7108 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;22272 | &nbsp;&nbsp;21832 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;18809 | &nbsp;&nbsp;18677 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4324 | &nbsp;&nbsp;&nbsp;&nbsp;4301 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;16935 | &nbsp;&nbsp;17560 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/2030 | &nbsp;&nbsp;13418 | &nbsp;&nbsp;13424 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;11510 | &nbsp;&nbsp;11549 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.631% | &nbsp;&nbsp;1/29/2032 | &nbsp;&nbsp;13720 | &nbsp;&nbsp;14142 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.566% | &nbsp;&nbsp;4/29/2032 | &nbsp;&nbsp;16411 | &nbsp;&nbsp;16105 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;12868 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;18638 | &nbsp;&nbsp;22438 |
|  | Fifth Third Bank NA | &nbsp;&nbsp;5.332% | &nbsp;&nbsp;8/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;7140 |
|  | Fifth Third Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8794 | &nbsp;&nbsp;&nbsp;&nbsp;8666 |
|  | Fifth Third Financial Corp. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;12635 | &nbsp;&nbsp;13049 |
|  | First American Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2761 | &nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | First American Financial Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;11423 | &nbsp;&nbsp;&nbsp;&nbsp;9839 |
|  | First American Financial Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8143 |
|  | First Citizens BancShares Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4605 |
| <sup>2</sup> | First Horizon Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
|  | First Horizon Corp. | &nbsp;&nbsp;5.514% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;14090 | &nbsp;&nbsp;14271 |
|  | First-Citizens Bank & Trust Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;9699 |
|  | FNB Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;12/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| <sup>7</sup> | Franklin BSP Capital Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;22859 | &nbsp;&nbsp;20147 |
|  | Franklin Resources Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6938 | &nbsp;&nbsp;&nbsp;&nbsp;4304 |
|  | GATX Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7278 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;10653 | &nbsp;&nbsp;10694 |
|  | GATX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;7753 |
|  | GATX Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;4043 |
|  | GATX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | GATX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | GATX Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | GATX Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;10271 |
|  | GATX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9969 | &nbsp;&nbsp;10049 |
|  | GATX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
|  | GATX Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7917 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
|  | GATX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/5/2054 | &nbsp;&nbsp;24445 | &nbsp;&nbsp;24288 |
|  | GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;4.418% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;16335 | &nbsp;&nbsp;15668 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8622 | &nbsp;&nbsp;&nbsp;&nbsp;8643 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5174 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10956 | &nbsp;&nbsp;10865 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;33081 | &nbsp;&nbsp;32774 |
|  | Global Payments Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;1691 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;17039 | &nbsp;&nbsp;15576 |
|  | Global Payments Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;24790 | &nbsp;&nbsp;24333 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;13855 | &nbsp;&nbsp;12145 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;13040 | &nbsp;&nbsp;12928 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;19676 | &nbsp;&nbsp;19095 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;7509 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;24233 | &nbsp;&nbsp;23302 |
|  | Global Payments Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;10792 | &nbsp;&nbsp;&nbsp;&nbsp;9931 |
|  | Globe Life Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;7051 |
|  | Globe Life Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
|  | Globe Life Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2034 | &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;6488 | &nbsp;&nbsp;&nbsp;&nbsp;6241 |
|  | Goldman Sachs Capital I | &nbsp;&nbsp;6.345% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;18422 | &nbsp;&nbsp;19225 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/2028 | &nbsp;&nbsp;10585 | &nbsp;&nbsp;10634 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;40024 | &nbsp;&nbsp;39658 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/2028 | &nbsp;&nbsp;13388 | &nbsp;&nbsp;13382 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.148% | &nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;33996 | &nbsp;&nbsp;33771 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;91319 | &nbsp;&nbsp;90060 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;27663 | &nbsp;&nbsp;27501 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;16144 | &nbsp;&nbsp;16894 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;104987 | &nbsp;&nbsp;102051 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;72567 | &nbsp;&nbsp;&nbsp;&nbsp;74863 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.049% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;31490 | &nbsp;&nbsp;&nbsp;&nbsp;31857 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13689 | &nbsp;&nbsp;&nbsp;&nbsp;13700 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60965 | &nbsp;&nbsp;&nbsp;&nbsp;61962 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;21949 | &nbsp;&nbsp;&nbsp;&nbsp;22317 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;104730 | &nbsp;&nbsp;102678 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.516% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;34991 | &nbsp;&nbsp;&nbsp;&nbsp;34467 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;32479 | &nbsp;&nbsp;&nbsp;&nbsp;28523 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.615% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;24856 | &nbsp;&nbsp;&nbsp;&nbsp;22331 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;23314 | &nbsp;&nbsp;&nbsp;&nbsp;20570 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;45302 | &nbsp;&nbsp;&nbsp;&nbsp;40205 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;14027 | &nbsp;&nbsp;&nbsp;&nbsp;15044 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;2/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;34726 | &nbsp;&nbsp;&nbsp;&nbsp;31336 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;10/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9839 | &nbsp;&nbsp;&nbsp;&nbsp;10207 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7679 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;36740 | &nbsp;&nbsp;&nbsp;&nbsp;36067 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;140605 | &nbsp;&nbsp;142943 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;21577 | &nbsp;&nbsp;&nbsp;&nbsp;22830 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.939% | &nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;26649 | &nbsp;&nbsp;&nbsp;&nbsp;25803 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.065% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;59806 | &nbsp;&nbsp;&nbsp;&nbsp;58558 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;65496 | &nbsp;&nbsp;&nbsp;&nbsp;70611 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/2038 | &nbsp;&nbsp;&nbsp;&nbsp;65432 | &nbsp;&nbsp;&nbsp;&nbsp;57082 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;39244 | &nbsp;&nbsp;&nbsp;&nbsp;35149 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;29283 | &nbsp;&nbsp;&nbsp;&nbsp;30909 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.387% | &nbsp;&nbsp;2/2/2041 | &nbsp;&nbsp;&nbsp;&nbsp;33360 | &nbsp;&nbsp;&nbsp;&nbsp;32280 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;30958 | &nbsp;&nbsp;&nbsp;&nbsp;22941 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp;31015 | &nbsp;&nbsp;&nbsp;&nbsp;27364 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2045 | &nbsp;&nbsp;&nbsp;&nbsp;45621 | &nbsp;&nbsp;&nbsp;&nbsp;40849 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;&nbsp;&nbsp;44688 | &nbsp;&nbsp;&nbsp;&nbsp;42915 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.541% | &nbsp;&nbsp;1/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;31165 | &nbsp;&nbsp;&nbsp;&nbsp;29683 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/2056 | &nbsp;&nbsp;&nbsp;&nbsp;31437 | &nbsp;&nbsp;&nbsp;&nbsp;30597 |
| <sup>7</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>7</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 |
| <sup>7</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10815 | &nbsp;&nbsp;&nbsp;&nbsp;10691 |
| <sup>7</sup> | Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;10111 |
|  | Golub Capital BDC Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25394 | &nbsp;&nbsp;&nbsp;&nbsp;25320 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7998 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7852 |
| <sup>7</sup> | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15930 | &nbsp;&nbsp;&nbsp;&nbsp;16212 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13448 | &nbsp;&nbsp;&nbsp;&nbsp;13528 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10260 | &nbsp;&nbsp;&nbsp;&nbsp;10528 |
|  | HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503 |
|  | Hanover Insurance Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7561 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4376 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/19/2049 | &nbsp;&nbsp;&nbsp;&nbsp;18444 | &nbsp;&nbsp;&nbsp;&nbsp;13251 |
|  | Hartford Insurance Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618 |
|  | Hercules Capital Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9464 |
|  | Horace Mann Educators Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3342 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12467 | &nbsp;&nbsp;&nbsp;&nbsp;12637 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7317 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5872 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10770 | &nbsp;&nbsp;&nbsp;&nbsp;10505 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11144 | &nbsp;&nbsp;&nbsp;&nbsp;10659 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;11608 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14783 | &nbsp;&nbsp;&nbsp;&nbsp;14287 |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8924 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |
| <sup>2</sup> | HSBC Bank USA NA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;15433 | &nbsp;&nbsp;17201 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;22133 | &nbsp;&nbsp;22375 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;48851 | &nbsp;&nbsp;48951 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;26379 | &nbsp;&nbsp;26586 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;60489 | &nbsp;&nbsp;58322 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;22036 | &nbsp;&nbsp;22972 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;15718 | &nbsp;&nbsp;15800 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;24004 | &nbsp;&nbsp;24699 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;35060 | &nbsp;&nbsp;35018 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;30318 | &nbsp;&nbsp;28690 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;21233 | &nbsp;&nbsp;21466 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;44733 | &nbsp;&nbsp;43751 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;30675 | &nbsp;&nbsp;31202 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7966 | &nbsp;&nbsp;&nbsp;&nbsp;8046 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;20762 | &nbsp;&nbsp;19184 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.357% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;22341 | &nbsp;&nbsp;20134 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;6877 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.675% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;13440 | &nbsp;&nbsp;13254 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.733% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;13745 | &nbsp;&nbsp;14202 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;8894 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;50066 | &nbsp;&nbsp;45000 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;45756 | &nbsp;&nbsp;40896 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;20832 | &nbsp;&nbsp;20282 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;12305 | &nbsp;&nbsp;12480 |
|  | HSBC Holdings plc | &nbsp;&nbsp;8.113% | &nbsp;&nbsp;11/3/2033 | &nbsp;&nbsp;25122 | &nbsp;&nbsp;28714 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;29902 | &nbsp;&nbsp;31665 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.547% | &nbsp;&nbsp;6/20/2034 | &nbsp;&nbsp;15514 | &nbsp;&nbsp;16300 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.399% | &nbsp;&nbsp;11/13/2034 | &nbsp;&nbsp;29630 | &nbsp;&nbsp;32755 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.719% | &nbsp;&nbsp;3/4/2035 | &nbsp;&nbsp;18819 | &nbsp;&nbsp;19278 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;11/18/2035 | &nbsp;&nbsp;30708 | &nbsp;&nbsp;31100 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;31381 | &nbsp;&nbsp;31491 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;26919 | &nbsp;&nbsp;28248 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/2036 | &nbsp;&nbsp;26173 | &nbsp;&nbsp;26887 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.741% | &nbsp;&nbsp;9/10/2036 | &nbsp;&nbsp;21616 | &nbsp;&nbsp;21633 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;11/6/2036 | &nbsp;&nbsp;27462 | &nbsp;&nbsp;26878 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;11825 | &nbsp;&nbsp;11610 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;49654 | &nbsp;&nbsp;52155 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;13893 | &nbsp;&nbsp;14931 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9572 | &nbsp;&nbsp;10131 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;32753 | &nbsp;&nbsp;34493 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2044 | &nbsp;&nbsp;35479 | &nbsp;&nbsp;33195 |
| <sup>6</sup> | HSBC Holdings plc, SOFR + 1.040% | &nbsp;&nbsp;4.695% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9642 | &nbsp;&nbsp;&nbsp;&nbsp;9701 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;20660 | &nbsp;&nbsp;21421 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/4/2030 | &nbsp;&nbsp;21595 | &nbsp;&nbsp;20006 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;17240 | &nbsp;&nbsp;17497 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;33115 | &nbsp;&nbsp;32652 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.023% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;12582 | &nbsp;&nbsp;12491 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;16685 | &nbsp;&nbsp;17028 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.141% | &nbsp;&nbsp;11/18/2039 | &nbsp;&nbsp;14730 | &nbsp;&nbsp;14991 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;9154 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;22918 | &nbsp;&nbsp;22925 |
|  | Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;3.538% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;7974 |
|  | ING Groep NV | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/2/2028 | &nbsp;&nbsp;20025 | &nbsp;&nbsp;20053 |
|  | ING Groep NV | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | ING Groep NV | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7439 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
|  | ING Groep NV | &nbsp;&nbsp;5.335% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;5078 |
|  | ING Groep NV | &nbsp;&nbsp;5.066% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;8597 |
| <sup>2</sup> | ING Groep NV | &nbsp;&nbsp;4.803% | &nbsp;&nbsp;3/23/2032 | &nbsp;&nbsp;10134 | &nbsp;&nbsp;10068 |
|  | ING Groep NV | &nbsp;&nbsp;2.727% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp;&nbsp;&nbsp;5485 |
|  | ING Groep NV | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;3/28/2033 | &nbsp;&nbsp;12763 | &nbsp;&nbsp;12278 |
|  | ING Groep NV | &nbsp;&nbsp;6.114% | &nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;11091 |
|  | ING Groep NV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/19/2035 | &nbsp;&nbsp;21919 | &nbsp;&nbsp;22244 |
|  | ING Groep NV | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4072 | &nbsp;&nbsp;&nbsp;&nbsp;4119 |
|  | ING Groep NV | &nbsp;&nbsp;5.420% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;9278 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp;7624 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23470 | &nbsp;&nbsp;&nbsp;&nbsp;23120 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;12232 | &nbsp;&nbsp;&nbsp;&nbsp;12085 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10290 | &nbsp;&nbsp;&nbsp;&nbsp;10200 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10836 | &nbsp;&nbsp;&nbsp;&nbsp;10815 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22136 | &nbsp;&nbsp;&nbsp;&nbsp;20127 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10421 | &nbsp;&nbsp;&nbsp;&nbsp;10275 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;41462 | &nbsp;&nbsp;&nbsp;&nbsp;34932 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;26466 | &nbsp;&nbsp;&nbsp;&nbsp;26206 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;16316 | &nbsp;&nbsp;&nbsp;&nbsp;11813 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;34920 | &nbsp;&nbsp;&nbsp;&nbsp;22336 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;11693 | &nbsp;&nbsp;&nbsp;&nbsp;10345 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;26944 | &nbsp;&nbsp;&nbsp;&nbsp;15587 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Invesco Finance plc | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;11517 | &nbsp;&nbsp;&nbsp;&nbsp;10912 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9486 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/23/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15522 | &nbsp;&nbsp;&nbsp;&nbsp;14981 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;25435 | &nbsp;&nbsp;&nbsp;&nbsp;25918 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9891 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;19123 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;26357 | &nbsp;&nbsp;&nbsp;&nbsp;26369 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20289 | &nbsp;&nbsp;&nbsp;&nbsp;20049 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;28609 | &nbsp;&nbsp;&nbsp;&nbsp;28956 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;34179 | &nbsp;&nbsp;&nbsp;&nbsp;34169 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;32888 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21690 | &nbsp;&nbsp;&nbsp;&nbsp;21142 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;16219 | &nbsp;&nbsp;&nbsp;&nbsp;16330 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21999 | &nbsp;&nbsp;&nbsp;&nbsp;22107 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14116 | &nbsp;&nbsp;&nbsp;&nbsp;14131 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;49970 | &nbsp;&nbsp;&nbsp;&nbsp;49163 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30083 | &nbsp;&nbsp;&nbsp;&nbsp;30358 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;41144 | &nbsp;&nbsp;&nbsp;&nbsp;40795 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;43568 | &nbsp;&nbsp;&nbsp;&nbsp;41449 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.203% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;39407 | &nbsp;&nbsp;&nbsp;&nbsp;39174 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;44993 | &nbsp;&nbsp;&nbsp;&nbsp;45828 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;28106 | &nbsp;&nbsp;&nbsp;&nbsp;28140 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26928 | &nbsp;&nbsp;&nbsp;&nbsp;27304 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;46346 | &nbsp;&nbsp;&nbsp;&nbsp;47762 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15057 | &nbsp;&nbsp;&nbsp;&nbsp;14688 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;34953 | &nbsp;&nbsp;&nbsp;&nbsp;35453 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;82767 | &nbsp;&nbsp;&nbsp;&nbsp;77959 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24270 | &nbsp;&nbsp;&nbsp;&nbsp;24317 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;55511 | &nbsp;&nbsp;&nbsp;&nbsp;56495 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;39443 | &nbsp;&nbsp;&nbsp;&nbsp;39243 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;29953 | &nbsp;&nbsp;&nbsp;&nbsp;27674 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;41809 | &nbsp;&nbsp;&nbsp;&nbsp;42565 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;51747 | &nbsp;&nbsp;&nbsp;&nbsp;48222 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;51662 | &nbsp;&nbsp;&nbsp;&nbsp;50858 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.764% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;29135 | &nbsp;&nbsp;&nbsp;&nbsp;25558 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.347% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;120529 | &nbsp;&nbsp;118817 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;38346 | &nbsp;&nbsp;&nbsp;&nbsp;33790 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;34461 | &nbsp;&nbsp;&nbsp;&nbsp;31163 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;25423 | &nbsp;&nbsp;&nbsp;&nbsp;22612 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;60321 | &nbsp;&nbsp;&nbsp;&nbsp;54694 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.586% | &nbsp;&nbsp;4/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7988 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;58518 | &nbsp;&nbsp;&nbsp;&nbsp;58604 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.717% | &nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;30524 | &nbsp;&nbsp;&nbsp;&nbsp;31628 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;55837 | &nbsp;&nbsp;&nbsp;&nbsp;56920 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;33610 | &nbsp;&nbsp;&nbsp;&nbsp;34118 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;33941 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;37115 | &nbsp;&nbsp;&nbsp;&nbsp;37518 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;72603 | &nbsp;&nbsp;&nbsp;&nbsp;71690 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.502% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;65439 | &nbsp;&nbsp;66967 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;70779 | &nbsp;&nbsp;72810 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;62769 | &nbsp;&nbsp;63607 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;32559 | &nbsp;&nbsp;31604 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;79186 | &nbsp;&nbsp;77466 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;39565 | &nbsp;&nbsp;38847 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;29072 | &nbsp;&nbsp;31961 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/2038 | &nbsp;&nbsp;37500 | &nbsp;&nbsp;32912 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;21316 | &nbsp;&nbsp;21681 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2041 | &nbsp;&nbsp;43596 | &nbsp;&nbsp;33242 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;17479 | &nbsp;&nbsp;17557 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;24257 | &nbsp;&nbsp;23820 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;27934 | &nbsp;&nbsp;20966 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;18870 | &nbsp;&nbsp;18738 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;10458 | &nbsp;&nbsp;&nbsp;&nbsp;9577 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;24936 | &nbsp;&nbsp;22559 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/2045 | &nbsp;&nbsp;31668 | &nbsp;&nbsp;31084 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/2048 | &nbsp;&nbsp;21979 | &nbsp;&nbsp;17949 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.032% | &nbsp;&nbsp;7/24/2048 | &nbsp;&nbsp;35548 | &nbsp;&nbsp;28048 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;83009 | &nbsp;&nbsp;64427 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.897% | &nbsp;&nbsp;1/23/2049 | &nbsp;&nbsp;33598 | &nbsp;&nbsp;25788 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/2051 | &nbsp;&nbsp;22015 | &nbsp;&nbsp;14385 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;24428 | &nbsp;&nbsp;16581 |
|  | Kemper Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;7630 |
|  | Kemper Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;5985 |
| <sup>2</sup> | Keybank National Association | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;11426 | &nbsp;&nbsp;11667 |
| <sup>2</sup> | Keybank National Association | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;12/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2745 |
| <sup>2</sup> | Keybank National Association | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4623 | &nbsp;&nbsp;&nbsp;&nbsp;4808 |
| <sup>2</sup> | Keybank National Association | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/8/2032 | &nbsp;&nbsp;18225 | &nbsp;&nbsp;17892 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;18060 | &nbsp;&nbsp;17822 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp;6131 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5088 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;18710 | &nbsp;&nbsp;17482 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;6668 |
| <sup>2</sup> | KeyCorp | &nbsp;&nbsp;4.789% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6616 | &nbsp;&nbsp;&nbsp;&nbsp;6470 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;10791 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;9919 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8522 | &nbsp;&nbsp;&nbsp;&nbsp;8480 |
|  | Lazard Group LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/11/2029 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;10196 |
|  | Lazard Group LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;4751 |
|  | 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;8768 | &nbsp;&nbsp;&nbsp;&nbsp;8466 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;11677 | &nbsp;&nbsp;11528 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8872 | &nbsp;&nbsp;&nbsp;&nbsp;8349 |
|  | Lincoln National Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;1616 |
|  | Lincoln National Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;10/9/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5623 |
|  | Lincoln National Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;10399 | &nbsp;&nbsp;11292 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;43240 | &nbsp;&nbsp;43163 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;18755 | &nbsp;&nbsp;18774 |
| <sup>2</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;49631 | &nbsp;&nbsp;48939 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;8450 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.871% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3990 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3917 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5384 | &nbsp;&nbsp;&nbsp;&nbsp;5325 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.721% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.425% | &nbsp;&nbsp;11/4/2031 | &nbsp;&nbsp;13381 | &nbsp;&nbsp;13194 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;34450 | &nbsp;&nbsp;34302 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;7.953% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;8404 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;24574 | &nbsp;&nbsp;25252 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;11156 | &nbsp;&nbsp;11342 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/2036 | &nbsp;&nbsp;11718 | &nbsp;&nbsp;11913 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.943% | &nbsp;&nbsp;11/4/2036 | &nbsp;&nbsp;21230 | &nbsp;&nbsp;20482 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9332 | &nbsp;&nbsp;&nbsp;&nbsp;8537 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/2046 | &nbsp;&nbsp;18365 | &nbsp;&nbsp;13238 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;13193 | &nbsp;&nbsp;12827 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.344% | &nbsp;&nbsp;1/9/2048 | &nbsp;&nbsp;14698 | &nbsp;&nbsp;11818 |
| <sup>6</sup> | Lloyds Banking Group plc, SOFR + 1.060% | &nbsp;&nbsp;4.702% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | Loews Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9765 | &nbsp;&nbsp;&nbsp;&nbsp;9280 |
|  | Loews Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;4065 |
|  | Loews Corp. | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7915 | &nbsp;&nbsp;&nbsp;&nbsp;7735 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Loews Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp;&nbsp;&nbsp;7551 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;6910 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;4366 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;19480 | &nbsp;&nbsp;20403 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;11174 | &nbsp;&nbsp;11262 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;7053 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp;6682 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;6490 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;14360 | &nbsp;&nbsp;14349 |
| <sup>2</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;13731 | &nbsp;&nbsp;14665 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;19720 | &nbsp;&nbsp;19915 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;18133 | &nbsp;&nbsp;18999 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;31196 | &nbsp;&nbsp;30775 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;18772 | &nbsp;&nbsp;18712 |
| <sup>2</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;3803 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;5294 |
|  | Main Street Capital Corp. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;8607 |
| <sup>2</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7576 | &nbsp;&nbsp;&nbsp;&nbsp;7466 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;21801 | &nbsp;&nbsp;21914 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;14820 | &nbsp;&nbsp;14859 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;3.703% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;11779 | &nbsp;&nbsp;11159 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;4.986% | &nbsp;&nbsp;12/11/2035 | &nbsp;&nbsp;11090 | &nbsp;&nbsp;10849 |
|  | Manulife Financial Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/4/2046 | &nbsp;&nbsp;11138 | &nbsp;&nbsp;10582 |
|  | Marex Group plc | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7315 | &nbsp;&nbsp;&nbsp;&nbsp;7391 |
|  | Marex Group plc | &nbsp;&nbsp;6.404% | &nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;10157 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;6886 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;3719 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/5/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | Markel Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7446 | &nbsp;&nbsp;&nbsp;&nbsp;6377 |
|  | Markel Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/17/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;5124 |
|  | Markel Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;3468 |
|  | Markel Group Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;7664 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;10320 | &nbsp;&nbsp;10368 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9119 | &nbsp;&nbsp;&nbsp;&nbsp;9135 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;11577 | &nbsp;&nbsp;11660 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;11116 | &nbsp;&nbsp;10054 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;13780 | &nbsp;&nbsp;13892 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3328 | &nbsp;&nbsp;&nbsp;&nbsp;3506 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5801 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7252 | &nbsp;&nbsp;&nbsp;&nbsp;7488 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5719 | &nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;26095 | &nbsp;&nbsp;25994 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;25468 | &nbsp;&nbsp;23929 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6778 | &nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;13649 | &nbsp;&nbsp;12034 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4582 | &nbsp;&nbsp;&nbsp;&nbsp;4813 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp;&nbsp;&nbsp;2904 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;15369 | &nbsp;&nbsp;15034 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5576 | &nbsp;&nbsp;&nbsp;&nbsp;5247 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7753 | &nbsp;&nbsp;&nbsp;&nbsp;7270 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8041 | &nbsp;&nbsp;&nbsp;&nbsp;8051 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;6699 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;9583 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3221 | &nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;13854 | &nbsp;&nbsp;13343 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;19658 | &nbsp;&nbsp;19019 |
|  | Mastercard Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6736 | &nbsp;&nbsp;&nbsp;&nbsp;5996 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;16918 | &nbsp;&nbsp;16780 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;10304 | &nbsp;&nbsp;10562 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9009 | &nbsp;&nbsp;&nbsp;&nbsp;9070 |
|  | Mastercard Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;26459 | &nbsp;&nbsp;25978 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/21/2046 | &nbsp;&nbsp;11790 | &nbsp;&nbsp;&nbsp;&nbsp;9137 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/26/2048 | &nbsp;&nbsp;16134 | &nbsp;&nbsp;12603 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;13156 | &nbsp;&nbsp;&nbsp;&nbsp;9703 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;16053 | &nbsp;&nbsp;12199 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mastercard Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | Mercury General Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp;2538 |
|  | MetLife Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/23/2030 | &nbsp;&nbsp;24678 | &nbsp;&nbsp;24820 |
|  | MetLife Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;16086 | &nbsp;&nbsp;16627 |
|  | MetLife Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | MetLife Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;15496 | &nbsp;&nbsp;15856 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;11628 | &nbsp;&nbsp;11852 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;10.750% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;5102 |
|  | MetLife Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/6/2041 | &nbsp;&nbsp;21415 | &nbsp;&nbsp;21888 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/2042 | &nbsp;&nbsp;14048 | &nbsp;&nbsp;11560 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;13305 | &nbsp;&nbsp;11889 |
|  | MetLife Inc. | &nbsp;&nbsp;4.721% | &nbsp;&nbsp;12/15/2044 | &nbsp;&nbsp;10742 | &nbsp;&nbsp;&nbsp;&nbsp;9349 |
|  | MetLife Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;13090 | &nbsp;&nbsp;10504 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;19982 | &nbsp;&nbsp;17648 |
|  | MetLife Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;17206 | &nbsp;&nbsp;15798 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;13160 | &nbsp;&nbsp;13327 |
| <sup>2</sup> | MetLife Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3958 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
|  | MGIC Investment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;3411 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;7/25/2027 | &nbsp;&nbsp;28713 | &nbsp;&nbsp;28384 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;20710 | &nbsp;&nbsp;20554 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;11719 | &nbsp;&nbsp;11674 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;13516 | &nbsp;&nbsp;13606 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6244 | &nbsp;&nbsp;&nbsp;&nbsp;6199 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;12887 | &nbsp;&nbsp;13048 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;13648 | &nbsp;&nbsp;13863 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;23648 | &nbsp;&nbsp;23267 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/2029 | &nbsp;&nbsp;26995 | &nbsp;&nbsp;27399 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.195% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;29117 | &nbsp;&nbsp;27918 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.559% | &nbsp;&nbsp;2/25/2030 | &nbsp;&nbsp;33553 | &nbsp;&nbsp;31065 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;12640 | &nbsp;&nbsp;12858 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.048% | &nbsp;&nbsp;7/17/2030 | &nbsp;&nbsp;13936 | &nbsp;&nbsp;12544 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;7530 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;7639 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/2032 | &nbsp;&nbsp;31011 | &nbsp;&nbsp;27298 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;14943 | &nbsp;&nbsp;13206 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;22480 | &nbsp;&nbsp;20100 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.315% | &nbsp;&nbsp;4/19/2033 | &nbsp;&nbsp;10308 | &nbsp;&nbsp;&nbsp;&nbsp;9959 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6709 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.441% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;17426 | &nbsp;&nbsp;17826 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.406% | &nbsp;&nbsp;4/19/2034 | &nbsp;&nbsp;37055 | &nbsp;&nbsp;37870 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/2035 | &nbsp;&nbsp;39785 | &nbsp;&nbsp;40393 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;10287 | &nbsp;&nbsp;10510 |
|  | 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;26829 | &nbsp;&nbsp;26329 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.286% | &nbsp;&nbsp;7/26/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7330 | &nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.751% | &nbsp;&nbsp;7/18/2039 | &nbsp;&nbsp;25019 | &nbsp;&nbsp;21088 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.018% | &nbsp;&nbsp;3/5/2028 | &nbsp;&nbsp;21821 | &nbsp;&nbsp;21694 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;9167 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;11610 | &nbsp;&nbsp;11923 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.254% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;17240 | &nbsp;&nbsp;17121 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;31495 | &nbsp;&nbsp;30049 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7097 | &nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12230 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8198 | &nbsp;&nbsp;&nbsp;&nbsp;7383 |
| <sup>2</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.979% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;1819 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.564% | &nbsp;&nbsp;9/13/2031 | &nbsp;&nbsp;12864 | &nbsp;&nbsp;11341 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.438% | &nbsp;&nbsp;5/12/2032 | &nbsp;&nbsp;19350 | &nbsp;&nbsp;18964 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;5/22/2032 | &nbsp;&nbsp;26030 | &nbsp;&nbsp;22791 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/2034 | &nbsp;&nbsp;38520 | &nbsp;&nbsp;39983 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.579% | &nbsp;&nbsp;5/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5963 | &nbsp;&nbsp;&nbsp;&nbsp;6124 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.323% | &nbsp;&nbsp;7/8/2036 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;18710 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/12/2037 | &nbsp;&nbsp;14806 | &nbsp;&nbsp;14533 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;67344 | &nbsp;&nbsp;66933 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;21100 | &nbsp;&nbsp;21342 |
|  | Morgan Stanley | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;29976 | &nbsp;&nbsp;29892 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;60309 | &nbsp;&nbsp;59594 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;30428 | &nbsp;&nbsp;31221 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;20286 | &nbsp;&nbsp;20027 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42438 | &nbsp;&nbsp;&nbsp;&nbsp;42913 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;28072 | &nbsp;&nbsp;&nbsp;&nbsp;28328 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;39280 | &nbsp;&nbsp;&nbsp;&nbsp;39732 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;33281 | &nbsp;&nbsp;&nbsp;&nbsp;33892 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;10/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;46845 | &nbsp;&nbsp;&nbsp;&nbsp;46304 |
|  | Morgan Stanley | &nbsp;&nbsp;6.407% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366 |
|  | Morgan Stanley | &nbsp;&nbsp;4.238% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16690 | &nbsp;&nbsp;&nbsp;&nbsp;16516 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;37108 | &nbsp;&nbsp;&nbsp;&nbsp;36914 |
|  | Morgan Stanley | &nbsp;&nbsp;5.656% | &nbsp;&nbsp;4/18/2030 | &nbsp;&nbsp;107769 | &nbsp;&nbsp;110868 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30064 | &nbsp;&nbsp;&nbsp;&nbsp;30415 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27238 | &nbsp;&nbsp;&nbsp;&nbsp;27218 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;144885 | &nbsp;&nbsp;147146 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;82197 | &nbsp;&nbsp;&nbsp;&nbsp;76347 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;53978 | &nbsp;&nbsp;&nbsp;&nbsp;51751 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9519 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22526 | &nbsp;&nbsp;&nbsp;&nbsp;22082 |
|  | Morgan Stanley | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;1/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20253 | &nbsp;&nbsp;&nbsp;&nbsp;19920 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;65818 | &nbsp;&nbsp;&nbsp;&nbsp;57021 |
|  | Morgan Stanley | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;29840 | &nbsp;&nbsp;&nbsp;&nbsp;33750 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;33407 | &nbsp;&nbsp;&nbsp;&nbsp;28955 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;49930 | &nbsp;&nbsp;&nbsp;&nbsp;43720 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;22851 | &nbsp;&nbsp;&nbsp;&nbsp;20180 |
|  | Morgan Stanley | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;28277 | &nbsp;&nbsp;&nbsp;&nbsp;25415 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;42935 | &nbsp;&nbsp;&nbsp;&nbsp;45946 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13090 | &nbsp;&nbsp;&nbsp;&nbsp;13272 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;32440 | &nbsp;&nbsp;&nbsp;&nbsp;35291 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;56246 | &nbsp;&nbsp;&nbsp;&nbsp;57113 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;45999 | &nbsp;&nbsp;&nbsp;&nbsp;47745 |
|  | Morgan Stanley | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;7/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;83608 | &nbsp;&nbsp;&nbsp;&nbsp;83803 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;49219 | &nbsp;&nbsp;&nbsp;&nbsp;50204 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;48321 | &nbsp;&nbsp;&nbsp;&nbsp;49464 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;46405 | &nbsp;&nbsp;&nbsp;&nbsp;39920 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;10415 | &nbsp;&nbsp;&nbsp;&nbsp;10201 |
|  | Morgan Stanley | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;21210 | &nbsp;&nbsp;&nbsp;&nbsp;21139 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;28582 | &nbsp;&nbsp;&nbsp;&nbsp;29295 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp;25562 | &nbsp;&nbsp;&nbsp;&nbsp;22305 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;15364 | &nbsp;&nbsp;&nbsp;&nbsp;15705 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;&nbsp;&nbsp;33569 | &nbsp;&nbsp;&nbsp;&nbsp;30778 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;24915 | &nbsp;&nbsp;&nbsp;&nbsp;24039 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;16717 | &nbsp;&nbsp;&nbsp;&nbsp;12580 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;41168 | &nbsp;&nbsp;&nbsp;&nbsp;44110 |
|  | Morgan Stanley | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;56606 | &nbsp;&nbsp;&nbsp;&nbsp;46732 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;16420 | &nbsp;&nbsp;&nbsp;&nbsp;13473 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp;21220 | &nbsp;&nbsp;&nbsp;&nbsp;20542 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.802% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;33975 | &nbsp;&nbsp;&nbsp;&nbsp;20683 |
|  | Morgan Stanley | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;11/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;24813 | &nbsp;&nbsp;&nbsp;&nbsp;23499 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;42979 | &nbsp;&nbsp;&nbsp;&nbsp;43470 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17522 | &nbsp;&nbsp;&nbsp;&nbsp;17627 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;31124 | &nbsp;&nbsp;&nbsp;&nbsp;31458 |
| <sup>2,6</sup> | Morgan Stanley Bank NA, SOFR + 0.865% | &nbsp;&nbsp;4.557% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452 |
|  | Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9226 |
| <sup>2</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;32503 | &nbsp;&nbsp;&nbsp;&nbsp;32503 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.204% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;37184 | &nbsp;&nbsp;&nbsp;&nbsp;37051 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.734% | &nbsp;&nbsp;7/18/2031 | &nbsp;&nbsp;138887 | &nbsp;&nbsp;138411 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.465% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22809 | &nbsp;&nbsp;&nbsp;&nbsp;22460 |
|  | MSD Investment Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214 |
| <sup>7</sup> | MSD Investment Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | Nasdaq Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8871 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |
|  | Nasdaq Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;16602 | &nbsp;&nbsp;&nbsp;&nbsp;11532 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/28/2050 | &nbsp;&nbsp;&nbsp;&nbsp;12196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8114 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;10015 |
|  | Nasdaq Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/28/2063 | &nbsp;&nbsp;&nbsp;&nbsp;11805 | &nbsp;&nbsp;&nbsp;&nbsp;11814 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;5.087% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8212 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.308% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20810 | &nbsp;&nbsp;&nbsp;&nbsp;21124 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11010 | &nbsp;&nbsp;&nbsp;&nbsp;11191 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7883 | &nbsp;&nbsp;&nbsp;&nbsp;8038 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;4.534% | &nbsp;&nbsp;6/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;11196 | &nbsp;&nbsp;11533 |
| <sup>7</sup> | Nationwide Building Society | &nbsp;&nbsp;4.351% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1134 |
| <sup>2</sup> | Nationwide Financial Services Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3277 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;25019 | &nbsp;&nbsp;24619 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7875 | &nbsp;&nbsp;&nbsp;&nbsp;7991 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;45777 | &nbsp;&nbsp;46091 |
|  | NatWest Group plc | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;12145 | &nbsp;&nbsp;12499 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/27/2030 | &nbsp;&nbsp;47196 | &nbsp;&nbsp;47702 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp;&nbsp;&nbsp;5868 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;10462 | &nbsp;&nbsp;10560 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;10878 | &nbsp;&nbsp;10987 |
|  | NatWest Group plc | &nbsp;&nbsp;6.016% | &nbsp;&nbsp;3/2/2034 | &nbsp;&nbsp;10259 | &nbsp;&nbsp;10797 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;13395 | &nbsp;&nbsp;13891 |
|  | NatWest Group plc | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;26300 | &nbsp;&nbsp;27169 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;3.032% | &nbsp;&nbsp;11/28/2035 | &nbsp;&nbsp;23893 | &nbsp;&nbsp;21754 |
|  | New Mountain Finance Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | NMI Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4394 | &nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.386% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;17418 | &nbsp;&nbsp;17593 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;4303 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.172% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;13572 | &nbsp;&nbsp;12855 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;11123 | &nbsp;&nbsp;11427 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;48192 | &nbsp;&nbsp;45427 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;4.904% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;6460 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.679% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;&nbsp;&nbsp;5105 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.608% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;3325 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;19050 | &nbsp;&nbsp;17123 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.783% | &nbsp;&nbsp;7/3/2034 | &nbsp;&nbsp;12779 | &nbsp;&nbsp;13113 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;10995 | &nbsp;&nbsp;11061 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;6/10/2036 | &nbsp;&nbsp;10850 | &nbsp;&nbsp;10523 |
| <sup>7</sup> | North Haven Private Income Fund LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7433 |
|  | North Haven Private Income Fund LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;1622 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9723 | &nbsp;&nbsp;&nbsp;&nbsp;9649 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;13609 | &nbsp;&nbsp;13176 |
|  | Northern Trust Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;13025 | &nbsp;&nbsp;11855 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5822 | &nbsp;&nbsp;&nbsp;&nbsp;5774 |
| <sup>2</sup> | Northern Trust Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;20369 | &nbsp;&nbsp;20086 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;14768 | &nbsp;&nbsp;15780 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7673 | &nbsp;&nbsp;&nbsp;&nbsp;7477 |
|  | Oaktree Specialty Lending Corp. | &nbsp;&nbsp;6.340% | &nbsp;&nbsp;2/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
| <sup>2</sup> | Oaktree Strategic Credit Fund | &nbsp;&nbsp;8.400% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3974 |
|  | Oaktree Strategic Credit Fund | &nbsp;&nbsp;6.190% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10166 |
|  | Old National Bancorp | &nbsp;&nbsp;5.768% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;3780 |
|  | Old Republic International Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5616 | &nbsp;&nbsp;&nbsp;&nbsp;5736 |
|  | Old Republic International Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/11/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9972 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
|  | ORIX Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
|  | ORIX Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3027 | &nbsp;&nbsp;&nbsp;&nbsp;3052 |
|  | ORIX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4146 | &nbsp;&nbsp;&nbsp;&nbsp;4175 |
|  | ORIX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2030 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;12779 |
|  | ORIX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | ORIX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;5914 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;11641 | &nbsp;&nbsp;11321 |
|  | PartnerRe Finance B LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;3115 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6112 | &nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;24783 | &nbsp;&nbsp;23506 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;14722 | &nbsp;&nbsp;13473 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;16520 | &nbsp;&nbsp;16470 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7798 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;19006 | &nbsp;&nbsp;12251 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7872 | &nbsp;&nbsp;&nbsp;&nbsp;6726 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;12412 | &nbsp;&nbsp;11314 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2062 | &nbsp;&nbsp;16393 | &nbsp;&nbsp;14122 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6361 | &nbsp;&nbsp;&nbsp;&nbsp;6433 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7518 | &nbsp;&nbsp;&nbsp;&nbsp;7449 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9930 | &nbsp;&nbsp;10126 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;10/25/2027 | &nbsp;&nbsp;13899 | &nbsp;&nbsp;13670 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/22/2028 | &nbsp;&nbsp;14307 | &nbsp;&nbsp;14093 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;26311 | &nbsp;&nbsp;&nbsp;&nbsp;26074 |
| <sup>2</sup> | PNC Bank NA | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;14852 | &nbsp;&nbsp;&nbsp;&nbsp;13955 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;14255 | &nbsp;&nbsp;&nbsp;&nbsp;14086 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;45586 | &nbsp;&nbsp;&nbsp;&nbsp;44554 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;22239 | &nbsp;&nbsp;&nbsp;&nbsp;22792 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;38461 | &nbsp;&nbsp;&nbsp;&nbsp;35872 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;26705 | &nbsp;&nbsp;&nbsp;&nbsp;27465 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp;&nbsp;12386 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;29480 | &nbsp;&nbsp;&nbsp;&nbsp;29651 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;136971 | &nbsp;&nbsp;136526 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;32337 | &nbsp;&nbsp;&nbsp;&nbsp;34188 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13774 | &nbsp;&nbsp;&nbsp;&nbsp;13792 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.939% | &nbsp;&nbsp;8/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;12445 | &nbsp;&nbsp;&nbsp;&nbsp;13034 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;32883 | &nbsp;&nbsp;&nbsp;&nbsp;36287 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.676% | &nbsp;&nbsp;1/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;47315 | &nbsp;&nbsp;&nbsp;&nbsp;48704 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;65440 | &nbsp;&nbsp;&nbsp;&nbsp;66853 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;20992 | &nbsp;&nbsp;&nbsp;&nbsp;20601 |
| <sup>7</sup> | Pricoa Global Funding I | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 |
|  | Primerica Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7274 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13812 | &nbsp;&nbsp;&nbsp;&nbsp;12480 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4688 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7301 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834 |
|  | Progressive Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |
|  | Progressive Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9364 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 |
|  | Progressive Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7181 |
|  | Progressive Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5476 |
|  | Progressive Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | Progressive Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;16983 | &nbsp;&nbsp;&nbsp;&nbsp;13540 |
|  | Progressive Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | Progressive Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 |
|  | Progressive Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;10135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7359 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4073 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;11934 | &nbsp;&nbsp;&nbsp;&nbsp;12381 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7780 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;11080 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8599 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.905% | &nbsp;&nbsp;12/7/2047 | &nbsp;&nbsp;&nbsp;&nbsp;27850 | &nbsp;&nbsp;&nbsp;&nbsp;21023 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;32205 | &nbsp;&nbsp;&nbsp;&nbsp;23984 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;12025 | &nbsp;&nbsp;&nbsp;&nbsp;10914 |
| <sup>2</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp;15577 | &nbsp;&nbsp;&nbsp;&nbsp;11136 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9991 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;13794 | &nbsp;&nbsp;&nbsp;&nbsp;13819 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;13929 | &nbsp;&nbsp;&nbsp;&nbsp;14206 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;14188 | &nbsp;&nbsp;&nbsp;&nbsp;13499 |
|  | Prudential Funding Asia plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6522 |
|  | Radian Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10347 | &nbsp;&nbsp;&nbsp;&nbsp;10698 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9529 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;14452 | &nbsp;&nbsp;&nbsp;&nbsp;12782 |
|  | Raymond James Financial Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;12454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8895 |
| <sup>2</sup> | Regions Bank | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8704 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp;&nbsp;&nbsp;13169 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12781 | &nbsp;&nbsp;&nbsp;&nbsp;13115 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13745 | &nbsp;&nbsp;&nbsp;&nbsp;13763 |
|  | Regions Financial Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;12/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;16298 | &nbsp;&nbsp;&nbsp;&nbsp;15935 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6614 | &nbsp;&nbsp;&nbsp;&nbsp;6181 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5299 | &nbsp;&nbsp;&nbsp;&nbsp;5505 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9069 | &nbsp;&nbsp;&nbsp;&nbsp;9215 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;9291 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;4127 |
|  | RenaissanceRe Finance Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5291 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7781 | &nbsp;&nbsp;&nbsp;&nbsp;7545 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/5/2033 | &nbsp;&nbsp;11014 | &nbsp;&nbsp;11312 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8747 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;18220 | &nbsp;&nbsp;18111 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;10154 | &nbsp;&nbsp;10154 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;25436 | &nbsp;&nbsp;26106 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;15879 | &nbsp;&nbsp;16056 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8764 | &nbsp;&nbsp;&nbsp;&nbsp;8773 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;14926 | &nbsp;&nbsp;15069 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;8769 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.498% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;12690 | &nbsp;&nbsp;12697 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;14189 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;44414 | &nbsp;&nbsp;45118 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;5/2/2031 | &nbsp;&nbsp;43999 | &nbsp;&nbsp;44498 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.696% | &nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp;&nbsp;&nbsp;9870 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;41292 | &nbsp;&nbsp;36847 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/2032 | &nbsp;&nbsp;12772 | &nbsp;&nbsp;12262 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;48045 | &nbsp;&nbsp;48470 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/2033 | &nbsp;&nbsp;13830 | &nbsp;&nbsp;13939 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;11855 | &nbsp;&nbsp;12119 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;30893 | &nbsp;&nbsp;30830 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.499% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;10087 | &nbsp;&nbsp;10405 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;12424 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;7.660% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;10794 |
|  | Santander Holdings USA Inc. | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;5/31/2035 | &nbsp;&nbsp;11070 | &nbsp;&nbsp;11578 |
| <sup>2</sup> | Santander UK Group Holdings plc | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7179 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;6.534% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;31359 | &nbsp;&nbsp;32341 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;5.694% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;17206 | &nbsp;&nbsp;17694 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;2.896% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;19078 | &nbsp;&nbsp;17300 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;5.136% | &nbsp;&nbsp;9/22/2036 | &nbsp;&nbsp;13080 | &nbsp;&nbsp;12623 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | Selective Insurance Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;3483 |
|  | SiriusPoint Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;8479 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16670 | &nbsp;&nbsp;16406 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;&nbsp;5018 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;6055 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1471 |
|  | State Street Bank & Trust Co. | &nbsp;&nbsp;4.782% | &nbsp;&nbsp;11/23/2029 | &nbsp;&nbsp;18169 | &nbsp;&nbsp;18443 |
|  | State Street Corp. | &nbsp;&nbsp;4.536% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;10246 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4548 |
|  | State Street Corp. | &nbsp;&nbsp;5.684% | &nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;15853 |
| <sup>2</sup> | State Street Corp. | &nbsp;&nbsp;4.141% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7818 |
|  | State Street Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;24712 | &nbsp;&nbsp;23139 |
|  | State Street Corp. | &nbsp;&nbsp;4.729% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;11960 | &nbsp;&nbsp;12098 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;16462 | &nbsp;&nbsp;14727 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;35128 | &nbsp;&nbsp;34962 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;11799 | &nbsp;&nbsp;11955 |
| <sup>2</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;41112 | &nbsp;&nbsp;38750 |
|  | State Street Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;11/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;9470 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;16214 | &nbsp;&nbsp;16252 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4856 |
|  | Stewart Information Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6507 | &nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | Stifel Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;3970 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.364% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;6261 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.352% | &nbsp;&nbsp;10/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;25029 | &nbsp;&nbsp;25525 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;14740 | &nbsp;&nbsp;14532 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.944% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;31154 | &nbsp;&nbsp;30876 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/2028 | &nbsp;&nbsp;47837 | &nbsp;&nbsp;44971 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.306% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;13368 | &nbsp;&nbsp;13323 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4758 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.040% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;30035 | &nbsp;&nbsp;28595 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;16165 | &nbsp;&nbsp;15190 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.710% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;19255 | &nbsp;&nbsp;19945 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;45401 | &nbsp;&nbsp;42392 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;9245 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4011 | &nbsp;&nbsp;&nbsp;&nbsp;3610 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.142% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.710% | &nbsp;&nbsp;1/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.222% | &nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7527 | &nbsp;&nbsp;&nbsp;&nbsp;6585 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;25242 | &nbsp;&nbsp;24862 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.454% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7921 | &nbsp;&nbsp;&nbsp;&nbsp;8154 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;24950 | &nbsp;&nbsp;25974 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.954% | &nbsp;&nbsp;7/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6342 | &nbsp;&nbsp;&nbsp;&nbsp;6315 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;27680 | &nbsp;&nbsp;28838 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/14/2033 | &nbsp;&nbsp;11815 | &nbsp;&nbsp;12342 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/2034 | &nbsp;&nbsp;21991 | &nbsp;&nbsp;22535 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;40615 | &nbsp;&nbsp;39900 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.296% | &nbsp;&nbsp;1/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7262 | &nbsp;&nbsp;&nbsp;&nbsp;4944 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.334% | &nbsp;&nbsp;3/3/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4336 | &nbsp;&nbsp;&nbsp;&nbsp;4192 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;9/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;7/13/2043 | &nbsp;&nbsp;14452 | &nbsp;&nbsp;15194 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;7/9/2044 | &nbsp;&nbsp;13043 | &nbsp;&nbsp;12922 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.796% | &nbsp;&nbsp;7/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;7791 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;13466 | &nbsp;&nbsp;13011 |
|  | Synchrony Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1542 |
|  | Synchrony Financial | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;12897 | &nbsp;&nbsp;12747 |
|  | Synchrony Financial | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6533 | &nbsp;&nbsp;&nbsp;&nbsp;6549 |
|  | Synchrony Financial | &nbsp;&nbsp;4.947% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2927 | &nbsp;&nbsp;&nbsp;&nbsp;2842 |
| <sup>7</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>7</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;&nbsp;6639 |
| <sup>7</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6682 | &nbsp;&nbsp;&nbsp;&nbsp;6602 |
| <sup>7</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3173 | &nbsp;&nbsp;&nbsp;&nbsp;3123 |
|  | Texas Capital Bancshares Inc. | &nbsp;&nbsp;5.301% | &nbsp;&nbsp;2/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7857 | &nbsp;&nbsp;&nbsp;&nbsp;7751 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp;9834 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;22001 | &nbsp;&nbsp;21954 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;34405 | &nbsp;&nbsp;34596 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;17736 | &nbsp;&nbsp;17966 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;5665 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;8797 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;12115 | &nbsp;&nbsp;12298 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;6/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1130 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;5299 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9013 | &nbsp;&nbsp;&nbsp;&nbsp;7965 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;12214 | &nbsp;&nbsp;12558 |
| <sup>2</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;54674 | &nbsp;&nbsp;50311 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;28207 | &nbsp;&nbsp;27778 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;9065 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.928% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7845 | &nbsp;&nbsp;&nbsp;&nbsp;7705 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;10/31/2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/5/2034 | &nbsp;&nbsp;15701 | &nbsp;&nbsp;15927 |
|  | TPG Operating Group II LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6468 |
|  | Transatlantic Holdings Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8028 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;2430 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
| <sup>2</sup> | Travelers Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;13682 | &nbsp;&nbsp;14939 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4856 | &nbsp;&nbsp;&nbsp;&nbsp;4807 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9581 | &nbsp;&nbsp;&nbsp;&nbsp;8470 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;3965 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp;&nbsp;&nbsp;7279 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;4813 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2049 | &nbsp;&nbsp;11415 | &nbsp;&nbsp;&nbsp;&nbsp;9020 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/27/2050 | &nbsp;&nbsp;13147 | &nbsp;&nbsp;&nbsp;&nbsp;7761 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/8/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;5190 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;5462 |
|  | Travelers Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
|  | Travelers Property Casualty Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6444 | &nbsp;&nbsp;&nbsp;&nbsp;7160 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;16573 | &nbsp;&nbsp;16571 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;17052 | &nbsp;&nbsp;16966 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8643 | &nbsp;&nbsp;&nbsp;&nbsp;7855 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/3/2027 | &nbsp;&nbsp;15381 | &nbsp;&nbsp;14747 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/2029 | &nbsp;&nbsp;18872 | &nbsp;&nbsp;18997 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/19/2029 | &nbsp;&nbsp;21781 | &nbsp;&nbsp;21434 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.887% | &nbsp;&nbsp;6/7/2029 | &nbsp;&nbsp;14005 | &nbsp;&nbsp;13255 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;7395 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;13053 | &nbsp;&nbsp;11794 |
|  | Truist Financial Corp. | &nbsp;&nbsp;4.597% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;55196 | &nbsp;&nbsp;54585 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/2033 | &nbsp;&nbsp;18105 | &nbsp;&nbsp;17744 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.123% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;15745 | &nbsp;&nbsp;16661 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;19323 | &nbsp;&nbsp;19254 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;10478 | &nbsp;&nbsp;10906 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.711% | &nbsp;&nbsp;1/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5734 | &nbsp;&nbsp;&nbsp;&nbsp;5911 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;18445 | &nbsp;&nbsp;17867 |
|  | UBS AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;17634 | &nbsp;&nbsp;17805 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;37015 | &nbsp;&nbsp;39176 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;26017 | &nbsp;&nbsp;26839 |
|  | UBS AG | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;11149 | &nbsp;&nbsp;11132 |
|  | UBS AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2048 | &nbsp;&nbsp;10907 | &nbsp;&nbsp;&nbsp;&nbsp;9091 |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;19766 | &nbsp;&nbsp;22079 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3178 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;33915 | &nbsp;&nbsp;30029 |
|  | Unum Group | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | Unum Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;4693 |
|  | Unum Group | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7058 | &nbsp;&nbsp;&nbsp;&nbsp;6871 |
|  | Unum Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7831 | &nbsp;&nbsp;&nbsp;&nbsp;6151 |
|  | Unum Group | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9355 | &nbsp;&nbsp;&nbsp;&nbsp;6880 |
|  | Unum Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;3455 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;18704 | &nbsp;&nbsp;18495 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;9026 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;36630 | &nbsp;&nbsp;36669 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;31976 | &nbsp;&nbsp;32106 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;20467 | &nbsp;&nbsp;21044 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;19377 | &nbsp;&nbsp;18496 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;13378 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;22300 | &nbsp;&nbsp;19597 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;30318 | &nbsp;&nbsp;30852 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;5828 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;11949 | &nbsp;&nbsp;12115 |
|  | US Bancorp | &nbsp;&nbsp;4.481% | &nbsp;&nbsp;1/26/2032 | &nbsp;&nbsp;19416 | &nbsp;&nbsp;19212 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;2.677% | &nbsp;&nbsp;1/27/2033 | &nbsp;&nbsp;11554 | &nbsp;&nbsp;10282 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;18388 | &nbsp;&nbsp;18205 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;12285 | &nbsp;&nbsp;12901 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;38615 | &nbsp;&nbsp;38171 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;55875 | &nbsp;&nbsp;58327 |
|  | US Bancorp | &nbsp;&nbsp;5.678% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;33293 | &nbsp;&nbsp;34377 |
|  | US Bancorp | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;10507 | &nbsp;&nbsp;10734 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;17290 | &nbsp;&nbsp;14928 |
|  | US Bancorp | &nbsp;&nbsp;5.033% | &nbsp;&nbsp;1/26/2037 | &nbsp;&nbsp;14935 | &nbsp;&nbsp;14744 |
|  | Visa Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;16887 | &nbsp;&nbsp;16535 |
|  | Visa Inc. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7787 | &nbsp;&nbsp;&nbsp;&nbsp;7452 |
|  | Visa Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;14613 | &nbsp;&nbsp;14357 |
|  | Visa Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | Visa Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;20831 | &nbsp;&nbsp;19163 |
|  | Visa Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13773 |
|  | Visa Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;15708 | &nbsp;&nbsp;13602 |
|  | Visa Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2033 | &nbsp;&nbsp;13195 | &nbsp;&nbsp;13056 |
|  | Visa Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/14/2035 | &nbsp;&nbsp;26202 | &nbsp;&nbsp;24961 |
|  | Visa Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6234 |
|  | Visa Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;15308 | &nbsp;&nbsp;11553 |
|  | Visa Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/14/2045 | &nbsp;&nbsp;38142 | &nbsp;&nbsp;32300 |
|  | Visa Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;6929 |
|  | Visa Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;26576 | &nbsp;&nbsp;14023 |
|  | Voya Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;13009 | &nbsp;&nbsp;12413 |
|  | Voya Financial Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4049 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>2</sup> | Voya Financial Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |
|  | W R Berkley Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;4426 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/30/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;6645 |
|  | W R Berkley Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/2061 | &nbsp;&nbsp;11071 | &nbsp;&nbsp;&nbsp;&nbsp;6467 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;31064 | &nbsp;&nbsp;31333 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Wachovia Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;3114 |
|  | Webster Financial Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;31589 | &nbsp;&nbsp;31538 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;21558 | &nbsp;&nbsp;21838 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;45114 | &nbsp;&nbsp;44670 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;47476 | &nbsp;&nbsp;46340 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;35325 | &nbsp;&nbsp;35473 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;16144 | &nbsp;&nbsp;16051 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;18209 | &nbsp;&nbsp;18366 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;7/25/2029 | &nbsp;&nbsp;52800 | &nbsp;&nbsp;53992 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;22535 | &nbsp;&nbsp;22286 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;42643 | &nbsp;&nbsp;44426 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.182% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;27795 | &nbsp;&nbsp;27549 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;10944 | &nbsp;&nbsp;11124 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;52733 | &nbsp;&nbsp;49755 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;35123 | &nbsp;&nbsp;35795 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;39407 | &nbsp;&nbsp;36463 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.478% | &nbsp;&nbsp;4/4/2031 | &nbsp;&nbsp;33106 | &nbsp;&nbsp;32846 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;22850 | &nbsp;&nbsp;23238 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;22806 | &nbsp;&nbsp;20924 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;70104 | &nbsp;&nbsp;69712 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;53328 | &nbsp;&nbsp;54093 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;57438 | &nbsp;&nbsp;58819 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6705 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;45727 | &nbsp;&nbsp;46528 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;35473 | &nbsp;&nbsp;35312 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;42624 | &nbsp;&nbsp;43617 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;25325 | &nbsp;&nbsp;24634 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6314 | &nbsp;&nbsp;&nbsp;&nbsp;6512 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;1/23/2037 | &nbsp;&nbsp;16939 | &nbsp;&nbsp;16502 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;53838 | &nbsp;&nbsp;40424 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;19399 | &nbsp;&nbsp;18148 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;24810 | &nbsp;&nbsp;23676 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;35741 | &nbsp;&nbsp;29948 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;26421 | &nbsp;&nbsp;20608 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/17/2045 | &nbsp;&nbsp;44739 | &nbsp;&nbsp;38393 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;28277 | &nbsp;&nbsp;22580 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6656 | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;1/23/2047 | &nbsp;&nbsp;23562 | &nbsp;&nbsp;22304 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;89170 | &nbsp;&nbsp;78685 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;62943 | &nbsp;&nbsp;52204 |
|  | Wells Fargo Bank NA | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/26/2036 | &nbsp;&nbsp;11058 | &nbsp;&nbsp;11512 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;22035 | &nbsp;&nbsp;22705 |
| <sup>2</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;16978 | &nbsp;&nbsp;18567 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9224 | &nbsp;&nbsp;&nbsp;&nbsp;9400 |
|  | Western Union Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;1627 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.043% | &nbsp;&nbsp;8/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;10283 | &nbsp;&nbsp;10165 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.535% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;12597 | &nbsp;&nbsp;13027 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;10009 | &nbsp;&nbsp;&nbsp;&nbsp;9456 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;10315 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7631 | &nbsp;&nbsp;&nbsp;&nbsp;7193 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;6/3/2031 | &nbsp;&nbsp;22151 | &nbsp;&nbsp;19863 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;5.405% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;12745 | &nbsp;&nbsp;12920 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;11/17/2033 | &nbsp;&nbsp;11345 | &nbsp;&nbsp;12396 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/24/2034 | &nbsp;&nbsp;12522 | &nbsp;&nbsp;12208 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.668% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;22826 | &nbsp;&nbsp;20484 |
| <sup>2</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;26534 | &nbsp;&nbsp;26843 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/2036 | &nbsp;&nbsp;18783 | &nbsp;&nbsp;16789 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/2039 | &nbsp;&nbsp;10444 | &nbsp;&nbsp;&nbsp;&nbsp;9349 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;13530 | &nbsp;&nbsp;&nbsp;&nbsp;9994 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.133% | &nbsp;&nbsp;11/18/2041 | &nbsp;&nbsp;11175 | &nbsp;&nbsp;&nbsp;&nbsp;8181 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;5579 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp;&nbsp;7548 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9198 | &nbsp;&nbsp;&nbsp;&nbsp;8710 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;17781 | &nbsp;&nbsp;17544 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;7439 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3561 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Willis North America Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7111 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;15428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11155 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 |
|  | Wintrust Financial Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 |
|  | XL Group Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 |
|  | Zions Bancorp NA | &nbsp;&nbsp;4.704% | &nbsp;&nbsp;8/18/2028 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13359 |
|  | Zions Bancorp NA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/29/2029 | &nbsp;&nbsp;14285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13239 |
|  | Zions Bancorp NA | &nbsp;&nbsp;6.816% | &nbsp;&nbsp;11/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8272 |
|  |  |  |  |  | &nbsp;&nbsp;**27299057** |
| **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;1.150% | &nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;11385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10813 |
|  | Abbott Laboratories | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;26150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25836 |
|  | Abbott Laboratories | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;49700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48892 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;33380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32666 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;43556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42554 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/30/2036 | &nbsp;&nbsp;18202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17880 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2038 | &nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32298 |
|  | Abbott Laboratories | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4627 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;39898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36636 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41677 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26812 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;19980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20162 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;23170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23231 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;39590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40228 |
|  | AbbVie Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/21/2029 | &nbsp;&nbsp;94308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90787 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15533 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5421 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;30502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31155 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7157 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;43493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44148 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;31657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30733 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;17512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17815 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;45891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44403 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/14/2036 | &nbsp;&nbsp;13748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12991 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;60723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53291 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;12792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11486 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/6/2042 | &nbsp;&nbsp;29546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25930 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;26308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23927 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/14/2045 | &nbsp;&nbsp;31477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28053 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/14/2046 | &nbsp;&nbsp;27262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23370 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/14/2048 | &nbsp;&nbsp;25249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22632 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/21/2049 | &nbsp;&nbsp;80779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65507 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;47585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45423 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;25680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24471 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110 |
| <sup>2</sup> | Adventist Health System | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868 |
|  | Adventist Health System | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;12813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13042 |
|  | Adventist Health System | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6003 |
|  | Adventist Health System | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.829% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 |
| <sup>2</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;2.211% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;13320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10952 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;10696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7540 |
| <sup>2</sup> | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.008% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;15052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16234 |
|  | Aetna Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7923 |
|  | Aetna Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | Aetna Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8186 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;11957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10720 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;8196 |
|  | AHS Hospital Corp. | &nbsp;&nbsp;5.024% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;5571 |
| <sup>2</sup> | AHS Hospital Corp. | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7754 | &nbsp;&nbsp;&nbsp;&nbsp;4743 |
| <sup>2</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;3929 |
|  | Amgen Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;16225 | &nbsp;&nbsp;15973 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;31981 | &nbsp;&nbsp;32453 |
|  | Amgen Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;20681 | &nbsp;&nbsp;19489 |
|  | Amgen Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;10496 | &nbsp;&nbsp;10129 |
|  | Amgen Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/18/2029 | &nbsp;&nbsp;25835 | &nbsp;&nbsp;25589 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;23519 | &nbsp;&nbsp;21857 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2030 | &nbsp;&nbsp;34032 | &nbsp;&nbsp;34958 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3873 | &nbsp;&nbsp;&nbsp;&nbsp;3818 |
|  | Amgen Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;31365 | &nbsp;&nbsp;28305 |
|  | Amgen Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;14710 | &nbsp;&nbsp;12727 |
|  | Amgen Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/22/2032 | &nbsp;&nbsp;13847 | &nbsp;&nbsp;12867 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;8957 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;71855 | &nbsp;&nbsp;73724 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5712 | &nbsp;&nbsp;&nbsp;&nbsp;5610 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;31138 | &nbsp;&nbsp;24194 |
|  | Amgen Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7256 | &nbsp;&nbsp;&nbsp;&nbsp;5228 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;18351 | &nbsp;&nbsp;16972 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;12592 | &nbsp;&nbsp;11961 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/2043 | &nbsp;&nbsp;46751 | &nbsp;&nbsp;46136 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;29801 | &nbsp;&nbsp;25127 |
|  | Amgen Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;13075 | &nbsp;&nbsp;12567 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7553 | &nbsp;&nbsp;&nbsp;&nbsp;6322 |
|  | Amgen Inc. | &nbsp;&nbsp;4.663% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;42875 | &nbsp;&nbsp;35998 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/22/2052 | &nbsp;&nbsp;16636 | &nbsp;&nbsp;12901 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;69225 | &nbsp;&nbsp;67001 |
|  | Amgen Inc. | &nbsp;&nbsp;2.770% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;11011 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/19/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;6172 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/22/2062 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;6813 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;41112 | &nbsp;&nbsp;39513 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;17674 | &nbsp;&nbsp;16611 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;4.294% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;14260 | &nbsp;&nbsp;14137 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;4.923% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;11661 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;3.106% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;24453 | &nbsp;&nbsp;19249 |
|  | Ascension Health | &nbsp;&nbsp;3.945% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;20387 | &nbsp;&nbsp;16224 |
| <sup>2</sup> | Ascension Health | &nbsp;&nbsp;4.847% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;9620 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;17091 | &nbsp;&nbsp;17367 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;16115 | &nbsp;&nbsp;15334 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;10453 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/2030 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;12199 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;17125 | &nbsp;&nbsp;17486 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8648 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/28/2031 | &nbsp;&nbsp;14474 | &nbsp;&nbsp;13026 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7643 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;18555 | &nbsp;&nbsp;18876 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;11077 | &nbsp;&nbsp;11242 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8623 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/12/2027 | &nbsp;&nbsp;11728 | &nbsp;&nbsp;11615 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;12109 | &nbsp;&nbsp;12068 |
|  | AstraZeneca plc | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/6/2030 | &nbsp;&nbsp;18621 | &nbsp;&nbsp;16436 |
|  | AstraZeneca plc | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;38949 | &nbsp;&nbsp;43522 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/2042 | &nbsp;&nbsp;19028 | &nbsp;&nbsp;15970 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/2045 | &nbsp;&nbsp;14641 | &nbsp;&nbsp;12630 |
|  | AstraZeneca plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3757 | &nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | AstraZeneca plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/6/2050 | &nbsp;&nbsp;10163 | &nbsp;&nbsp;&nbsp;&nbsp;5566 |
|  | AstraZeneca plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/28/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8841 | &nbsp;&nbsp;&nbsp;&nbsp;5845 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6083 |
|  | Banner Health | &nbsp;&nbsp;2.338% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp;7187 |
|  | Banner Health | &nbsp;&nbsp;1.897% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Banner Health | &nbsp;&nbsp;2.907% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4414 | &nbsp;&nbsp;&nbsp;&nbsp;3205 |
| <sup>2</sup> | Banner Health | &nbsp;&nbsp;3.181% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;3661 |
|  | Banner Health | &nbsp;&nbsp;2.913% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
| <sup>2</sup> | Baptist Health South Florida Obligated Group | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;11/15/2071 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
| <sup>2</sup> | Baptist Healthcare System Obligated Group | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;5006 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Baxalta Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;6198 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;21659 | &nbsp;&nbsp;20175 |
|  | Baxter International Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2511 | &nbsp;&nbsp;&nbsp;&nbsp;2477 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;16135 | &nbsp;&nbsp;15459 |
|  | Baxter International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Baxter International Inc. | &nbsp;&nbsp;1.730% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;22919 | &nbsp;&nbsp;19175 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;13631 | &nbsp;&nbsp;11481 |
|  | Baxter International Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6793 | &nbsp;&nbsp;&nbsp;&nbsp;6637 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;10436 | &nbsp;&nbsp;&nbsp;&nbsp;6852 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;11344 | &nbsp;&nbsp;&nbsp;&nbsp;6480 |
| <sup>2</sup> | BayCare Health System Inc. | &nbsp;&nbsp;3.831% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;13370 | &nbsp;&nbsp;10143 |
| <sup>2</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;1.777% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;4.185% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
|  | Baylor Scott & White Holdings | &nbsp;&nbsp;3.967% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;3292 |
| <sup>2</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;12109 | &nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/6/2027 | &nbsp;&nbsp;27509 | &nbsp;&nbsp;27282 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8958 | &nbsp;&nbsp;&nbsp;&nbsp;9001 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;2.823% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;6106 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;1.957% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9947 | &nbsp;&nbsp;&nbsp;&nbsp;8769 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.298% | &nbsp;&nbsp;8/22/2032 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13201 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4516 | &nbsp;&nbsp;&nbsp;&nbsp;4539 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;3.794% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
| <sup>2</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
|  | Biogen Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;27207 | &nbsp;&nbsp;24835 |
|  | Biogen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;3126 |
|  | Biogen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;34754 | &nbsp;&nbsp;21855 |
|  | Biogen Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;3974 |
|  | Biogen Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;5076 |
|  | Bio-Rad Laboratories Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;10513 |
| <sup>2</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
| <sup>2</sup> | Bon Secours Mercy Health Inc. | &nbsp;&nbsp;3.464% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12337 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;17951 | &nbsp;&nbsp;16728 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;12571 | &nbsp;&nbsp;11807 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3642 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;11828 | &nbsp;&nbsp;10389 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7123 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;21697 | &nbsp;&nbsp;21506 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;11/13/2030 | &nbsp;&nbsp;12857 | &nbsp;&nbsp;11311 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/22/2031 | &nbsp;&nbsp;18520 | &nbsp;&nbsp;19038 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;24225 | &nbsp;&nbsp;22187 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;37312 | &nbsp;&nbsp;38225 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;37563 | &nbsp;&nbsp;33423 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7481 | &nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;12660 | &nbsp;&nbsp;11107 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;23339 | &nbsp;&nbsp;19227 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/20/2048 | &nbsp;&nbsp;10079 | &nbsp;&nbsp;&nbsp;&nbsp;8521 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;52929 | &nbsp;&nbsp;42486 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;22641 | &nbsp;&nbsp;13228 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;50292 | &nbsp;&nbsp;36275 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/22/2054 | &nbsp;&nbsp;36900 | &nbsp;&nbsp;35525 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2062 | &nbsp;&nbsp;16660 | &nbsp;&nbsp;11805 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;12690 | &nbsp;&nbsp;12542 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9515 | &nbsp;&nbsp;&nbsp;&nbsp;9652 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5272 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;6942 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;14143 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5726 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp;4650 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6987 | &nbsp;&nbsp;&nbsp;&nbsp;5851 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;3860 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9293 |
| <sup>2</sup> | Catholic Health Services of Long Island Obligated Group | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8366 | &nbsp;&nbsp;&nbsp;&nbsp;5698 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9837 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | Cencora Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7736 | &nbsp;&nbsp;&nbsp;&nbsp;7628 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp;&nbsp;4015 |
|  | Cencora Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8467 | &nbsp;&nbsp;&nbsp;&nbsp;7893 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5645 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;21802 | &nbsp;&nbsp;19881 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Cencora Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3462 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;9171 |
|  | Cencora Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5824 | &nbsp;&nbsp;&nbsp;&nbsp;5703 |
|  | Cencora Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9184 | &nbsp;&nbsp;&nbsp;&nbsp;7565 |
|  | Cencora Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/13/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;18679 | &nbsp;&nbsp;17393 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;48391 | &nbsp;&nbsp;45937 |
|  | Centene Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;26329 | &nbsp;&nbsp;23069 |
|  | Centene Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;38410 | &nbsp;&nbsp;32202 |
|  | Children's Health System of Texas | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9677 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
| <sup>2</sup> | Children's Hospital | &nbsp;&nbsp;2.928% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;3385 |
| <sup>2</sup> | Children's Hospital Corp. | &nbsp;&nbsp;4.115% | &nbsp;&nbsp;1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6651 | &nbsp;&nbsp;&nbsp;&nbsp;5472 |
| <sup>2</sup> | Children's Hospital Corp. | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2373 |
|  | Children's Hospital Medical Center | &nbsp;&nbsp;4.268% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3468 |
| <sup>2</sup> | Children's Hospital of Philadelphia | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp;&nbsp;&nbsp;5341 |
| <sup>2</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;6902 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;10758 | &nbsp;&nbsp;10561 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;40222 | &nbsp;&nbsp;40201 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;13897 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;20915 | &nbsp;&nbsp;19323 |
|  | Cigna Group | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;13548 | &nbsp;&nbsp;13506 |
|  | Cigna Group | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;24144 | &nbsp;&nbsp;21702 |
|  | Cigna Group | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;19701 | &nbsp;&nbsp;19680 |
|  | Cigna Group | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;13715 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;30892 | &nbsp;&nbsp;31275 |
|  | Cigna Group | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;21859 | &nbsp;&nbsp;21891 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;30586 | &nbsp;&nbsp;28738 |
|  | Cigna Group | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;13977 | &nbsp;&nbsp;10816 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6716 | &nbsp;&nbsp;&nbsp;&nbsp;6950 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;20557 | &nbsp;&nbsp;17745 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8077 | &nbsp;&nbsp;&nbsp;&nbsp;6060 |
|  | Cigna Group | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;21779 | &nbsp;&nbsp;18890 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;25132 | &nbsp;&nbsp;17181 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;17364 | &nbsp;&nbsp;11742 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;18358 | &nbsp;&nbsp;17378 |
|  | Cigna Group | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;&nbsp;6598 |
| <sup>2</sup> | City of Hope | &nbsp;&nbsp;5.623% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;2920 |
| <sup>2</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;7756 |
|  | Cleveland Clinic Foundation | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;1/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;4096 |
|  | CommonSpirit Health | &nbsp;&nbsp;6.073% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;7265 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;17153 | &nbsp;&nbsp;16434 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7977 | &nbsp;&nbsp;&nbsp;&nbsp;7865 |
|  | CommonSpirit Health | &nbsp;&nbsp;2.782% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9796 | &nbsp;&nbsp;&nbsp;&nbsp;9032 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.205% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;17930 | &nbsp;&nbsp;18270 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;12483 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.825% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
| <sup>2</sup> | CommonSpirit Health | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;7884 |
| <sup>2</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;11180 | &nbsp;&nbsp;&nbsp;&nbsp;9592 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.817% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;&nbsp;&nbsp;9064 |
|  | CommonSpirit Health | &nbsp;&nbsp;4.187% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6652 | &nbsp;&nbsp;&nbsp;&nbsp;5155 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;10399 | &nbsp;&nbsp;&nbsp;&nbsp;7657 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.548% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8344 | &nbsp;&nbsp;&nbsp;&nbsp;7856 |
|  | CommonSpirit Health | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4083 | &nbsp;&nbsp;&nbsp;&nbsp;3906 |
| <sup>2</sup> | Community Health Network Inc. | &nbsp;&nbsp;3.099% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;4145 |
| <sup>2</sup> | Corewell Health Obligated Group | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7554 | &nbsp;&nbsp;&nbsp;&nbsp;5405 |
| <sup>2</sup> | Cottage Health Obligated Group | &nbsp;&nbsp;3.304% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;11527 | &nbsp;&nbsp;&nbsp;&nbsp;7913 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9659 | &nbsp;&nbsp;&nbsp;&nbsp;9577 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3022 | &nbsp;&nbsp;&nbsp;&nbsp;3080 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/2027 | &nbsp;&nbsp;22494 | &nbsp;&nbsp;21548 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;52434 | &nbsp;&nbsp;52258 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;32779 | &nbsp;&nbsp;33185 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;6497 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;46757 | &nbsp;&nbsp;44801 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;20373 | &nbsp;&nbsp;20664 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;29253 | &nbsp;&nbsp;28280 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;19867 | &nbsp;&nbsp;17530 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 | &nbsp;&nbsp;&nbsp;&nbsp;4455 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;23702 | &nbsp;&nbsp;20704 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11313 | &nbsp;&nbsp;11661 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;34790 | &nbsp;&nbsp;30167 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;5557 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;23661 | &nbsp;&nbsp;23921 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;19058 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6177 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;11992 | &nbsp;&nbsp;11535 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13161 | &nbsp;&nbsp;13205 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp;73905 | &nbsp;&nbsp;68077 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;10195 | &nbsp;&nbsp;10428 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;9957 |
|  | CVS Health Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;13419 | &nbsp;&nbsp;12191 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;47272 | &nbsp;&nbsp;41586 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/25/2048 | &nbsp;&nbsp;106447 | &nbsp;&nbsp;91306 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp;18184 | &nbsp;&nbsp;16668 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;19957 | &nbsp;&nbsp;18892 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9156 | &nbsp;&nbsp;&nbsp;&nbsp;8881 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;22080 | &nbsp;&nbsp;21841 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;11521 | &nbsp;&nbsp;10909 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8798 | &nbsp;&nbsp;&nbsp;&nbsp;8606 |
|  | Danaher Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6064 | &nbsp;&nbsp;&nbsp;&nbsp;5161 |
|  | Danaher Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8739 | &nbsp;&nbsp;&nbsp;&nbsp;5212 |
|  | Danaher Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;17032 | &nbsp;&nbsp;10480 |
| <sup>2</sup> | Dartmouth-Hitchcock Health | &nbsp;&nbsp;4.178% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;4486 |
|  | DENTSPLY SIRONA Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12042 | &nbsp;&nbsp;11080 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13930 | &nbsp;&nbsp;13122 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;11754 | &nbsp;&nbsp;&nbsp;&nbsp;9435 |
|  | DH Europe Finance II Sarl | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;12042 | &nbsp;&nbsp;&nbsp;&nbsp;8444 |
|  | Dignity Health | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7005 | &nbsp;&nbsp;&nbsp;&nbsp;6021 |
|  | Dignity Health | &nbsp;&nbsp;5.267% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;4074 |
| <sup>2</sup> | Duke University Health System Inc. | &nbsp;&nbsp;3.920% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7957 | &nbsp;&nbsp;&nbsp;&nbsp;6253 |
|  | Edwards Lifesciences Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8834 | &nbsp;&nbsp;&nbsp;&nbsp;8822 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;23337 | &nbsp;&nbsp;23074 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23016 | &nbsp;&nbsp;22870 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;14504 | &nbsp;&nbsp;14376 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8710 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777 | &nbsp;&nbsp;&nbsp;&nbsp;7368 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;5168 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30581 | &nbsp;&nbsp;27862 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;18948 | &nbsp;&nbsp;17094 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14404 | &nbsp;&nbsp;14489 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp;12966 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8658 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12378 | &nbsp;&nbsp;12185 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21763 | &nbsp;&nbsp;22054 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3822 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;23970 | &nbsp;&nbsp;23939 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;13367 | &nbsp;&nbsp;13094 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317 | &nbsp;&nbsp;&nbsp;&nbsp;6533 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;7335 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;14024 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;10544 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;13641 | &nbsp;&nbsp;11689 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;24001 | &nbsp;&nbsp;19326 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9988 | &nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;9034 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;15535 | &nbsp;&nbsp;&nbsp;&nbsp;9954 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;12128 | &nbsp;&nbsp;&nbsp;&nbsp;8414 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;3361 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;7208 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;&nbsp;&nbsp;8427 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4362 | &nbsp;&nbsp;&nbsp;&nbsp;4110 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;3575 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29015 | &nbsp;&nbsp;27431 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;3558 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2064 | &nbsp;&nbsp;10999 | &nbsp;&nbsp;10498 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8499 | &nbsp;&nbsp;&nbsp;&nbsp;8511 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/12/2028 | &nbsp;&nbsp;14458 | &nbsp;&nbsp;14577 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8335 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/2029 | &nbsp;&nbsp;10296 | &nbsp;&nbsp;10398 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7824 | &nbsp;&nbsp;&nbsp;&nbsp;7669 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;15729 | &nbsp;&nbsp;15733 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;22220 | &nbsp;&nbsp;22619 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;12344 | &nbsp;&nbsp;12287 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;16165 | &nbsp;&nbsp;16517 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;13654 | &nbsp;&nbsp;13658 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;22285 | &nbsp;&nbsp;22460 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;20616 | &nbsp;&nbsp;20575 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/14/2034 | &nbsp;&nbsp;16889 | &nbsp;&nbsp;16719 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;11342 | &nbsp;&nbsp;11344 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;3339 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3948 | &nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;22075 | &nbsp;&nbsp;12430 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;16701 | &nbsp;&nbsp;14904 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2054 | &nbsp;&nbsp;33203 | &nbsp;&nbsp;30226 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;16476 | &nbsp;&nbsp;15090 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;15773 | &nbsp;&nbsp;15435 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8133 | &nbsp;&nbsp;&nbsp;&nbsp;8014 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;6992 | &nbsp;&nbsp;&nbsp;&nbsp;5435 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;10552 | &nbsp;&nbsp;&nbsp;&nbsp;5601 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/27/2063 | &nbsp;&nbsp;17031 | &nbsp;&nbsp;14932 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/2064 | &nbsp;&nbsp;32298 | &nbsp;&nbsp;29016 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;9227 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;7738 | &nbsp;&nbsp;&nbsp;&nbsp;7603 |
| <sup>2</sup> | Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;3.914% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;33440 | &nbsp;&nbsp;34107 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3423 | &nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;10545 | &nbsp;&nbsp;10640 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.857% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;17115 | &nbsp;&nbsp;17855 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;8745 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.905% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;23055 | &nbsp;&nbsp;24325 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;11005 | &nbsp;&nbsp;11222 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8902 | &nbsp;&nbsp;&nbsp;&nbsp;8739 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;16424 | &nbsp;&nbsp;17443 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7742 | &nbsp;&nbsp;&nbsp;&nbsp;7420 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7959 | &nbsp;&nbsp;&nbsp;&nbsp;8109 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;13770 | &nbsp;&nbsp;14240 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;12693 | &nbsp;&nbsp;12835 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;18793 | &nbsp;&nbsp;18345 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;14639 | &nbsp;&nbsp;13487 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;16358 | &nbsp;&nbsp;11836 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;14805 | &nbsp;&nbsp;15089 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;25921 | &nbsp;&nbsp;23402 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;27532 | &nbsp;&nbsp;23755 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;24855 | &nbsp;&nbsp;22046 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;22694 | &nbsp;&nbsp;18368 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;15225 | &nbsp;&nbsp;&nbsp;&nbsp;9454 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;15383 | &nbsp;&nbsp;14957 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8429 | &nbsp;&nbsp;&nbsp;&nbsp;8169 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/2064 | &nbsp;&nbsp;10478 | &nbsp;&nbsp;10146 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;31642 | &nbsp;&nbsp;31473 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;7224 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;14836 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;36029 | &nbsp;&nbsp;39867 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5364 |
|  | GlaxoSmithKline Capital plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;16857 | &nbsp;&nbsp;16418 |
| <sup>2</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;4413 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;5337 |
| <sup>2</sup> | Hackensack Meridian Health Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;10837 | &nbsp;&nbsp;&nbsp;&nbsp;6805 |
|  | Hackensack Meridian Health Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;3317 |
| <sup>2</sup> | Hartford HealthCare Corp. | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;9666 |
|  | HCA Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;14646 | &nbsp;&nbsp;14866 |
|  | HCA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;23636 | &nbsp;&nbsp;24115 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;5.875% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;6376 |
|  | HCA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;5138 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;30774 | &nbsp;&nbsp;30364 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10299 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;44820 | &nbsp;&nbsp;42559 |
|  | HCA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;4422 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;19215 | &nbsp;&nbsp;19702 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;11479 | &nbsp;&nbsp;10142 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10346 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;26161 | &nbsp;&nbsp;24296 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6968 | &nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;17434 |
|  | HCA Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;23790 | &nbsp;&nbsp;24292 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;18943 | &nbsp;&nbsp;19119 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;20742 | &nbsp;&nbsp;21326 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;13704 | &nbsp;&nbsp;13256 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;15443 | &nbsp;&nbsp;14553 |
|  | HCA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;10358 | &nbsp;&nbsp;&nbsp;&nbsp;8682 |
|  | HCA Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;27232 | &nbsp;&nbsp;24969 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;25153 | &nbsp;&nbsp;22178 |
|  | HCA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;26632 | &nbsp;&nbsp;21196 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;16124 | &nbsp;&nbsp;15365 |
|  | HCA Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;32152 | &nbsp;&nbsp;31056 |
|  | HCA Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;6656 |
|  | HCA Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;20415 | &nbsp;&nbsp;20211 |
|  | HCA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp;9837 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9389 | &nbsp;&nbsp;&nbsp;&nbsp;9065 |
|  | Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;6190 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;8467 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9556 | &nbsp;&nbsp;&nbsp;&nbsp;9798 |
|  | Humana Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | Humana Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | Humana Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9809 | &nbsp;&nbsp;&nbsp;&nbsp;9777 |
|  | Humana Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;17525 | &nbsp;&nbsp;17707 |
|  | Humana Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;14667 | &nbsp;&nbsp;12544 |
|  | Humana Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;12090 | &nbsp;&nbsp;12334 |
|  | Humana Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14329 | &nbsp;&nbsp;14598 |
|  | Humana Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | Humana Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;12222 | &nbsp;&nbsp;10044 |
|  | Humana Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7696 | &nbsp;&nbsp;&nbsp;&nbsp;6438 |
|  | Humana Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;2810 |
|  | Humana Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5664 | &nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | Humana Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;11170 | &nbsp;&nbsp;&nbsp;&nbsp;9676 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;13768 | &nbsp;&nbsp;12370 |
|  | Humana Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6513 | &nbsp;&nbsp;&nbsp;&nbsp;6021 |
|  | Illumina Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7671 | &nbsp;&nbsp;&nbsp;&nbsp;7820 |
|  | Illumina Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5919 |
|  | Illumina Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7456 | &nbsp;&nbsp;&nbsp;&nbsp;6679 |
|  | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7015 | &nbsp;&nbsp;&nbsp;&nbsp;5515 |
| <sup>2</sup> | Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;2.852% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
|  | Inova Health System Foundation | &nbsp;&nbsp;4.068% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6248 | &nbsp;&nbsp;&nbsp;&nbsp;4927 |
| <sup>2</sup> | Integris Baptist Medical Center Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;&nbsp;&nbsp;6137 |
| <sup>2</sup> | Iowa Health System | &nbsp;&nbsp;3.665% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;6264 |
|  | Johns Hopkins Health System Corp. | &nbsp;&nbsp;3.837% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;11129 | &nbsp;&nbsp;&nbsp;&nbsp;8782 |
|  | Johnson & Johnson | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;11829 | &nbsp;&nbsp;11373 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;50570 | &nbsp;&nbsp;49739 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6119 | &nbsp;&nbsp;&nbsp;&nbsp;6273 |
|  | Johnson & Johnson | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;19340 | &nbsp;&nbsp;19766 |
|  | Johnson & Johnson | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;23877 | &nbsp;&nbsp;21210 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;10073 | &nbsp;&nbsp;10408 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;16502 | &nbsp;&nbsp;16976 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5501 | &nbsp;&nbsp;&nbsp;&nbsp;5727 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/5/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9684 | &nbsp;&nbsp;&nbsp;&nbsp;9696 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;2847 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;25808 | &nbsp;&nbsp;26572 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;16928 | &nbsp;&nbsp;15437 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/2037 | &nbsp;&nbsp;14796 | &nbsp;&nbsp;13285 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;11293 | &nbsp;&nbsp;12383 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Johnson & Johnson | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;12272 | &nbsp;&nbsp;10643 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;34442 | &nbsp;&nbsp;24046 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8629 | &nbsp;&nbsp;&nbsp;&nbsp;8148 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | Johnson & Johnson | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/5/2043 | &nbsp;&nbsp;17919 | &nbsp;&nbsp;16517 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;28646 | &nbsp;&nbsp;22755 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/3/2047 | &nbsp;&nbsp;13810 | &nbsp;&nbsp;10895 |
|  | Johnson & Johnson | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;11387 | &nbsp;&nbsp;&nbsp;&nbsp;8597 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3784 | &nbsp;&nbsp;&nbsp;&nbsp;2190 |
|  | Johnson & Johnson | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7953 | &nbsp;&nbsp;&nbsp;&nbsp;7860 |
|  | Johnson & Johnson | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;12577 | &nbsp;&nbsp;12446 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;35968 | &nbsp;&nbsp;26216 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9649 | &nbsp;&nbsp;&nbsp;&nbsp;9008 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9541 | &nbsp;&nbsp;&nbsp;&nbsp;7773 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.266% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;25950 | &nbsp;&nbsp;17816 |
| <sup>2</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;17593 | &nbsp;&nbsp;11273 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/11/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;5028 |
|  | Koninklijke Philips NV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;11159 | &nbsp;&nbsp;10161 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;5488 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;9963 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4888 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7530 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;10386 | &nbsp;&nbsp;10116 |
|  | Laboratory Corp. of America Holdings | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;9613 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.765% | &nbsp;&nbsp;7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4547 | &nbsp;&nbsp;&nbsp;&nbsp;3462 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.192% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;11045 | &nbsp;&nbsp;&nbsp;&nbsp;7528 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;4.117% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
| <sup>2</sup> | Mass General Brigham Inc. | &nbsp;&nbsp;3.342% | &nbsp;&nbsp;7/1/2060 | &nbsp;&nbsp;13450 | &nbsp;&nbsp;&nbsp;&nbsp;8690 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;3.774% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp;&nbsp;&nbsp;5514 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;2919 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;4.128% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;6140 |
| <sup>2</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;15814 | &nbsp;&nbsp;&nbsp;&nbsp;9991 |
|  | McKesson Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4293 | &nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | McKesson Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5879 | &nbsp;&nbsp;&nbsp;&nbsp;5856 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;14185 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;13321 |
|  | McKesson Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;7619 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9572 | &nbsp;&nbsp;&nbsp;&nbsp;9750 |
| <sup>2</sup> | McLaren Health Care Corp. | &nbsp;&nbsp;4.386% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;4598 |
| <sup>2</sup> | MedStar Health Inc. | &nbsp;&nbsp;3.626% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6888 | &nbsp;&nbsp;&nbsp;&nbsp;4953 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;44886 | &nbsp;&nbsp;43374 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;14990 |
|  | Memorial Health Services | &nbsp;&nbsp;3.447% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;5139 |
| <sup>2</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;2.955% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7417 | &nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9861 | &nbsp;&nbsp;&nbsp;&nbsp;7888 |
| <sup>2</sup> | Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;6205 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;30488 | &nbsp;&nbsp;29703 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;13186 | &nbsp;&nbsp;13167 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;6085 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;27961 | &nbsp;&nbsp;27388 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;15051 | &nbsp;&nbsp;14940 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;8373 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;6/24/2030 | &nbsp;&nbsp;14911 | &nbsp;&nbsp;13287 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;19325 | &nbsp;&nbsp;19207 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;17346 | &nbsp;&nbsp;17152 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;28528 | &nbsp;&nbsp;25239 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;13798 | &nbsp;&nbsp;13844 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;5606 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9413 | &nbsp;&nbsp;&nbsp;&nbsp;9380 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;13746 | &nbsp;&nbsp;15291 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;27620 | &nbsp;&nbsp;27671 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/7/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp;&nbsp;&nbsp;7986 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/24/2040 | &nbsp;&nbsp;11962 | &nbsp;&nbsp;&nbsp;&nbsp;8484 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;9004 | &nbsp;&nbsp;&nbsp;&nbsp;7146 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/18/2043 | &nbsp;&nbsp;12014 | &nbsp;&nbsp;10128 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/17/2044 | &nbsp;&nbsp;12134 | &nbsp;&nbsp;11125 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/2045 | &nbsp;&nbsp;28677 | &nbsp;&nbsp;22308 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;10925 | &nbsp;&nbsp;10712 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/7/2049 | &nbsp;&nbsp;17751 | &nbsp;&nbsp;13885 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/24/2050 | &nbsp;&nbsp;10835 | &nbsp;&nbsp;&nbsp;&nbsp;6270 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;30164 | &nbsp;&nbsp;18347 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2053 | &nbsp;&nbsp;16713 | &nbsp;&nbsp;15059 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;28260 | &nbsp;&nbsp;28057 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7329 | &nbsp;&nbsp;&nbsp;&nbsp;7113 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/10/2061 | &nbsp;&nbsp;28519 | &nbsp;&nbsp;16294 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;6119 | &nbsp;&nbsp;&nbsp;&nbsp;5485 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/4/2065 | &nbsp;&nbsp;&nbsp;&nbsp;9254 | &nbsp;&nbsp;&nbsp;&nbsp;8999 |
| <sup>2</sup> | Methodist Hospital | &nbsp;&nbsp;2.705% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;41949 | &nbsp;&nbsp;25636 |
| <sup>2</sup> | Montefiore Obligated Group | &nbsp;&nbsp;5.246% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp;&nbsp;&nbsp;8211 |
| <sup>2</sup> | Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3483 |
|  | Mylan Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9834 | &nbsp;&nbsp;&nbsp;&nbsp;9780 |
|  | Mylan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/29/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5387 | &nbsp;&nbsp;&nbsp;&nbsp;4558 |
|  | Mylan Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2118 |
| <sup>2</sup> | MyMichigan Health | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;3588 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;12547 | &nbsp;&nbsp;10235 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.063% | &nbsp;&nbsp;8/1/2056 | &nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;9507 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;2.606% | &nbsp;&nbsp;8/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;2180 |
| <sup>2</sup> | New York & Presbyterian Hospital | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;8/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;6352 | &nbsp;&nbsp;&nbsp;&nbsp;4323 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;9527 |
|  | Northwell Healthcare Inc. | &nbsp;&nbsp;3.809% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6944 | &nbsp;&nbsp;&nbsp;&nbsp;5128 |
| <sup>2</sup> | Northwestern Memorial Healthcare Obligated Group | &nbsp;&nbsp;2.633% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;5048 |
|  | Novant Health Inc. | &nbsp;&nbsp;2.637% | &nbsp;&nbsp;11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.168% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;7502 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;5774 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;23830 | &nbsp;&nbsp;23602 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6417 | &nbsp;&nbsp;&nbsp;&nbsp;6384 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;&nbsp;&nbsp;9795 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;17574 | &nbsp;&nbsp;17340 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/14/2030 | &nbsp;&nbsp;33457 | &nbsp;&nbsp;30644 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/5/2030 | &nbsp;&nbsp;18680 | &nbsp;&nbsp;18465 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/18/2031 | &nbsp;&nbsp;20612 | &nbsp;&nbsp;20610 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4400 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/5/2032 | &nbsp;&nbsp;16501 | &nbsp;&nbsp;16262 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;12954 | &nbsp;&nbsp;12900 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;11945 | &nbsp;&nbsp;11552 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/5/2035 | &nbsp;&nbsp;16700 | &nbsp;&nbsp;16364 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;11896 | &nbsp;&nbsp;11867 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/21/2042 | &nbsp;&nbsp;10566 | &nbsp;&nbsp;&nbsp;&nbsp;8574 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;21111 | &nbsp;&nbsp;18492 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/5/2045 | &nbsp;&nbsp;14720 | &nbsp;&nbsp;14081 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;20931 | &nbsp;&nbsp;17190 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/18/2046 | &nbsp;&nbsp;11597 | &nbsp;&nbsp;11616 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/14/2050 | &nbsp;&nbsp;10453 | &nbsp;&nbsp;&nbsp;&nbsp;6570 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8499 | &nbsp;&nbsp;&nbsp;&nbsp;7422 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/5/2055 | &nbsp;&nbsp;16315 | &nbsp;&nbsp;15605 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;30191 | &nbsp;&nbsp;30384 |
| <sup>2</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;4735 | &nbsp;&nbsp;&nbsp;&nbsp;2875 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | NYU Langone Hospitals | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4296 | &nbsp;&nbsp;&nbsp;&nbsp;3863 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;4.368% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;12251 | &nbsp;&nbsp;10400 |
| <sup>2</sup> | NYU Langone Hospitals | &nbsp;&nbsp;3.380% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7890 | &nbsp;&nbsp;&nbsp;&nbsp;5372 |
| <sup>2</sup> | Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5679 | &nbsp;&nbsp;&nbsp;&nbsp;4848 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.297% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4900 |
|  | OhioHealth Corp. | &nbsp;&nbsp;2.834% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3646 |
| <sup>2</sup> | OhioHealth Corp. | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;3517 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;7886 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;4.089% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3227 |
|  | Orlando Health Obligated Group | &nbsp;&nbsp;3.327% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7464 | &nbsp;&nbsp;&nbsp;&nbsp;5257 |
|  | PeaceHealth Obligated Group | &nbsp;&nbsp;4.335% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2549 |
|  | PeaceHealth Obligated Group | &nbsp;&nbsp;4.855% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp;2896 |
| <sup>2</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6808 | &nbsp;&nbsp;&nbsp;&nbsp;5842 |
| <sup>2</sup> | PeaceHealth Obligated Group | &nbsp;&nbsp;3.218% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4242 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;40485 | &nbsp;&nbsp;39781 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;23665 | &nbsp;&nbsp;22143 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;19417 | &nbsp;&nbsp;17459 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;13742 | &nbsp;&nbsp;13632 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/18/2031 | &nbsp;&nbsp;13810 | &nbsp;&nbsp;12055 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;16625 | &nbsp;&nbsp;16479 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;22005 | &nbsp;&nbsp;21807 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9485 | &nbsp;&nbsp;&nbsp;&nbsp;8732 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2038 | &nbsp;&nbsp;16988 | &nbsp;&nbsp;15334 |
|  | Pfizer Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;24682 | &nbsp;&nbsp;21467 |
|  | Pfizer Inc. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;21152 | &nbsp;&nbsp;24719 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/28/2040 | &nbsp;&nbsp;15878 | &nbsp;&nbsp;11507 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;10586 | &nbsp;&nbsp;&nbsp;&nbsp;9027 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;11154 | &nbsp;&nbsp;&nbsp;&nbsp;9676 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;21319 | &nbsp;&nbsp;17165 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;15673 | &nbsp;&nbsp;12657 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;15767 | &nbsp;&nbsp;12288 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/28/2050 | &nbsp;&nbsp;16686 | &nbsp;&nbsp;10228 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6957 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;6449 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/19/2028 | &nbsp;&nbsp;65297 | &nbsp;&nbsp;65667 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;41683 | &nbsp;&nbsp;41975 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;67476 | &nbsp;&nbsp;67223 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/2043 | &nbsp;&nbsp;36042 | &nbsp;&nbsp;34014 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;74296 | &nbsp;&nbsp;69001 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;60429 | &nbsp;&nbsp;54840 |
|  | Pharmacia LLC | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;12962 | &nbsp;&nbsp;13720 |
| <sup>2</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.044% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
| <sup>2</sup> | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
|  | Piedmont Healthcare Inc. | &nbsp;&nbsp;2.864% | &nbsp;&nbsp;1/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;4113 |
|  | Presbyterian Healthcare Services | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5004 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;19953 | &nbsp;&nbsp;18641 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8239 | &nbsp;&nbsp;&nbsp;&nbsp;8362 |
|  | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9370 | &nbsp;&nbsp;&nbsp;&nbsp;9553 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.744% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6812 | &nbsp;&nbsp;&nbsp;&nbsp;5064 |
| <sup>2</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;3.930% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;11164 | &nbsp;&nbsp;11097 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;18255 | &nbsp;&nbsp;17103 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6002 | &nbsp;&nbsp;&nbsp;&nbsp;5478 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;13195 | &nbsp;&nbsp;13100 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;3613 |
| <sup>2</sup> | Rady Children's Hospital-San Diego | &nbsp;&nbsp;3.154% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;2636 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;16411 | &nbsp;&nbsp;14551 |
|  | Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;12943 | &nbsp;&nbsp;&nbsp;&nbsp;7824 |
|  | Revvity Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;11873 | &nbsp;&nbsp;11148 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;14015 | &nbsp;&nbsp;13417 |
|  | Revvity Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;6689 |
|  | Revvity Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;8112 |
|  | Revvity Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;3814 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/2027 | &nbsp;&nbsp;17447 | &nbsp;&nbsp;16816 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/2/2030 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;15392 |
|  | Royalty Pharma plc | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;13900 | &nbsp;&nbsp;13723 |
|  | Royalty Pharma plc | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | Royalty Pharma plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8469 | &nbsp;&nbsp;&nbsp;&nbsp;8539 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/2/2040 | &nbsp;&nbsp;11502 | &nbsp;&nbsp;&nbsp;&nbsp;8717 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/2/2050 | &nbsp;&nbsp;15762 | &nbsp;&nbsp;10632 |
|  | Royalty Pharma plc | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;5980 |
| <sup>2</sup> | Rush System for Health Obligated Group | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;4587 |
|  | Sanofi SA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;11321 | &nbsp;&nbsp;11279 |
|  | Sanofi SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/19/2028 | &nbsp;&nbsp;17950 | &nbsp;&nbsp;17756 |
|  | Sanofi SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;17092 | &nbsp;&nbsp;16955 |
|  | Sanofi SA | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/2032 | &nbsp;&nbsp;10425 | &nbsp;&nbsp;10237 |
| <sup>2</sup> | Seattle Children's Hospital | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8468 | &nbsp;&nbsp;&nbsp;&nbsp;5200 |
| <sup>2</sup> | Sentara Health | &nbsp;&nbsp;2.927% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>2</sup> | Sharp HealthCare | &nbsp;&nbsp;2.680% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | Smith & Nephew plc | &nbsp;&nbsp;2.032% | &nbsp;&nbsp;10/14/2030 | &nbsp;&nbsp;12681 | &nbsp;&nbsp;11293 |
|  | Smith & Nephew plc | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/20/2034 | &nbsp;&nbsp;10945 | &nbsp;&nbsp;11103 |
|  | Solventum Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp;&nbsp;&nbsp;5199 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Solventum Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;22890 | &nbsp;&nbsp;23486 |
|  | Solventum Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/23/2034 | &nbsp;&nbsp;20519 | &nbsp;&nbsp;20975 |
|  | Solventum Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5327 | &nbsp;&nbsp;&nbsp;&nbsp;5210 |
| <sup>2</sup> | SSM Health Care Corp. | &nbsp;&nbsp;3.823% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6014 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7256 |
| <sup>2</sup> | Stanford Health Care | &nbsp;&nbsp;3.310% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
| <sup>2</sup> | Stanford Health Care | &nbsp;&nbsp;3.795% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;17333 | &nbsp;&nbsp;13246 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8423 | &nbsp;&nbsp;&nbsp;&nbsp;7644 |
|  | STERIS Irish FinCo Unltd. Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;11033 | &nbsp;&nbsp;&nbsp;&nbsp;7909 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9877 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/2028 | &nbsp;&nbsp;10277 | &nbsp;&nbsp;10164 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;10965 | &nbsp;&nbsp;10922 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;7637 |
|  | Stryker Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;7810 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8824 | &nbsp;&nbsp;&nbsp;&nbsp;8614 |
|  | Stryker Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;13422 | &nbsp;&nbsp;13590 |
|  | Stryker Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;4670 |
|  | Stryker Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;7365 |
|  | Stryker Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;11365 | &nbsp;&nbsp;&nbsp;&nbsp;9829 |
|  | Stryker Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;2173 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.695% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;2.294% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp;8899 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;5.213% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | Sutter Health | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;8146 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;7006 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;4.091% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;5790 |
| <sup>2</sup> | Sutter Health | &nbsp;&nbsp;3.361% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;13001 | &nbsp;&nbsp;&nbsp;&nbsp;9028 |
|  | Sutter Health | &nbsp;&nbsp;5.547% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;30191 | &nbsp;&nbsp;30583 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;29771 | &nbsp;&nbsp;27053 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10015 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;19193 | &nbsp;&nbsp;14451 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/2044 | &nbsp;&nbsp;10493 | &nbsp;&nbsp;10278 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;40649 | &nbsp;&nbsp;26674 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;12819 | &nbsp;&nbsp;&nbsp;&nbsp;8032 |
|  | Takeda US Financing Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/7/2035 | &nbsp;&nbsp;27300 | &nbsp;&nbsp;27284 |
|  | Texas Health Resources | &nbsp;&nbsp;2.328% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5154 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
| <sup>2</sup> | Texas Health Resources | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3906 | &nbsp;&nbsp;&nbsp;&nbsp;3211 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9961 | &nbsp;&nbsp;&nbsp;&nbsp;9377 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9093 | &nbsp;&nbsp;&nbsp;&nbsp;9272 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;13971 | &nbsp;&nbsp;13205 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.977% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;12204 | &nbsp;&nbsp;12472 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;2969 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;4438 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;27870 | &nbsp;&nbsp;24657 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.473% | &nbsp;&nbsp;10/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4976 | &nbsp;&nbsp;&nbsp;&nbsp;4924 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4131 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;14909 | &nbsp;&nbsp;15196 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.902% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5828 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.894% | &nbsp;&nbsp;10/7/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;8699 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;27910 | &nbsp;&nbsp;20383 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;8/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;6179 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6728 | &nbsp;&nbsp;&nbsp;&nbsp;6499 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;11349 | &nbsp;&nbsp;&nbsp;&nbsp;9308 |
|  | Toledo Hospital | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;10044 | &nbsp;&nbsp;10074 |
| <sup>2</sup> | Trinity Health Corp. | &nbsp;&nbsp;2.632% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;3001 |
|  | Trinity Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8535 | &nbsp;&nbsp;&nbsp;&nbsp;7024 |
| <sup>2</sup> | Trinity Health Corp. | &nbsp;&nbsp;3.434% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5817 | &nbsp;&nbsp;&nbsp;&nbsp;4291 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;41504 | &nbsp;&nbsp;41123 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7289 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;11945 | &nbsp;&nbsp;11874 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;10361 | &nbsp;&nbsp;10175 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;15313 | &nbsp;&nbsp;15580 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8106 | &nbsp;&nbsp;&nbsp;&nbsp;8047 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3309 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12128 | &nbsp;&nbsp;12113 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;6865 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8352 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;2.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;22897 | &nbsp;&nbsp;21826 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16706 | &nbsp;&nbsp;16892 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;21888 | &nbsp;&nbsp;22522 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;24842 | &nbsp;&nbsp;22503 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8533 | &nbsp;&nbsp;&nbsp;&nbsp;8574 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9829 | &nbsp;&nbsp;&nbsp;&nbsp;9968 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;28495 | &nbsp;&nbsp;25560 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;20783 | &nbsp;&nbsp;21007 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;38368 | &nbsp;&nbsp;39388 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;18340 | &nbsp;&nbsp;17912 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;17205 | &nbsp;&nbsp;17208 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;18491 | &nbsp;&nbsp;18649 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;13338 | &nbsp;&nbsp;13606 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;24760 | &nbsp;&nbsp;23956 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;10498 | &nbsp;&nbsp;10970 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7392 | &nbsp;&nbsp;&nbsp;&nbsp;8080 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;12074 | &nbsp;&nbsp;13327 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;15213 | &nbsp;&nbsp;17142 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;17334 | &nbsp;&nbsp;14046 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;13855 | &nbsp;&nbsp;10064 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5763 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;3769 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;17262 | &nbsp;&nbsp;12792 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;12206 | &nbsp;&nbsp;10893 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;4915 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/15/2042 | &nbsp;&nbsp;13597 | &nbsp;&nbsp;11005 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;11491 | &nbsp;&nbsp;&nbsp;&nbsp;9595 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;13794 | &nbsp;&nbsp;13295 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;17359 | &nbsp;&nbsp;15143 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;20655 | &nbsp;&nbsp;16460 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;16661 | &nbsp;&nbsp;13366 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;4922 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;23386 | &nbsp;&nbsp;18589 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;6196 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;18919 | &nbsp;&nbsp;13630 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;17841 | &nbsp;&nbsp;11112 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;24062 | &nbsp;&nbsp;15851 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;34957 | &nbsp;&nbsp;34502 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;28014 | &nbsp;&nbsp;24643 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;23729 | &nbsp;&nbsp;21805 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;36297 | &nbsp;&nbsp;34550 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;10438 | &nbsp;&nbsp;10516 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;11856 | &nbsp;&nbsp;&nbsp;&nbsp;8264 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;16062 | &nbsp;&nbsp;&nbsp;&nbsp;9548 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;31955 | &nbsp;&nbsp;31918 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;21568 | &nbsp;&nbsp;18789 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2064 | &nbsp;&nbsp;15623 | &nbsp;&nbsp;14312 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;26551 | &nbsp;&nbsp;25278 |
| <sup>7</sup> | Universal Health Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | Universal Health Services Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;7842 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;12198 | &nbsp;&nbsp;10979 |
|  | Universal Health Services Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;7714 |
|  | UPMC | &nbsp;&nbsp;5.035% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp;&nbsp;&nbsp;9499 |
|  | Utah Acquisition Sub Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8484 | &nbsp;&nbsp;&nbsp;&nbsp;6817 |
|  | Viatris Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8014 | &nbsp;&nbsp;&nbsp;&nbsp;7774 |
|  | Viatris Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;16372 | &nbsp;&nbsp;14832 |
|  | Viatris Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/22/2040 | &nbsp;&nbsp;13926 | &nbsp;&nbsp;10572 |
|  | Viatris Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/22/2050 | &nbsp;&nbsp;18888 | &nbsp;&nbsp;12367 |
| <sup>2</sup> | WakeMed | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;2495 |
| <sup>2</sup> | West Virginia United Health System Obligated Group | &nbsp;&nbsp;3.129% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;3044 |
| <sup>2</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;4.813% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4201 | &nbsp;&nbsp;&nbsp;&nbsp;3612 |
| <sup>2</sup> | Willis-Knighton Medical Center | &nbsp;&nbsp;3.065% | &nbsp;&nbsp;3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;5721 |
|  | Wyeth LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;12156 | &nbsp;&nbsp;13431 |
|  | Wyeth LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;12190 | &nbsp;&nbsp;13021 |
|  | Wyeth LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;16873 | &nbsp;&nbsp;17879 |
| <sup>2</sup> | Yale-New Haven Health Services Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;7360 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;18932 | &nbsp;&nbsp;16899 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5783 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;17342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17045 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11060 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10611 |
|  | Zoetis Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11479 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8748 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;12216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10242 |
|  | Zoetis Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 |
|  |  |  |  |  | &nbsp;&nbsp;**11117879** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
|  | 3M Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8228 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15423 |
|  | 3M Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19537 |
|  | 3M Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13307 |
|  | 3M Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8857 |
|  | 3M Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7354 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;12795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8611 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;10692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7755 |
| <sup>2</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;16715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12870 |
|  | 3M Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp;25377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16936 |
|  | 3M Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | Acuity Brands Lighting Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230 |
|  | AGCO Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9661 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.411% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7420 |
|  | Allegion US Holding Co. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/29/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2015-1 | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>2</sup> | American Airlines Pass-Through Trust Class A Series 2021-1 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;11442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10233 |
| <sup>2</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;9466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210 |
| <sup>2</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;1654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
| <sup>2</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;7414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224 |
| <sup>2</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;5005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 |
| <sup>2</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;4928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 |
| <sup>2</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;4226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
| <sup>2</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;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9645 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8151 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6531 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10849 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14824 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12258 |
|  | Amphenol Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17038 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8913 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;14005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13988 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;32650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31567 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27691 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;27364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27509 |
|  | Boeing Co. | &nbsp;&nbsp;6.259% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13598 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20887 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;15518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14959 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;16099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16914 |
|  | Boeing Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10427 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;119835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121666 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;34611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32899 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;37489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40004 |
|  | Boeing Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13657 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;18092 | &nbsp;&nbsp;&nbsp;&nbsp;16175 |
| Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;32648 | &nbsp;&nbsp;&nbsp;&nbsp;35563 |
| Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;14645 | &nbsp;&nbsp;&nbsp;&nbsp;12541 |
| Boeing Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 |
| Boeing Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 |
| Boeing Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;15306 | &nbsp;&nbsp;&nbsp;&nbsp;16831 |
| Boeing Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11047 | &nbsp;&nbsp;&nbsp;&nbsp;11084 |
| Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;22180 | &nbsp;&nbsp;&nbsp;&nbsp;22218 |
| Boeing Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5179 |
| Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;15993 | &nbsp;&nbsp;&nbsp;&nbsp;11679 |
| Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;21587 | &nbsp;&nbsp;&nbsp;&nbsp;15304 |
| Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;115959 | &nbsp;&nbsp;111935 |
| Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;17951 | &nbsp;&nbsp;&nbsp;&nbsp;19750 |
| Boeing Co. | &nbsp;&nbsp;3.825% | &nbsp;&nbsp;3/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6568 |
| Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;38961 | &nbsp;&nbsp;&nbsp;&nbsp;37506 |
| Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;32675 | &nbsp;&nbsp;&nbsp;&nbsp;36136 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11994 | &nbsp;&nbsp;&nbsp;&nbsp;12451 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10967 | &nbsp;&nbsp;&nbsp;&nbsp;10560 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18791 | &nbsp;&nbsp;&nbsp;&nbsp;18766 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8469 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12044 | &nbsp;&nbsp;&nbsp;&nbsp;10578 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;18081 | &nbsp;&nbsp;&nbsp;&nbsp;15742 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7596 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;18612 | &nbsp;&nbsp;&nbsp;&nbsp;17077 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8958 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;18012 | &nbsp;&nbsp;&nbsp;&nbsp;14817 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;10143 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;16994 | &nbsp;&nbsp;&nbsp;&nbsp;13269 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;16447 | &nbsp;&nbsp;&nbsp;&nbsp;13240 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13265 | &nbsp;&nbsp;&nbsp;&nbsp;10629 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;17960 | &nbsp;&nbsp;&nbsp;&nbsp;12957 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;11919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;10797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7192 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;28693 | &nbsp;&nbsp;&nbsp;&nbsp;26400 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;33260 | &nbsp;&nbsp;&nbsp;&nbsp;32040 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6023 |
| Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;12192 | &nbsp;&nbsp;&nbsp;&nbsp;12302 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
| Canadian National Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224 |
| Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5817 |
| Canadian National Railway Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5858 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381 |
| Canadian National Railway Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723 |
| Canadian National Railway Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/3/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258 |
| Canadian National Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
| Canadian National Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8315 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7056 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7273 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20257 | &nbsp;&nbsp;&nbsp;&nbsp;17996 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;13744 | &nbsp;&nbsp;&nbsp;&nbsp;14610 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/2/2041 | &nbsp;&nbsp;&nbsp;&nbsp;15721 | &nbsp;&nbsp;&nbsp;&nbsp;11536 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7344 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 |
| Canadian Pacific Railway Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;11651 | &nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/2/2051 | &nbsp;&nbsp;34149 | &nbsp;&nbsp;22345 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5498 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;7774 | &nbsp;&nbsp;&nbsp;&nbsp;7829 |
|  | Carrier Global Corp. | &nbsp;&nbsp;2.722% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;34825 | &nbsp;&nbsp;32543 |
|  | Carrier Global Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15792 | &nbsp;&nbsp;16668 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/2040 | &nbsp;&nbsp;29742 | &nbsp;&nbsp;23423 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.577% | &nbsp;&nbsp;4/5/2050 | &nbsp;&nbsp;12806 | &nbsp;&nbsp;&nbsp;&nbsp;9154 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5972 | &nbsp;&nbsp;&nbsp;&nbsp;6264 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/12/2027 | &nbsp;&nbsp;11927 | &nbsp;&nbsp;11866 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6332 | &nbsp;&nbsp;&nbsp;&nbsp;6074 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;13798 | &nbsp;&nbsp;13863 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;10201 | &nbsp;&nbsp;10291 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4727 | &nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3920 |
| <sup>2</sup> | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;14762 | &nbsp;&nbsp;14747 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/23/2029 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;10072 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;8073 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;7209 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;5109 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8022 | &nbsp;&nbsp;&nbsp;&nbsp;7608 |
|  | Caterpillar Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/9/2030 | &nbsp;&nbsp;18699 | &nbsp;&nbsp;17541 |
|  | Caterpillar Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;5293 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6874 | &nbsp;&nbsp;&nbsp;&nbsp;7178 |
|  | Caterpillar Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;10576 | &nbsp;&nbsp;11564 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/27/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;21107 | &nbsp;&nbsp;17412 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;&nbsp;4305 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/19/2049 | &nbsp;&nbsp;18213 | &nbsp;&nbsp;12652 |
|  | Caterpillar Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | Caterpillar Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2046 |
|  | Caterpillar Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  | CH Robinson Worldwide Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;12186 | &nbsp;&nbsp;12097 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3569 | &nbsp;&nbsp;&nbsp;&nbsp;3568 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;4517 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8008 | &nbsp;&nbsp;&nbsp;&nbsp;8010 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7996 | &nbsp;&nbsp;&nbsp;&nbsp;8195 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;15438 | &nbsp;&nbsp;15640 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;10945 | &nbsp;&nbsp;10812 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;11037 |
| <sup>2</sup> | CNH Industrial NV | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9443 | &nbsp;&nbsp;&nbsp;&nbsp;9356 |
|  | CSX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;17325 | &nbsp;&nbsp;17130 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8032 | &nbsp;&nbsp;&nbsp;&nbsp;7964 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;24318 | &nbsp;&nbsp;24286 |
|  | CSX Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;14515 | &nbsp;&nbsp;13491 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;14628 | &nbsp;&nbsp;14181 |
|  | CSX Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | CSX Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;12846 | &nbsp;&nbsp;12890 |
|  | CSX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9478 | &nbsp;&nbsp;10133 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9322 | &nbsp;&nbsp;10072 |
|  | CSX Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;4/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8984 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
|  | CSX Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;5914 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;4806 |
|  | CSX Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | CSX Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;13154 | &nbsp;&nbsp;10869 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7984 | &nbsp;&nbsp;&nbsp;&nbsp;6116 |
|  | CSX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;6867 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;12517 | &nbsp;&nbsp;10867 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;18684 | &nbsp;&nbsp;15600 |
|  | CSX Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;14463 | &nbsp;&nbsp;10002 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;3313 |
|  | CSX Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6112 | &nbsp;&nbsp;&nbsp;&nbsp;3592 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;20777 | &nbsp;&nbsp;17309 |
|  | CSX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2118 |
|  | CSX Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;2770 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp;7866 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | CSX Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2068 | &nbsp;&nbsp;&nbsp;&nbsp;5821 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | Cummins Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | Cummins Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9306 | &nbsp;&nbsp;&nbsp;&nbsp;9463 |
|  | Cummins Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3156 |
|  | Cummins Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;13554 |
|  | Cummins Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4054 |
|  | Cummins Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/9/2035 | &nbsp;&nbsp;22150 | &nbsp;&nbsp;22559 |
|  | Cummins Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;16269 | &nbsp;&nbsp;15216 |
|  | Cummins Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;5370 |
|  | Cummins Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/20/2054 | &nbsp;&nbsp;14850 | &nbsp;&nbsp;14342 |
|  | Deere & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;14539 | &nbsp;&nbsp;15090 |
|  | Deere & Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13145 | &nbsp;&nbsp;12552 |
|  | Deere & Co. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Deere & Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/16/2035 | &nbsp;&nbsp;13370 | &nbsp;&nbsp;13880 |
|  | Deere & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/9/2042 | &nbsp;&nbsp;11606 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
|  | Deere & Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;9/7/2049 | &nbsp;&nbsp;13952 | &nbsp;&nbsp;&nbsp;&nbsp;9152 |
|  | Deere & Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;12332 | &nbsp;&nbsp;&nbsp;&nbsp;9415 |
|  | Deere & Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/19/2055 | &nbsp;&nbsp;10620 | &nbsp;&nbsp;10820 |
|  | 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;4.950% | &nbsp;&nbsp;7/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;&nbsp;&nbsp;9682 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;5786 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7301 | &nbsp;&nbsp;&nbsp;&nbsp;7357 |
| <sup>2</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;5464 | &nbsp;&nbsp;&nbsp;&nbsp;5284 |
|  | Dover Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Dover Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6964 | &nbsp;&nbsp;&nbsp;&nbsp;6972 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
|  | Eaton Corp. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;15418 | &nbsp;&nbsp;15200 |
|  | Eaton Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;16600 | &nbsp;&nbsp;16485 |
|  | Eaton Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7579 | &nbsp;&nbsp;&nbsp;&nbsp;7503 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4757 |
|  | Eaton Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;11207 | &nbsp;&nbsp;10852 |
|  | Eaton Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
|  | Eaton Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/6/2036 | &nbsp;&nbsp;27528 | &nbsp;&nbsp;27179 |
|  | Eaton Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/2/2042 | &nbsp;&nbsp;13470 | &nbsp;&nbsp;11513 |
|  | Eaton Corp. | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp;3147 |
|  | Eaton Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/23/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Eaton Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2056 | &nbsp;&nbsp;25700 | &nbsp;&nbsp;24839 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;2/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9311 | &nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  | Embraer Netherlands Finance BV | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;11543 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;18481 | &nbsp;&nbsp;17869 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/21/2028 | &nbsp;&nbsp;11585 | &nbsp;&nbsp;10960 |
|  | Emerson Electric Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;11777 | &nbsp;&nbsp;10595 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/21/2031 | &nbsp;&nbsp;16662 | &nbsp;&nbsp;14790 |
|  | Emerson Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;13315 | &nbsp;&nbsp;&nbsp;&nbsp;8203 |
|  | Emerson Electric Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;12/21/2051 | &nbsp;&nbsp;12470 | &nbsp;&nbsp;&nbsp;&nbsp;7668 |
| <sup>2</sup> | Federal Express Corp. Pass-Through Trusts Series 2020-1 | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;16157 | &nbsp;&nbsp;13908 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;5564 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp;&nbsp;&nbsp;5423 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;7850 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8332 | &nbsp;&nbsp;&nbsp;&nbsp;8242 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;12005 | &nbsp;&nbsp;11023 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9893 | &nbsp;&nbsp;&nbsp;&nbsp;7443 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;3057 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;21356 | &nbsp;&nbsp;18278 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;16756 | &nbsp;&nbsp;13921 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;11437 | &nbsp;&nbsp;&nbsp;&nbsp;9208 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;15439 | &nbsp;&nbsp;11763 |
| <sup>2</sup> | FedEx Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;17875 | &nbsp;&nbsp;16364 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;6770 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;9072 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4999 | &nbsp;&nbsp;&nbsp;&nbsp;4875 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5662 | &nbsp;&nbsp;&nbsp;&nbsp;5474 |
|  | Fortive Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;5685 |
|  | GE Capital Funding LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;11733 | &nbsp;&nbsp;11688 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7542 | &nbsp;&nbsp;&nbsp;&nbsp;7449 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7183 | &nbsp;&nbsp;&nbsp;&nbsp;7118 |
|  | GE Vernova Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7418 | &nbsp;&nbsp;&nbsp;&nbsp;7133 |
|  | General Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6165 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | General Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;1830 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9796 |
| <sup>2</sup> | General Electric Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/14/2038 | &nbsp;&nbsp;24855 | &nbsp;&nbsp;26460 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;6009 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;12831 | &nbsp;&nbsp;11427 |
|  | GXO Logistics Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/6/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;8413 |
|  | HEICO Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;4095 |
|  | HEICO Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;8572 |
|  | Hexcel Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;1576 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;27620 | &nbsp;&nbsp;27338 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;21150 | &nbsp;&nbsp;20896 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;36065 | &nbsp;&nbsp;35780 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;3/16/2046 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15264 |
| <sup>7</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;9711 | &nbsp;&nbsp;&nbsp;&nbsp;9204 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;15073 | &nbsp;&nbsp;13663 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;23085 | &nbsp;&nbsp;19997 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8679 | &nbsp;&nbsp;&nbsp;&nbsp;8539 |
|  | Honeywell International Inc. | &nbsp;&nbsp;3.812% | &nbsp;&nbsp;11/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5966 | &nbsp;&nbsp;&nbsp;&nbsp;4521 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;12498 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;10315 | &nbsp;&nbsp;10430 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9779 | &nbsp;&nbsp;&nbsp;&nbsp;9659 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;13733 | &nbsp;&nbsp;14625 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;14040 | &nbsp;&nbsp;13820 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9314 | &nbsp;&nbsp;&nbsp;&nbsp;8827 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2100 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;10286 | &nbsp;&nbsp;10096 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;52231 | &nbsp;&nbsp;53971 |
|  | IDEX Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;6763 |
|  | IDEX Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;5763 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;11046 | &nbsp;&nbsp;10443 |
|  | Illinois Tool Works Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;18655 | &nbsp;&nbsp;15548 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;11645 | &nbsp;&nbsp;11748 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;11486 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7714 | &nbsp;&nbsp;&nbsp;&nbsp;7917 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/14/2033 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;13739 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;10070 | &nbsp;&nbsp;10277 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;7914 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8406 | &nbsp;&nbsp;&nbsp;&nbsp;8719 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;6078 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;8079 |
|  | Jacobs Solutions Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;7050 |
| <sup>2</sup> | JetBlue Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3802 | &nbsp;&nbsp;&nbsp;&nbsp;3602 |
| <sup>2</sup> | JetBlue Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5987 | &nbsp;&nbsp;&nbsp;&nbsp;5306 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;10457 | &nbsp;&nbsp;10558 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;9/8/2027 | &nbsp;&nbsp;13329 | &nbsp;&nbsp;13090 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;17167 | &nbsp;&nbsp;17198 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;1/6/2028 | &nbsp;&nbsp;17636 | &nbsp;&nbsp;17339 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2826 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6517 | &nbsp;&nbsp;&nbsp;&nbsp;6605 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;14104 | &nbsp;&nbsp;14344 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;17852 | &nbsp;&nbsp;17919 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;25956 | &nbsp;&nbsp;26460 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7282 | &nbsp;&nbsp;&nbsp;&nbsp;7350 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;11351 | &nbsp;&nbsp;11136 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7916 | &nbsp;&nbsp;&nbsp;&nbsp;7858 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;14498 | &nbsp;&nbsp;13860 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4183 | &nbsp;&nbsp;&nbsp;&nbsp;4295 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;13225 | &nbsp;&nbsp;12431 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/5/2030 | &nbsp;&nbsp;11220 | &nbsp;&nbsp;11293 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;16011 | &nbsp;&nbsp;16228 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7825 | &nbsp;&nbsp;&nbsp;&nbsp;7812 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6128 | &nbsp;&nbsp;&nbsp;&nbsp;5380 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/7/2031 | &nbsp;&nbsp;18895 | &nbsp;&nbsp;19287 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;12554 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;7737 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;14251 | &nbsp;&nbsp;14692 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/11/2034 | &nbsp;&nbsp;14473 | &nbsp;&nbsp;14726 |
| <sup>2</sup> | John Deere Capital Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;13654 | &nbsp;&nbsp;13854 |
|  | Johnson Controls International plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/19/2029 | &nbsp;&nbsp;10103 | &nbsp;&nbsp;10435 |
|  | Johnson Controls International plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7922 | &nbsp;&nbsp;&nbsp;&nbsp;7036 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4719 |
| <sup>2</sup> | Johnson Controls International plc | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4093 | &nbsp;&nbsp;&nbsp;&nbsp;4350 |
|  | Johnson Controls International plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;10386 | &nbsp;&nbsp;&nbsp;&nbsp;8754 |
| <sup>2</sup> | Johnson Controls International plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/2/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6752 | &nbsp;&nbsp;&nbsp;&nbsp;5681 |
|  | Kennametal Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8833 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;11151 | &nbsp;&nbsp;11159 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp;&nbsp;&nbsp;8141 |
|  | Keysight Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3383 |
|  | Kirby Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;14291 | &nbsp;&nbsp;14199 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;5060 |
| <sup>2</sup> | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;21844 | &nbsp;&nbsp;21852 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;10255 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;10441 | &nbsp;&nbsp;&nbsp;&nbsp;9855 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10441 | &nbsp;&nbsp;&nbsp;&nbsp;9140 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;10897 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/2033 | &nbsp;&nbsp;22776 | &nbsp;&nbsp;23350 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;11640 | &nbsp;&nbsp;11844 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.854% | &nbsp;&nbsp;4/27/2035 | &nbsp;&nbsp;12762 | &nbsp;&nbsp;12515 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9922 | &nbsp;&nbsp;&nbsp;&nbsp;9215 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/31/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp;8344 |
|  | Lennox International Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | Lennox International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;8935 |
|  | LKQ Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;11196 | &nbsp;&nbsp;11396 |
|  | LKQ Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;20410 | &nbsp;&nbsp;20759 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8579 | &nbsp;&nbsp;&nbsp;&nbsp;8631 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6674 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5287 | &nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3136 | &nbsp;&nbsp;&nbsp;&nbsp;2834 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;10485 | &nbsp;&nbsp;10496 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7295 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;11200 | &nbsp;&nbsp;10875 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9854 | &nbsp;&nbsp;&nbsp;&nbsp;9872 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2177 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;12674 | &nbsp;&nbsp;11550 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5784 | &nbsp;&nbsp;&nbsp;&nbsp;5832 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;14328 | &nbsp;&nbsp;13916 |
| <sup>2</sup> | Lockheed Martin Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;11921 | &nbsp;&nbsp;13069 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;13554 | &nbsp;&nbsp;11455 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;12992 | &nbsp;&nbsp;10245 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;23916 | &nbsp;&nbsp;21207 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;23867 | &nbsp;&nbsp;18642 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;14855 | &nbsp;&nbsp;11700 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;15129 | &nbsp;&nbsp;15114 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;17082 | &nbsp;&nbsp;15863 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;6719 | &nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2063 | &nbsp;&nbsp;18596 | &nbsp;&nbsp;18990 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;2094 |
|  | MasTec Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;6388 |
| <sup>2</sup> | Nature Conservancy | &nbsp;&nbsp;3.957% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;5491 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;7.800% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5518 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;11083 | &nbsp;&nbsp;10939 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;13692 | &nbsp;&nbsp;13547 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;16015 | &nbsp;&nbsp;15082 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;16665 | &nbsp;&nbsp;17031 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;6246 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6611 | &nbsp;&nbsp;&nbsp;&nbsp;6858 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;17036 | &nbsp;&nbsp;15697 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5767 | &nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp;6650 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.942% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8366 | &nbsp;&nbsp;&nbsp;&nbsp;6404 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/28/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp;2327 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6516 | &nbsp;&nbsp;&nbsp;&nbsp;5069 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;3855 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;13085 | &nbsp;&nbsp;&nbsp;&nbsp;8395 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;10632 | &nbsp;&nbsp;&nbsp;&nbsp;8057 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;&nbsp;1285 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;21253 | &nbsp;&nbsp;17467 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;18626 | &nbsp;&nbsp;17355 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.155% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;22929 | &nbsp;&nbsp;14498 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;17320 | &nbsp;&nbsp;17178 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2121 | &nbsp;&nbsp;&nbsp;&nbsp;9699 | &nbsp;&nbsp;&nbsp;&nbsp;6557 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;43448 | &nbsp;&nbsp;42693 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8191 | &nbsp;&nbsp;&nbsp;&nbsp;8246 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;19908 | &nbsp;&nbsp;19857 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;9176 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;10114 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;6820 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;28754 | &nbsp;&nbsp;28065 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;18813 | &nbsp;&nbsp;17002 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;10924 | &nbsp;&nbsp;&nbsp;&nbsp;8572 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;35226 | &nbsp;&nbsp;27702 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;3456 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;14920 | &nbsp;&nbsp;13212 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;7000 |
|  | nVent Finance Sarl | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6986 | &nbsp;&nbsp;&nbsp;&nbsp;6970 |
|  | nVent Finance Sarl | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;6763 |
|  | Oshkosh Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9000 |
|  | Oshkosh Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp;&nbsp;&nbsp;4070 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.293% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;9014 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;10175 | &nbsp;&nbsp;10384 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;26054 | &nbsp;&nbsp;24185 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;2413 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.131% | &nbsp;&nbsp;9/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3267 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.112% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;15013 | &nbsp;&nbsp;11405 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;3.362% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9370 | &nbsp;&nbsp;&nbsp;&nbsp;9468 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7411 | &nbsp;&nbsp;&nbsp;&nbsp;7436 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/6/2027 | &nbsp;&nbsp;12823 | &nbsp;&nbsp;12901 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6654 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;10995 | &nbsp;&nbsp;10988 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3087 | &nbsp;&nbsp;&nbsp;&nbsp;3143 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6709 | &nbsp;&nbsp;&nbsp;&nbsp;6686 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;4653 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;4376 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/26/2029 | &nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;9945 |
|  | PACCAR Financial Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6646 |
| <sup>2</sup> | PACCAR Financial Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;6791 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;15478 | &nbsp;&nbsp;15003 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;15485 | &nbsp;&nbsp;15570 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8693 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
| <sup>2</sup> | Parker-Hannifin Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/21/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9462 | &nbsp;&nbsp;&nbsp;&nbsp;8169 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6852 | &nbsp;&nbsp;&nbsp;&nbsp;5521 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/14/2049 | &nbsp;&nbsp;11566 | &nbsp;&nbsp;&nbsp;&nbsp;9031 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6166 | &nbsp;&nbsp;&nbsp;&nbsp;6131 |
|  | Pentair Finance Sarl | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;5563 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;5463 |
|  | Precision Castparts Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6447 | &nbsp;&nbsp;&nbsp;&nbsp;5495 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;13780 | &nbsp;&nbsp;14134 |
| <sup>2</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;14295 | &nbsp;&nbsp;14980 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;17727 | &nbsp;&nbsp;18723 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3906 | &nbsp;&nbsp;&nbsp;&nbsp;3858 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;5947 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;4079 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9934 | &nbsp;&nbsp;10142 |
|  | Republic Services Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;10948 | &nbsp;&nbsp;10102 |
|  | Republic Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10430 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
|  | Republic Services Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4934 | &nbsp;&nbsp;&nbsp;&nbsp;4224 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;19944 | &nbsp;&nbsp;20141 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;11856 | &nbsp;&nbsp;12086 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic Services Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | Republic Services Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;9462 |
|  | Republic Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5278 | &nbsp;&nbsp;&nbsp;&nbsp;3501 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;8667 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9081 | &nbsp;&nbsp;&nbsp;&nbsp;7890 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9452 | &nbsp;&nbsp;&nbsp;&nbsp;7672 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7042 | &nbsp;&nbsp;&nbsp;&nbsp;3932 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/4/2027 | &nbsp;&nbsp;15366 | &nbsp;&nbsp;15173 |
|  | RTX Corp. | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;6175 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;53607 | &nbsp;&nbsp;53396 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;4129 |
|  | RTX Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;27740 | &nbsp;&nbsp;25378 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;7932 |
|  | RTX Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;17489 | &nbsp;&nbsp;15231 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;14867 | &nbsp;&nbsp;13098 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;17308 | &nbsp;&nbsp;17664 |
|  | RTX Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;26246 | &nbsp;&nbsp;28262 |
|  | RTX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7278 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;15108 | &nbsp;&nbsp;16246 |
|  | RTX Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9197 | &nbsp;&nbsp;&nbsp;&nbsp;9890 |
|  | RTX Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/16/2038 | &nbsp;&nbsp;15995 | &nbsp;&nbsp;14758 |
|  | RTX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9491 | &nbsp;&nbsp;&nbsp;&nbsp;8607 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;39292 | &nbsp;&nbsp;34869 |
|  | RTX Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2043 | &nbsp;&nbsp;15133 | &nbsp;&nbsp;13638 |
|  | RTX Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;15434 | &nbsp;&nbsp;12622 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;14714 | &nbsp;&nbsp;11185 |
|  | RTX Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;17468 | &nbsp;&nbsp;14475 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8214 | &nbsp;&nbsp;&nbsp;&nbsp;6503 |
|  | RTX Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/16/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6157 | &nbsp;&nbsp;&nbsp;&nbsp;5240 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;10007 | &nbsp;&nbsp;&nbsp;&nbsp;6580 |
|  | RTX Corp. | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;14008 | &nbsp;&nbsp;&nbsp;&nbsp;8565 |
|  | RTX Corp. | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;14864 | &nbsp;&nbsp;&nbsp;&nbsp;9414 |
|  | RTX Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;24260 | &nbsp;&nbsp;22731 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;22352 | &nbsp;&nbsp;24092 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;10442 | &nbsp;&nbsp;10677 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10508 | &nbsp;&nbsp;10681 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4886 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;13780 | &nbsp;&nbsp;14103 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;4089 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;2822 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;14645 | &nbsp;&nbsp;14808 |
|  | Ryder System Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;2386 |
| <sup>2</sup> | Ryder System Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6999 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;11475 | &nbsp;&nbsp;12589 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;33577 | &nbsp;&nbsp;33693 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4764 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | Southwest Airlines Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6501 | &nbsp;&nbsp;&nbsp;&nbsp;6101 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;4195 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;19393 | &nbsp;&nbsp;17733 |
|  | Textron Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp;9504 |
|  | Textron Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4599 |
|  | Textron Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8831 | &nbsp;&nbsp;&nbsp;&nbsp;7958 |
|  | Textron Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5938 |
|  | Textron Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;6621 |
|  | Textron Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;7565 |
|  | Timken Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;11095 | &nbsp;&nbsp;11072 |
|  | Timken Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7722 | &nbsp;&nbsp;&nbsp;&nbsp;7290 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/21/2029 | &nbsp;&nbsp;10866 | &nbsp;&nbsp;10729 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6214 | &nbsp;&nbsp;&nbsp;&nbsp;6379 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5841 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;1718 |
|  | Trane Technologies Financing Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/21/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;4818 |
|  | Trane Technologies Holdco Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;10929 | &nbsp;&nbsp;10832 |
|  | Trane Technologies Holdco Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;7635 |
|  | Trimble Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9543 | &nbsp;&nbsp;&nbsp;&nbsp;9577 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;10076 | &nbsp;&nbsp;&nbsp;&nbsp;9065 |
|  | Triton Container International Ltd. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5091 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;16552 | &nbsp;&nbsp;16323 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4742 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8949 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6724 | &nbsp;&nbsp;&nbsp;&nbsp;6648 |
|  | Tyco Electronics Group SA | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;11355 | &nbsp;&nbsp;13118 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7496 | &nbsp;&nbsp;&nbsp;&nbsp;7453 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9947 | &nbsp;&nbsp;&nbsp;&nbsp;9809 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1666 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;11675 | &nbsp;&nbsp;10411 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8597 | &nbsp;&nbsp;&nbsp;&nbsp;8756 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.891% | &nbsp;&nbsp;4/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4468 | &nbsp;&nbsp;&nbsp;&nbsp;3750 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3052 | &nbsp;&nbsp;&nbsp;&nbsp;2671 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/20/2041 | &nbsp;&nbsp;15874 | &nbsp;&nbsp;12229 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6124 | &nbsp;&nbsp;&nbsp;&nbsp;4901 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7669 | &nbsp;&nbsp;&nbsp;&nbsp;5453 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/10/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;29180 | &nbsp;&nbsp;19787 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;2144 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/10/2052 | &nbsp;&nbsp;20878 | &nbsp;&nbsp;13043 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2053 | &nbsp;&nbsp;15631 | &nbsp;&nbsp;10869 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | Union Pacific Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4017 | &nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;5517 | &nbsp;&nbsp;&nbsp;&nbsp;4002 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;24675 | &nbsp;&nbsp;17493 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/20/2061 | &nbsp;&nbsp;&nbsp;&nbsp;9892 | &nbsp;&nbsp;&nbsp;&nbsp;6524 |
|  | Union Pacific Corp. | &nbsp;&nbsp;2.973% | &nbsp;&nbsp;9/16/2062 | &nbsp;&nbsp;14350 | &nbsp;&nbsp;&nbsp;&nbsp;8239 |
|  | Union Pacific Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2067 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;5831 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/5/2070 | &nbsp;&nbsp;&nbsp;&nbsp;9711 | &nbsp;&nbsp;&nbsp;&nbsp;6448 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/2071 | &nbsp;&nbsp;26215 | &nbsp;&nbsp;17652 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/14/2072 | &nbsp;&nbsp;&nbsp;&nbsp;6671 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9579 | &nbsp;&nbsp;&nbsp;&nbsp;9739 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2023-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;20532 | &nbsp;&nbsp;21133 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2024-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;10361 | &nbsp;&nbsp;10645 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2015-1 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2016-1 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/7/2028 | &nbsp;&nbsp;17262 | &nbsp;&nbsp;16808 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2016-2 | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;&nbsp;&nbsp;4438 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;5887 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2019-2 | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4439 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class AA Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2037 | &nbsp;&nbsp;16456 | &nbsp;&nbsp;16768 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;14843 | &nbsp;&nbsp;14614 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;12719 | &nbsp;&nbsp;12440 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7869 | &nbsp;&nbsp;&nbsp;&nbsp;7442 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;14890 | &nbsp;&nbsp;15179 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/22/2034 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10406 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;12051 | &nbsp;&nbsp;13146 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3969 | &nbsp;&nbsp;&nbsp;&nbsp;3920 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8106 | &nbsp;&nbsp;&nbsp;&nbsp;7708 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;12990 | &nbsp;&nbsp;10234 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;2114 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;14415 | &nbsp;&nbsp;10828 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;14250 | &nbsp;&nbsp;11423 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5369 | &nbsp;&nbsp;&nbsp;&nbsp;3737 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;7362 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/3/2053 | &nbsp;&nbsp;12940 | &nbsp;&nbsp;11515 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/14/2055 | &nbsp;&nbsp;12273 | &nbsp;&nbsp;12405 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/22/2064 | &nbsp;&nbsp;12778 | &nbsp;&nbsp;12058 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;5833 |
|  | Valmont Industries Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | Veralto Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9512 |
|  | Veralto Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;10250 | &nbsp;&nbsp;10471 |
|  | Vertiv Holdings Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | Vertiv Holdings Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;5493 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Vertiv Holdings Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 |
| Vertiv Holdings Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 |
| Vontier Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7903 |
| Vontier Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7763 |
| Waste Connections Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 |
| Waste Connections Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9705 |
| Waste Connections Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 |
| Waste Connections Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;15869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13939 |
| Waste Connections Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;11182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10823 |
| Waste Connections Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9653 |
| Waste Connections Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 |
| Waste Connections Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;13612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13338 |
| Waste Connections Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 |
| Waste Connections Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6986 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 |
| Waste Management Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;18865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18586 |
| Waste Management Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12286 |
| Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;15435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15686 |
| Waste Management Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5912 |
| Waste Management Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9883 |
| Waste Management Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;19494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16950 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7622 |
| Waste Management Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;14545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14766 |
| Waste Management Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9384 |
| Waste Management Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;18678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18899 |
| Waste Management Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;22275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22344 |
| Waste Management Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;10242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7645 |
| Waste Management Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;10118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 |
| Waste Management Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;18335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18386 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4217 |
| WW Grainger Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;20512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20181 |
| WW Grainger Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |
| WW Grainger Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636 |
| Xylem Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/30/2028 | &nbsp;&nbsp;18249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17509 |
| Xylem Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6554 |
| Xylem Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381 |
|  |  |  |  | &nbsp;&nbsp;**6837914** |
| **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;6442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6289 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10047 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;19471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19480 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;13163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9674 |
| Air Products and Chemicals Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;13041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8061 |
| Albemarle Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 |
| Amcor Finance USA Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8857 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/8/2029 | &nbsp;&nbsp;12875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12757 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;6/19/2030 | &nbsp;&nbsp;15767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14529 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6138 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9212 |
| Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/12/2036 | &nbsp;&nbsp;10159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9871 |
| Amcor Group Finance plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 |
| Amrize Finance US LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 |
| Amrize Finance US LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |
| Amrize Finance US LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133 |
| Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 |
| AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;10192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9860 |
| AngloGold Ashanti Holdings plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;11245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10793 |
| AptarGroup Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 |
| ArcelorMittal SA | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;18155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18711 |
| ArcelorMittal SA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7627 |
| ArcelorMittal SA | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15068 |
| ArcelorMittal SA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 |
| ArcelorMittal SA | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;9522 |
|  | ArcelorMittal SA | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;6/17/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2729 |
|  | Barrick Mining Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/30/2041 | &nbsp;&nbsp;12504 | &nbsp;&nbsp;12507 |
|  | Barrick North America Finance LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;11678 | &nbsp;&nbsp;11573 |
|  | Barrick PD Australia Finance Pty Ltd. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;14644 | &nbsp;&nbsp;15043 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6772 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;33078 | &nbsp;&nbsp;34261 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;24367 | &nbsp;&nbsp;24921 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;13010 | &nbsp;&nbsp;13131 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;8406 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6908 | &nbsp;&nbsp;&nbsp;&nbsp;7039 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/2030 | &nbsp;&nbsp;12725 | &nbsp;&nbsp;13093 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;16810 | &nbsp;&nbsp;17173 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;8086 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;18830 | &nbsp;&nbsp;18820 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/24/2042 | &nbsp;&nbsp;15446 | &nbsp;&nbsp;13071 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;32596 | &nbsp;&nbsp;30340 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/8/2053 | &nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/5/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
|  | Cabot Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;5323 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7885 | &nbsp;&nbsp;&nbsp;&nbsp;7795 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;16948 | &nbsp;&nbsp;15842 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;1787 |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4253 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5503 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/2/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;5412 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;12855 | &nbsp;&nbsp;12778 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9645 | &nbsp;&nbsp;&nbsp;&nbsp;9612 |
|  | CF Industries Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | CF Industries Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;10433 | &nbsp;&nbsp;&nbsp;&nbsp;9741 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9198 | &nbsp;&nbsp;&nbsp;&nbsp;9075 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/21/2034 | &nbsp;&nbsp;13819 | &nbsp;&nbsp;14075 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;17767 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;12009 | &nbsp;&nbsp;11779 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/9/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;4759 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;12315 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;12560 | &nbsp;&nbsp;12768 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;5915 |
|  | Dow Chemical Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;5857 |
|  | Dow Chemical Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9980 | &nbsp;&nbsp;&nbsp;&nbsp;8775 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;13735 | &nbsp;&nbsp;12469 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | Dow Chemical Co. | &nbsp;&nbsp;9.400% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;15756 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;22223 | &nbsp;&nbsp;19550 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;19613 | &nbsp;&nbsp;15365 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;3713 |
|  | Dow Chemical Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/30/2048 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;11485 |
|  | Dow Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9828 | &nbsp;&nbsp;&nbsp;&nbsp;7619 |
|  | Dow Chemical Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;15890 | &nbsp;&nbsp;10201 |
|  | Dow Chemical Co. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;6953 |
| <sup>7</sup> | DuPont de Nemours Inc. | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;11531 | &nbsp;&nbsp;11570 |
|  | Eagle Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;6853 |
|  | Eagle Materials Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;5737 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;2825 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;5748 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9587 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;28158 | &nbsp;&nbsp;28548 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;6754 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;14148 | &nbsp;&nbsp;11856 |
|  | Ecolab Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;5450 |
|  | Ecolab Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;3183 |
|  | Ecolab Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7701 | &nbsp;&nbsp;&nbsp;&nbsp;6761 |
|  | Ecolab Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;5019 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9212 | &nbsp;&nbsp;&nbsp;&nbsp;5546 |
|  | Ecolab Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/18/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;&nbsp;&nbsp;1411 |
|  | EIDP Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7039 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | EIDP Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2537 |
|  | EIDP Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;12480 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6224 | &nbsp;&nbsp;&nbsp;&nbsp;6225 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7642 | &nbsp;&nbsp;&nbsp;&nbsp;7585 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;10842 | &nbsp;&nbsp;10777 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10998 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;11959 | &nbsp;&nbsp;11735 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;10799 | &nbsp;&nbsp;10736 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;11/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;9562 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;36991 | &nbsp;&nbsp;35012 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;9861 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp;5178 |
|  | Gerdau Trade Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;6764 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;4153 |
|  | International Flavors & Fragrances Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/26/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7072 | &nbsp;&nbsp;&nbsp;&nbsp;6116 |
|  | International Paper Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6332 | &nbsp;&nbsp;&nbsp;&nbsp;6215 |
|  | International Paper Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;12118 | &nbsp;&nbsp;12093 |
|  | International Paper Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;16217 | &nbsp;&nbsp;13840 |
|  | International Paper Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6584 | &nbsp;&nbsp;&nbsp;&nbsp;5185 |
|  | International Paper Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9562 | &nbsp;&nbsp;&nbsp;&nbsp;7457 |
|  | Kinross Gold Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7307 | &nbsp;&nbsp;&nbsp;&nbsp;7789 |
|  | Linde Inc. | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;8/10/2030 | &nbsp;&nbsp;12559 | &nbsp;&nbsp;10988 |
|  | Linde Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;11/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;3938 |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;11341 | &nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | Lubrizol Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8452 | &nbsp;&nbsp;&nbsp;&nbsp;9455 |
|  | LYB International Finance BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7012 | &nbsp;&nbsp;&nbsp;&nbsp;6030 |
|  | LYB International Finance BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;17903 | &nbsp;&nbsp;14690 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9101 | &nbsp;&nbsp;&nbsp;&nbsp;8126 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;1716 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4178 | &nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;10085 | &nbsp;&nbsp;10025 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;7182 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;7658 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6989 | &nbsp;&nbsp;&nbsp;&nbsp;5063 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9659 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;17172 | &nbsp;&nbsp;12112 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;6097 |
|  | LyondellBasell Industries NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/26/2055 | &nbsp;&nbsp;16627 | &nbsp;&nbsp;12454 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7501 | &nbsp;&nbsp;&nbsp;&nbsp;7415 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;14255 | &nbsp;&nbsp;14044 |
| <sup>2</sup> | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8922 | &nbsp;&nbsp;&nbsp;&nbsp;8255 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;10218 | &nbsp;&nbsp;&nbsp;&nbsp;9101 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;3086 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;12070 | &nbsp;&nbsp;&nbsp;&nbsp;9658 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;16457 | &nbsp;&nbsp;10685 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;3421 |
|  | Mosaic Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;9749 |
|  | Mosaic Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;6020 |
|  | Mosaic Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp;&nbsp;&nbsp;8462 |
|  | Mosaic Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7549 | &nbsp;&nbsp;&nbsp;&nbsp;7487 |
|  | Mosaic Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;11033 | &nbsp;&nbsp;11150 |
|  | Mosaic Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4236 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
|  | Mosaic Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;5299 |
|  | NewMarket Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4731 |
|  | Newmont Corp. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;15623 | &nbsp;&nbsp;14138 |
|  | Newmont Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;59370 | &nbsp;&nbsp;61074 |
| <sup>2</sup> | Newmont Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;6371 |
|  | Newmont Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;6301 |
|  | Nucor Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5933 | &nbsp;&nbsp;&nbsp;&nbsp;5942 |
|  | Nucor Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;&nbsp;2614 |
|  | Nucor Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9091 | &nbsp;&nbsp;&nbsp;&nbsp;8482 |
|  | Nucor Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | Nucor Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;18025 | &nbsp;&nbsp;16596 |
|  | Nucor Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;12197 | &nbsp;&nbsp;12320 |
|  | Nucor Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | Nucor Corp. | &nbsp;&nbsp;2.979% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;23837 | &nbsp;&nbsp;14506 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4805 | &nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6874 | &nbsp;&nbsp;&nbsp;&nbsp;6934 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3962 | &nbsp;&nbsp;&nbsp;&nbsp;3715 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/12/2032 | &nbsp;&nbsp;23092 | &nbsp;&nbsp;23582 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;18487 | &nbsp;&nbsp;18795 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;11275 | &nbsp;&nbsp;10328 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2517 | &nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8067 | &nbsp;&nbsp;&nbsp;&nbsp;7178 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;20710 | &nbsp;&nbsp;19071 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;7860 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;31356 | &nbsp;&nbsp;30691 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7437 | &nbsp;&nbsp;&nbsp;&nbsp;7313 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;15076 | &nbsp;&nbsp;14315 |
|  | Packaging Corp. of America | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;2269 |
|  | Packaging Corp. of America | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4272 | &nbsp;&nbsp;&nbsp;&nbsp;3259 |
|  | Packaging Corp. of America | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9666 | &nbsp;&nbsp;&nbsp;&nbsp;6079 |
|  | PPG Industries Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | PPG Industries Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14825 | &nbsp;&nbsp;14615 |
|  | Reliance Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;7782 |
|  | Rio Tinto Alcan Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6797 | &nbsp;&nbsp;&nbsp;&nbsp;7590 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;11290 | &nbsp;&nbsp;11982 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/2051 | &nbsp;&nbsp;17252 | &nbsp;&nbsp;10377 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7953 | &nbsp;&nbsp;&nbsp;&nbsp;7993 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9726 | &nbsp;&nbsp;&nbsp;&nbsp;9875 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;13126 | &nbsp;&nbsp;13324 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2042 | &nbsp;&nbsp;12283 | &nbsp;&nbsp;11256 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;12488 | &nbsp;&nbsp;10521 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/9/2053 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;12163 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/14/2065 | &nbsp;&nbsp;&nbsp;&nbsp;3864 | &nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | RPM International Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5306 | &nbsp;&nbsp;&nbsp;&nbsp;5319 |
|  | RPM International Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp;&nbsp;3759 |
|  | RPM International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp;&nbsp;&nbsp;4117 |
|  | RPM International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;30102 | &nbsp;&nbsp;29793 |
| <sup>2</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;6250 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;22792 | &nbsp;&nbsp;21727 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4311 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp;&nbsp;&nbsp;5470 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;4936 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;2203 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5046 | &nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;25501 | &nbsp;&nbsp;21207 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7588 | &nbsp;&nbsp;&nbsp;&nbsp;5544 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7041 | &nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10808 | &nbsp;&nbsp;11010 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;18935 | &nbsp;&nbsp;19182 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.777% | &nbsp;&nbsp;4/3/2054 | &nbsp;&nbsp;38009 | &nbsp;&nbsp;36723 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;10125 | &nbsp;&nbsp;10192 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;24157 | &nbsp;&nbsp;23746 |
|  | Sonoco Products Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;40805 | &nbsp;&nbsp;40704 |
|  | Sonoco Products Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;10015 | &nbsp;&nbsp;&nbsp;&nbsp;9417 |
|  | Sonoco Products Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;8486 |
|  | Southern Copper Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/27/2035 | &nbsp;&nbsp;13738 | &nbsp;&nbsp;15675 |
|  | Southern Copper Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;18578 | &nbsp;&nbsp;20149 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/8/2042 | &nbsp;&nbsp;30773 | &nbsp;&nbsp;28273 |
|  | Southern Copper Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/23/2045 | &nbsp;&nbsp;14396 | &nbsp;&nbsp;14200 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;4305 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13318 | &nbsp;&nbsp;12735 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8499 | &nbsp;&nbsp;&nbsp;&nbsp;7969 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5584 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;19019 | &nbsp;&nbsp;19039 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;3919 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5881 | &nbsp;&nbsp;&nbsp;&nbsp;5582 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;30152 | &nbsp;&nbsp;30814 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;15242 | &nbsp;&nbsp;15010 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;16075 | &nbsp;&nbsp;14915 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Suzano Austria GmbH | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;10808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9472 |
| Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;12930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12472 |
| Vale Overseas Ltd. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;21630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20574 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;23049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23955 |
| Vale Overseas Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7345 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/21/2036 | &nbsp;&nbsp;15956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17633 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/10/2039 | &nbsp;&nbsp;11149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12280 |
| Vale Overseas Ltd. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;13837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13950 |
| Vale SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/11/2042 | &nbsp;&nbsp;15038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14674 |
| Vulcan Materials Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523 |
| Vulcan Materials Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;10171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9758 |
| Vulcan Materials Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7877 |
| Vulcan Materials Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7675 |
| Vulcan Materials Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;14555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14117 |
| Westlake Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5943 |
| Westlake Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
| Westlake Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;14274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12259 |
| Westlake Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5377 |
| Westlake Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;20365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20064 |
| Westlake Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4295 |
| WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;11510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12889 |
| WestRock MWV LLC | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084 |
| WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;12868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12798 |
| WRKCo Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520 |
| WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;18859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19033 |
| WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3716 |
| WRKCo Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7221 |
| Yamana Gold Inc. | &nbsp;&nbsp;2.630% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  |  |  |  | &nbsp;&nbsp;**2681657** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
| Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7372 |
| Agree LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 |
| Agree LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448 |
| Agree LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827 |
| Agree LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6697 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;12166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13263 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;14409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13288 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/18/2032 | &nbsp;&nbsp;12434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10408 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;17233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13957 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;10789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9109 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7512 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4076 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6687 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5067 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497 |
| Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;11791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10979 |
| American Assets Trust LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7240 |
| American Assets Trust LP | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051 |
| American Homes 4 Rent LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9258 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8588 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6801 |
| American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6668 |
| American Homes 4 Rent LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
| American Tower Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;11982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11852 |
| American Tower Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
| American Tower Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;10389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847 |
| American Tower Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
| American Tower Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;10221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10392 |
| American Tower Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11484 |
| American Tower Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;24653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24042 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | American Tower Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16285 | &nbsp;&nbsp;15298 |
|  | American Tower Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5615 |
|  | American Tower Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;8265 |
|  | American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;13206 | &nbsp;&nbsp;11891 |
|  | American Tower Corp. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;14896 | &nbsp;&nbsp;13150 |
|  | American Tower Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;6814 |
|  | American Tower Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;11551 | &nbsp;&nbsp;10169 |
|  | American Tower Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;9262 |
|  | American Tower Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;24054 | &nbsp;&nbsp;24715 |
|  | American Tower Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10468 |
|  | American Tower Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8812 | &nbsp;&nbsp;&nbsp;&nbsp;8963 |
|  | American Tower Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;18149 | &nbsp;&nbsp;18288 |
|  | American Tower Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
|  | American Tower Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;18752 | &nbsp;&nbsp;11566 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;4452 |
|  | Americold Realty Operating Partnership LP | &nbsp;&nbsp;5.409% | &nbsp;&nbsp;9/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;6329 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;14306 | &nbsp;&nbsp;14177 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;6785 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;3895 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4598 | &nbsp;&nbsp;&nbsp;&nbsp;4453 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp;&nbsp;7700 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5731 | &nbsp;&nbsp;&nbsp;&nbsp;5670 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp;3164 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;10262 | &nbsp;&nbsp;&nbsp;&nbsp;8912 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6946 | &nbsp;&nbsp;&nbsp;&nbsp;7011 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5263 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;3906 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| <sup>2</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;3568 |
|  | Boston Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4817 | &nbsp;&nbsp;&nbsp;&nbsp;4792 |
|  | Boston Properties LP | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9115 | &nbsp;&nbsp;&nbsp;&nbsp;8738 |
|  | Boston Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;13543 | &nbsp;&nbsp;12559 |
|  | Boston Properties LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;7644 |
|  | Boston Properties LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;1274 |
|  | Boston Properties LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;20234 | &nbsp;&nbsp;16340 |
|  | Boston Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;6260 |
|  | Boston Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6465 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6371 | &nbsp;&nbsp;&nbsp;&nbsp;6114 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;&nbsp;9145 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;10804 | &nbsp;&nbsp;10509 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/16/2031 | &nbsp;&nbsp;10114 | &nbsp;&nbsp;&nbsp;&nbsp;8993 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | Broadstone Net Lease LLC | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp;&nbsp;&nbsp;4275 |
|  | Camden Property Trust | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;12705 | &nbsp;&nbsp;12640 |
|  | Camden Property Trust | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;15968 | &nbsp;&nbsp;15310 |
|  | Camden Property Trust | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;19166 | &nbsp;&nbsp;17898 |
|  | Camden Property Trust | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;12416 |
|  | Camden Property Trust | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3518 | &nbsp;&nbsp;&nbsp;&nbsp;2401 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;5549 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | CBRE Services Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9964 | &nbsp;&nbsp;&nbsp;&nbsp;8908 |
|  | CBRE Services Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8547 | &nbsp;&nbsp;&nbsp;&nbsp;8442 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  | CBRE Services Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;10588 | &nbsp;&nbsp;10683 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;12171 | &nbsp;&nbsp;12006 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6639 | &nbsp;&nbsp;&nbsp;&nbsp;5999 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9968 | &nbsp;&nbsp;&nbsp;&nbsp;8432 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;5681 |
|  | Cousins Properties LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;4999 |
|  | Cousins Properties LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;12195 | &nbsp;&nbsp;12369 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;13172 | &nbsp;&nbsp;13015 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;11001 | &nbsp;&nbsp;11083 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;32692 | &nbsp;&nbsp;32240 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;8098 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;5512 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1690 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8674 | &nbsp;&nbsp;&nbsp;&nbsp;8717 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5523 | &nbsp;&nbsp;&nbsp;&nbsp;5179 |
| Crown Castle Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;12569 | &nbsp;&nbsp;10954 |
| Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;30584 | &nbsp;&nbsp;26957 |
| Crown Castle Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5737 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
| Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;23579 | &nbsp;&nbsp;23320 |
| Crown Castle Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5538 | &nbsp;&nbsp;&nbsp;&nbsp;4603 |
| Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;13966 | &nbsp;&nbsp;12153 |
| Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9114 | &nbsp;&nbsp;&nbsp;&nbsp;6595 |
| Crown Castle Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
| Crown Castle Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;16079 | &nbsp;&nbsp;10266 |
| CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;6719 |
| CubeSmart LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5554 |
| CubeSmart LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;6501 |
| CubeSmart LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;13091 | &nbsp;&nbsp;11486 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;15261 | &nbsp;&nbsp;15102 |
| Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9587 | &nbsp;&nbsp;&nbsp;&nbsp;9759 |
| Digital Realty Trust LP | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;13885 | &nbsp;&nbsp;13853 |
| Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;18597 | &nbsp;&nbsp;18065 |
| DOC DR LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5029 | &nbsp;&nbsp;&nbsp;&nbsp;4977 |
| DOC DR LLC | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;23725 | &nbsp;&nbsp;21043 |
| EPR Properties | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8653 | &nbsp;&nbsp;&nbsp;&nbsp;8619 |
| EPR Properties | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;6066 |
| EPR Properties | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;7985 |
| EPR Properties | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;4742 |
| Equinix Asia Financing Corp. Pte. Ltd. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;10222 | &nbsp;&nbsp;10011 |
| Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;14853 | &nbsp;&nbsp;14712 |
| Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;22450 | &nbsp;&nbsp;21818 |
| Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;12446 | &nbsp;&nbsp;12034 |
| Equinix Inc. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;8565 |
| Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;4489 |
| Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/2029 | &nbsp;&nbsp;28457 | &nbsp;&nbsp;27104 |
| Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6534 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
| Equinix Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;12820 | &nbsp;&nbsp;11450 |
| Equinix Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;4987 |
| Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5306 | &nbsp;&nbsp;&nbsp;&nbsp;3232 |
| Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9145 | &nbsp;&nbsp;&nbsp;&nbsp;6041 |
| ERP Operating LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;5588 |
| ERP Operating LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;16889 | &nbsp;&nbsp;16639 |
| ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;4936 |
| ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7256 | &nbsp;&nbsp;&nbsp;&nbsp;6945 |
| ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9029 | &nbsp;&nbsp;&nbsp;&nbsp;8414 |
| ERP Operating LP | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2277 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |
| ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4763 |
| ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;10096 | &nbsp;&nbsp;&nbsp;&nbsp;9845 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8852 | &nbsp;&nbsp;&nbsp;&nbsp;7653 |
| ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;2836 |
| ERP Operating LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4846 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
| Essential Properties LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;4818 |
| Essential Properties LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1870 |
| Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;4844 |
| Essex Portfolio LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;12550 | &nbsp;&nbsp;12352 |
| Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16357 | &nbsp;&nbsp;15406 |
| Essex Portfolio LP | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5002 | &nbsp;&nbsp;&nbsp;&nbsp;4329 |
| Essex Portfolio LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2059 |
| Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
| Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3245 | &nbsp;&nbsp;&nbsp;&nbsp;3283 |
| Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6083 | &nbsp;&nbsp;&nbsp;&nbsp;6134 |
| Essex Portfolio LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;15270 | &nbsp;&nbsp;14665 |
| Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;7125 |
| Extra Space Storage LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;3234 |
| Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp;&nbsp;&nbsp;9123 |
| Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7414 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
| Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;8490 |
| Extra Space Storage LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;4529 |
| Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7031 | &nbsp;&nbsp;&nbsp;&nbsp;7343 |
| Extra Space Storage LP | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;7359 |
| Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9113 | &nbsp;&nbsp;&nbsp;&nbsp;7976 |
| Extra Space Storage LP | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;13736 | &nbsp;&nbsp;11784 |
| Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;11160 |
| Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;8222 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;8408 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;11770 | &nbsp;&nbsp;11797 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | Federal Realty OP LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4115 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;6406 |
|  | Federal Realty OP LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;15308 | &nbsp;&nbsp;13039 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;11066 | &nbsp;&nbsp;11236 |
|  | GLP Capital LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;10410 | &nbsp;&nbsp;10507 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;16554 | &nbsp;&nbsp;15898 |
|  | GLP Capital LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;12020 |
|  | GLP Capital LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4641 | &nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | GLP Capital LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7990 | &nbsp;&nbsp;&nbsp;&nbsp;7819 |
|  | GLP Capital LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8006 | &nbsp;&nbsp;&nbsp;&nbsp;8447 |
|  | GLP Capital LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6881 | &nbsp;&nbsp;&nbsp;&nbsp;6761 |
|  | GLP Capital LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2037 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11024 |
|  | GLP Capital LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;14034 | &nbsp;&nbsp;13633 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9602 | &nbsp;&nbsp;&nbsp;&nbsp;9513 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5462 | &nbsp;&nbsp;&nbsp;&nbsp;5138 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11835 | &nbsp;&nbsp;10273 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;17562 | &nbsp;&nbsp;16976 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;20451 | &nbsp;&nbsp;19243 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12497 | &nbsp;&nbsp;11471 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp;4476 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4214 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;3604 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5384 | &nbsp;&nbsp;&nbsp;&nbsp;5306 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5327 | &nbsp;&nbsp;&nbsp;&nbsp;5182 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11015 | &nbsp;&nbsp;10160 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;11604 | &nbsp;&nbsp;10274 |
|  | Highwoods Realty LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10738 | &nbsp;&nbsp;10493 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;14747 | &nbsp;&nbsp;14570 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;11760 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;15360 | &nbsp;&nbsp;14437 |
| <sup>2</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8916 | &nbsp;&nbsp;&nbsp;&nbsp;7929 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;11061 | &nbsp;&nbsp;11183 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;8733 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8667 | &nbsp;&nbsp;&nbsp;&nbsp;7429 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;5187 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5507 | &nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;7682 |
|  | Jones Lang LaSalle Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;5121 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8238 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8871 | &nbsp;&nbsp;&nbsp;&nbsp;8575 |
|  | Kilroy Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5551 | &nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9691 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Kilroy Realty LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;15415 | &nbsp;&nbsp;12248 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;15960 | &nbsp;&nbsp;15276 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;2729 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4824 | &nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;7998 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7851 | &nbsp;&nbsp;&nbsp;&nbsp;8497 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;14180 | &nbsp;&nbsp;13908 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;1627 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1096 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;5232 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;2273 |
|  | Kite Realty Group LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;5857 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | Kite Realty Group LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;3763 |
|  | Kite Realty Group Trust | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;5557 |
|  | Ladder Capital Finance Holdings LLLP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;2834 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3496 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |
|  | LXP Industrial Trust | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;12525 | &nbsp;&nbsp;12434 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7305 | &nbsp;&nbsp;&nbsp;&nbsp;7293 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2668 | &nbsp;&nbsp;&nbsp;&nbsp;2638 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15699 | &nbsp;&nbsp;14703 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mid-America Apartments LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9683 | &nbsp;&nbsp;&nbsp;&nbsp;8429 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2618 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4332 | &nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;4549 |
|  | National Health Investors Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8338 | &nbsp;&nbsp;&nbsp;&nbsp;7507 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;13688 | &nbsp;&nbsp;13531 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5032 | &nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  | NNN REIT Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;6484 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5689 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
|  | NNN REIT Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5839 | &nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;11193 | &nbsp;&nbsp;&nbsp;&nbsp;7131 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5321 | &nbsp;&nbsp;&nbsp;&nbsp;3685 |
|  | NNN REIT Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;11260 | &nbsp;&nbsp;11241 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7709 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;7014 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;23470 | &nbsp;&nbsp;21702 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6939 | &nbsp;&nbsp;&nbsp;&nbsp;6101 |
|  | Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7958 | &nbsp;&nbsp;&nbsp;&nbsp;7054 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;10805 | &nbsp;&nbsp;11311 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3610 |
|  | Piedmont Operating Partnership LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;3404 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;11984 |
|  | Prologis LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8006 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
|  | Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | Prologis LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8818 | &nbsp;&nbsp;&nbsp;&nbsp;8731 |
|  | Prologis LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9878 | &nbsp;&nbsp;&nbsp;&nbsp;9887 |
|  | Prologis LP | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5016 | &nbsp;&nbsp;&nbsp;&nbsp;4757 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;26276 | &nbsp;&nbsp;24201 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7472 | &nbsp;&nbsp;&nbsp;&nbsp;6669 |
|  | Prologis LP | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6112 | &nbsp;&nbsp;&nbsp;&nbsp;5307 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;4638 |
|  | Prologis LP | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14036 | &nbsp;&nbsp;12261 |
|  | Prologis LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8906 | &nbsp;&nbsp;&nbsp;&nbsp;7821 |
|  | Prologis LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;7738 |
|  | Prologis LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;9946 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15070 | &nbsp;&nbsp;15087 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10162 |
|  | Prologis LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;3229 |
|  | Prologis LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;5812 |
|  | Prologis LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;12978 | &nbsp;&nbsp;&nbsp;&nbsp;8365 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;10554 | &nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9507 | &nbsp;&nbsp;&nbsp;&nbsp;8859 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.094% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7211 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8641 | &nbsp;&nbsp;&nbsp;&nbsp;8845 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.385% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;11742 | &nbsp;&nbsp;11453 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;7055 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9710 | &nbsp;&nbsp;&nbsp;&nbsp;8722 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;5626 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;19110 | &nbsp;&nbsp;19522 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp;7251 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;11481 | &nbsp;&nbsp;10809 |
| <sup>6</sup> | Public Storage Operating Co., SOFR + 0.700% | &nbsp;&nbsp;4.357% | &nbsp;&nbsp;4/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;1047 |
|  | Rayonier LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4093 | &nbsp;&nbsp;&nbsp;&nbsp;3683 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8192 | &nbsp;&nbsp;&nbsp;&nbsp;8149 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8418 | &nbsp;&nbsp;&nbsp;&nbsp;8278 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;10673 | &nbsp;&nbsp;10552 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;4993 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4318 | &nbsp;&nbsp;&nbsp;&nbsp;4357 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;11405 | &nbsp;&nbsp;10987 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;17669 | &nbsp;&nbsp;16838 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6580 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;21415 | &nbsp;&nbsp;20150 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6948 | &nbsp;&nbsp;&nbsp;&nbsp;6510 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;2.700% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;4904 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5498 | &nbsp;&nbsp;&nbsp;&nbsp;5736 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8208 | &nbsp;&nbsp;&nbsp;&nbsp;7276 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;12906 |
|  | Realty Income Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;5826 |
| <sup>5</sup> | Realty Income Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9666 | &nbsp;&nbsp;&nbsp;&nbsp;9526 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;14729 | &nbsp;&nbsp;14831 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;2986 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2047 | &nbsp;&nbsp;13169 | &nbsp;&nbsp;11304 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3526 |
|  | Regency Centers LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9154 | &nbsp;&nbsp;&nbsp;&nbsp;8718 |
|  | Regency Centers LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;8199 |
|  | Regency Centers LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;2274 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
|  | Regency Centers LP | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;5961 |
|  | Regency Centers LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | Regency Centers LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3454 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;6250 |
|  | Rexford Industrial Realty LP | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7121 | &nbsp;&nbsp;&nbsp;&nbsp;6181 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;18690 | &nbsp;&nbsp;18144 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2421 | &nbsp;&nbsp;&nbsp;&nbsp;2186 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;10833 | &nbsp;&nbsp;&nbsp;&nbsp;9817 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;5676 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2753 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | Safehold GL Holdings LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;15143 | &nbsp;&nbsp;14990 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;15209 | &nbsp;&nbsp;15002 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;16550 | &nbsp;&nbsp;15838 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;23698 | &nbsp;&nbsp;22211 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9668 | &nbsp;&nbsp;&nbsp;&nbsp;8985 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6164 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;11950 | &nbsp;&nbsp;11788 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;5227 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;8498 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;6538 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;10305 | &nbsp;&nbsp;11070 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/26/2034 | &nbsp;&nbsp;18450 | &nbsp;&nbsp;18060 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;14792 | &nbsp;&nbsp;14811 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2040 | &nbsp;&nbsp;12513 | &nbsp;&nbsp;14058 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;2328 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp;&nbsp;&nbsp;7495 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/2049 | &nbsp;&nbsp;14087 | &nbsp;&nbsp;&nbsp;&nbsp;9410 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;13242 | &nbsp;&nbsp;&nbsp;&nbsp;9759 |
|  | Simon Property Group LP | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/8/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8244 |
|  | Simon Property Group LP | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;7466 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;6177 |
|  | Store Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5760 |
| <sup>2</sup> | Store Capital LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp;&nbsp;&nbsp;3144 |
|  | Store Capital LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2953 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;15409 |
|  | Tanger Properties LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;3293 |
|  | Tanger Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;5804 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp;&nbsp;&nbsp;3630 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;6564 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | UDR Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7512 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4149 | &nbsp;&nbsp;&nbsp;&nbsp;3510 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8528 | &nbsp;&nbsp;&nbsp;&nbsp;6984 |
| <sup>2</sup> | UDR Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;3333 |
|  | UDR Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3536 |
|  | UDR Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;4200 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6302 | &nbsp;&nbsp;&nbsp;&nbsp;6263 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;15818 | &nbsp;&nbsp;15661 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;6799 |
|  | Ventas Realty LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;7895 |
|  | Ventas Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7149 | &nbsp;&nbsp;&nbsp;&nbsp;7165 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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;5.100% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 |
| Ventas Realty LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319 |
| Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 |
| Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 |
| Ventas Realty LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/30/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601 |
| Ventas Realty LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 |
| Ventas Realty LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
| VICI Properties LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9728 |
| VICI Properties LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;13909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13878 |
| VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;13090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12990 |
| VICI Properties LP | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;20057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19782 |
| VICI Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15042 |
| VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 |
| VICI Properties LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;14192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12663 |
| Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9482 |
| Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;17234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17140 |
| Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;13681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13018 |
| Welltower OP LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;12966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12960 |
| Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;18888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17373 |
| Welltower OP LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
| Welltower OP LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745 |
| Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;13965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13991 |
| Welltower OP LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5621 |
| Welltower OP LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| Welltower OP LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5063 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5494 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13429 |
| Weyerhaeuser Co. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7808 |
| Weyerhaeuser Co. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4546 |
| Weyerhaeuser Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
| WP Carey Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 |
| WP Carey Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;14745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12223 |
|  |  |  |  | &nbsp;&nbsp;**3475770** |
| **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** |
| Accenture Capital Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/4/2027 | &nbsp;&nbsp;14225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14202 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/4/2029 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15466 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/4/2031 | &nbsp;&nbsp;32762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32373 |
| Accenture Capital Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/4/2034 | &nbsp;&nbsp;19310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18678 |
| Adobe Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
| Adobe Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6981 |
| Adobe Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8991 |
| Adobe Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;23167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21420 |
| Adobe Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;4.319% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
| Advanced Micro Devices Inc. | &nbsp;&nbsp;4.393% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 |
| Amdocs Ltd. | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 |
| Analog Devices Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8145 |
| Analog Devices Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;11040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11054 |
| Analog Devices Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;17187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16163 |
| Analog Devices Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12240 |
| Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;15791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13928 |
| Analog Devices Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;19931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14304 |
| Analog Devices Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;18725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11917 |
| Apple Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;56062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55641 |
| Apple Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/12/2027 | &nbsp;&nbsp;43949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43301 |
| Apple Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;23761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23451 |
| Apple Inc. | &nbsp;&nbsp;1.200% | &nbsp;&nbsp;2/8/2028 | &nbsp;&nbsp;42065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40067 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;39443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39495 |
| Apple Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;14790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14801 |
| Apple Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;8/5/2028 | &nbsp;&nbsp;15164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14323 |
| Apple Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
| Apple Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;33085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31189 |
| Apple Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037 |
| Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/11/2030 | &nbsp;&nbsp;30653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27823 |
| Apple Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;11104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11158 |
| Apple Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;27631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24483 |
| Apple Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;41076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36647 |
| Apple Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/5/2031 | &nbsp;&nbsp;11428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10079 |
| Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;16579 | &nbsp;&nbsp;15790 |
|  | Apple Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8655 | &nbsp;&nbsp;&nbsp;&nbsp;8786 |
|  | Apple Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;9838 |
|  | Apple Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/8/2041 | &nbsp;&nbsp;15044 | &nbsp;&nbsp;10663 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/4/2043 | &nbsp;&nbsp;34233 | &nbsp;&nbsp;28268 |
|  | Apple Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4652 | &nbsp;&nbsp;&nbsp;&nbsp;4154 |
|  | Apple Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/9/2045 | &nbsp;&nbsp;37057 | &nbsp;&nbsp;28214 |
|  | Apple Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/13/2045 | &nbsp;&nbsp;30896 | &nbsp;&nbsp;26990 |
|  | Apple Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/23/2046 | &nbsp;&nbsp;88900 | &nbsp;&nbsp;79657 |
|  | Apple Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/4/2046 | &nbsp;&nbsp;35255 | &nbsp;&nbsp;28019 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2047 | &nbsp;&nbsp;20402 | &nbsp;&nbsp;15774 |
|  | Apple Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/13/2047 | &nbsp;&nbsp;15916 | &nbsp;&nbsp;12299 |
|  | Apple Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/11/2049 | &nbsp;&nbsp;12264 | &nbsp;&nbsp;&nbsp;&nbsp;8053 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;5/11/2050 | &nbsp;&nbsp;33110 | &nbsp;&nbsp;20256 |
|  | Apple Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;33825 | &nbsp;&nbsp;19588 |
|  | Apple Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/8/2051 | &nbsp;&nbsp;29432 | &nbsp;&nbsp;17828 |
|  | Apple Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/5/2051 | &nbsp;&nbsp;20625 | &nbsp;&nbsp;12573 |
|  | Apple Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2052 | &nbsp;&nbsp;17084 | &nbsp;&nbsp;13285 |
|  | Apple Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;8/20/2060 | &nbsp;&nbsp;13055 | &nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | Apple Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;32764 | &nbsp;&nbsp;18682 |
|  | Apple Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/5/2061 | &nbsp;&nbsp;22702 | &nbsp;&nbsp;13130 |
|  | Applied Materials Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;14426 | &nbsp;&nbsp;14304 |
|  | Applied Materials Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9608 | &nbsp;&nbsp;&nbsp;&nbsp;8645 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7452 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;12148 | &nbsp;&nbsp;12330 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7644 | &nbsp;&nbsp;&nbsp;&nbsp;7424 |
|  | Applied Materials Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7905 | &nbsp;&nbsp;&nbsp;&nbsp;8253 |
|  | Applied Materials Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;11479 | &nbsp;&nbsp;&nbsp;&nbsp;9712 |
|  | Applied Materials Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;11690 | &nbsp;&nbsp;&nbsp;&nbsp;7373 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8185 | &nbsp;&nbsp;&nbsp;&nbsp;8071 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
|  | Arrow Electronics Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7305 | &nbsp;&nbsp;&nbsp;&nbsp;7490 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;10941 | &nbsp;&nbsp;11011 |
|  | Atlassian Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;10569 | &nbsp;&nbsp;10345 |
|  | Autodesk Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;9967 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;9541 |
|  | Autodesk Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;16327 | &nbsp;&nbsp;14339 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;20529 | &nbsp;&nbsp;19566 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;14809 | &nbsp;&nbsp;13009 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/2032 | &nbsp;&nbsp;12090 | &nbsp;&nbsp;12214 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6469 |
|  | Avnet Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;6925 |
|  | Avnet Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | Booz Allen Hamilton Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/4/2033 | &nbsp;&nbsp;14739 | &nbsp;&nbsp;15042 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5477 | &nbsp;&nbsp;&nbsp;&nbsp;5535 |
|  | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;14037 | &nbsp;&nbsp;13478 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;20205 | &nbsp;&nbsp;20436 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;8094 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;80498 | &nbsp;&nbsp;81374 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;43995 | &nbsp;&nbsp;44907 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;13757 | &nbsp;&nbsp;13711 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;13071 | &nbsp;&nbsp;13310 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;35694 | &nbsp;&nbsp;36417 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;13340 | &nbsp;&nbsp;13399 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;15262 | &nbsp;&nbsp;15088 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;21415 | &nbsp;&nbsp;21088 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;8741 |
|  | Broadcom Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;80248 | &nbsp;&nbsp;72918 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;14258 | &nbsp;&nbsp;14635 |
| <sup>2</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;12250 | &nbsp;&nbsp;12143 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;16717 | &nbsp;&nbsp;16177 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;15350 | &nbsp;&nbsp;15711 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;18730 | &nbsp;&nbsp;18899 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;29006 | &nbsp;&nbsp;28243 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;15423 | &nbsp;&nbsp;15197 |
|  | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;18893 | &nbsp;&nbsp;16504 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;16305 | &nbsp;&nbsp;14914 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;42683 | &nbsp;&nbsp;38466 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;23195 | &nbsp;&nbsp;22842 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;34272 | &nbsp;&nbsp;34523 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;51633 | &nbsp;&nbsp;43870 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;13052 | &nbsp;&nbsp;12894 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;43697 | &nbsp;&nbsp;42565 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;33733 | &nbsp;&nbsp;28193 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;33047 | &nbsp;&nbsp;32032 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;60987 | &nbsp;&nbsp;58827 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;27825 | &nbsp;&nbsp;22236 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;13999 | &nbsp;&nbsp;10422 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6498 | &nbsp;&nbsp;&nbsp;&nbsp;6456 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;11535 | &nbsp;&nbsp;10791 |
|  | Broadridge Financial Solutions Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;14129 | &nbsp;&nbsp;12578 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;4515 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;20225 | &nbsp;&nbsp;20161 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;27680 | &nbsp;&nbsp;27181 |
|  | CDW LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;11327 | &nbsp;&nbsp;11187 |
|  | CDW LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8717 | &nbsp;&nbsp;&nbsp;&nbsp;8300 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;4606 |
|  | CDW LLC | &nbsp;&nbsp;3.569% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;1874 |
|  | CDW LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/22/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;9509 |
|  | CGI Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;10692 |
|  | CGI Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;9/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;5704 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;6125 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;7916 |
|  | Cintas Corp. No. 2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;8473 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9446 | &nbsp;&nbsp;&nbsp;&nbsp;9551 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/2029 | &nbsp;&nbsp;90423 | &nbsp;&nbsp;92086 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/24/2030 | &nbsp;&nbsp;16002 | &nbsp;&nbsp;16296 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;57782 | &nbsp;&nbsp;59146 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/24/2032 | &nbsp;&nbsp;13766 | &nbsp;&nbsp;14030 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;44363 | &nbsp;&nbsp;44979 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/24/2035 | &nbsp;&nbsp;25148 | &nbsp;&nbsp;25481 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/15/2039 | &nbsp;&nbsp;27888 | &nbsp;&nbsp;29456 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2040 | &nbsp;&nbsp;25858 | &nbsp;&nbsp;26288 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/26/2054 | &nbsp;&nbsp;27121 | &nbsp;&nbsp;25445 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/24/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;7018 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/26/2064 | &nbsp;&nbsp;13167 | &nbsp;&nbsp;12157 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;8/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6965 | &nbsp;&nbsp;&nbsp;&nbsp;6939 |
|  | Concentrix Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3306 |
|  | Corning Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
|  | Corning Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8314 | &nbsp;&nbsp;&nbsp;&nbsp;8393 |
|  | Corning Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;12570 | &nbsp;&nbsp;11425 |
|  | Corning Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9921 | &nbsp;&nbsp;&nbsp;&nbsp;9335 |
|  | Corning Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6604 | &nbsp;&nbsp;&nbsp;&nbsp;4945 |
|  | Corning Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6082 | &nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | Corning Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1699 |
|  | Corning Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/15/2079 | &nbsp;&nbsp;15296 | &nbsp;&nbsp;13748 |
|  | Dell Inc. | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | Dell Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8273 | &nbsp;&nbsp;&nbsp;&nbsp;8800 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;6211 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;15140 | &nbsp;&nbsp;15343 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;13914 | &nbsp;&nbsp;14011 |
|  | Dell International LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;12495 | &nbsp;&nbsp;12383 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2284 | &nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;6897 |
|  | Dell International LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9963 | &nbsp;&nbsp;10517 |
|  | Dell International LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;30314 | &nbsp;&nbsp;29907 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;28092 | &nbsp;&nbsp;28535 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;16351 | &nbsp;&nbsp;16112 |
|  | Dell International LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;11330 | &nbsp;&nbsp;11767 |
|  | Dell International LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;22753 | &nbsp;&nbsp;22005 |
|  | Dell International LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;14723 | &nbsp;&nbsp;14902 |
|  | Dell International LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp;&nbsp;&nbsp;8018 |
|  | Dell International LLC | &nbsp;&nbsp;8.100% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;18982 | &nbsp;&nbsp;22546 |
|  | Dell International LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;16371 | &nbsp;&nbsp;12211 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9526 | &nbsp;&nbsp;11777 |
|  | Dell International LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;6195 |
|  | DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;11403 | &nbsp;&nbsp;10722 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;3291 |
|  | Equifax Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;22474 | &nbsp;&nbsp;22761 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Equifax Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
|  | Equifax Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;11231 | &nbsp;&nbsp;10509 |
|  | Equifax Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;19740 | &nbsp;&nbsp;17316 |
| <sup>2</sup> | Fidelity National Information Services Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;7138 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9578 | &nbsp;&nbsp;&nbsp;&nbsp;9297 |
| <sup>2</sup> | Fidelity National Information Services Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;21421 | &nbsp;&nbsp;18977 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;13656 | &nbsp;&nbsp;&nbsp;&nbsp;9819 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;1199 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;14969 | &nbsp;&nbsp;14569 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;13975 | &nbsp;&nbsp;13819 |
|  | Fiserv Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;58164 | &nbsp;&nbsp;55725 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;16205 | &nbsp;&nbsp;16062 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;15259 | &nbsp;&nbsp;13902 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;15789 | &nbsp;&nbsp;15455 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/21/2033 | &nbsp;&nbsp;22474 | &nbsp;&nbsp;22687 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;15984 | &nbsp;&nbsp;15880 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2034 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;16303 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp;3494 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;21944 | &nbsp;&nbsp;16578 |
|  | Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;11965 | &nbsp;&nbsp;12006 |
|  | Flex Ltd. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | Flex Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;13379 | &nbsp;&nbsp;13423 |
|  | Flex Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7921 | &nbsp;&nbsp;&nbsp;&nbsp;7797 |
|  | Fortinet Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | Gartner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9508 |
|  | Gartner Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9181 |
|  | Genpact Luxembourg Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6214 | &nbsp;&nbsp;&nbsp;&nbsp;6401 |
|  | Genpact UK Finco plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4378 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;12252 | &nbsp;&nbsp;12183 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8203 | &nbsp;&nbsp;&nbsp;&nbsp;8191 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;6182 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;22230 | &nbsp;&nbsp;22573 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;12106 | &nbsp;&nbsp;12008 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7342 | &nbsp;&nbsp;&nbsp;&nbsp;7331 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;38527 | &nbsp;&nbsp;38332 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;13437 | &nbsp;&nbsp;13184 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;21946 | &nbsp;&nbsp;21794 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6678 | &nbsp;&nbsp;&nbsp;&nbsp;6638 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;40027 | &nbsp;&nbsp;38720 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;14307 | &nbsp;&nbsp;14243 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;21224 | &nbsp;&nbsp;18993 |
|  | HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;22388 | &nbsp;&nbsp;22001 |
|  | HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;12036 | &nbsp;&nbsp;12096 |
|  | HP Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;9262 |
|  | HP Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;15473 | &nbsp;&nbsp;15796 |
|  | HP Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9071 | &nbsp;&nbsp;&nbsp;&nbsp;8589 |
|  | HP Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;14278 | &nbsp;&nbsp;12698 |
|  | HP Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;8858 |
|  | HP Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6651 | &nbsp;&nbsp;&nbsp;&nbsp;6912 |
|  | HP Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;12318 | &nbsp;&nbsp;12165 |
|  | Hubbell Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;3858 |
|  | Hubbell Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;13786 | &nbsp;&nbsp;13588 |
|  | Hubbell Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | Hubbell Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5622 | &nbsp;&nbsp;&nbsp;&nbsp;5474 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/5/2044 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;12390 |
|  | IBM International Capital Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/5/2054 | &nbsp;&nbsp;10786 | &nbsp;&nbsp;&nbsp;&nbsp;9575 |
|  | Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;11268 | &nbsp;&nbsp;11173 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;34132 | &nbsp;&nbsp;34363 |
|  | Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;14346 | &nbsp;&nbsp;13439 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;52345 | &nbsp;&nbsp;48578 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;18986 | &nbsp;&nbsp;19232 |
|  | Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;22767 | &nbsp;&nbsp;22071 |
|  | Intel Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;3806 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;17716 | &nbsp;&nbsp;15340 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;15927 | &nbsp;&nbsp;15180 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;15923 | &nbsp;&nbsp;14985 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;38273 | &nbsp;&nbsp;38568 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.600% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9715 | &nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | Intel Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/12/2041 | &nbsp;&nbsp;15372 | &nbsp;&nbsp;10544 |
|  | Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;16244 | &nbsp;&nbsp;14214 |
|  | Intel Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;15922 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/29/2045 | &nbsp;&nbsp;19012 | &nbsp;&nbsp;16086 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;22277 | &nbsp;&nbsp;16699 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;12805 | &nbsp;&nbsp;&nbsp;&nbsp;9534 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;22302 | &nbsp;&nbsp;15589 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;27133 | &nbsp;&nbsp;17108 |
|  | Intel Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;24633 | &nbsp;&nbsp;19899 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;17223 | &nbsp;&nbsp;10429 |
|  | Intel Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/5/2052 | &nbsp;&nbsp;29350 | &nbsp;&nbsp;23964 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;34562 | &nbsp;&nbsp;31799 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;17335 | &nbsp;&nbsp;&nbsp;&nbsp;9537 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;14381 | &nbsp;&nbsp;&nbsp;&nbsp;8022 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/2062 | &nbsp;&nbsp;15460 | &nbsp;&nbsp;12463 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;21156 | &nbsp;&nbsp;19628 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;11811 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;5324 |
|  | International Business Machines Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;20555 | &nbsp;&nbsp;20629 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/3/2029 | &nbsp;&nbsp;15257 | &nbsp;&nbsp;15100 |
|  | International Business Machines Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;43157 | &nbsp;&nbsp;41962 |
|  | International Business Machines Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;42305 | &nbsp;&nbsp;38136 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4651 | &nbsp;&nbsp;&nbsp;&nbsp;4939 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/3/2033 | &nbsp;&nbsp;12374 | &nbsp;&nbsp;12139 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;15235 | &nbsp;&nbsp;15147 |
| <sup>2</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2035 | &nbsp;&nbsp;12565 | &nbsp;&nbsp;12624 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/3/2036 | &nbsp;&nbsp;13289 | &nbsp;&nbsp;12947 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;11695 | &nbsp;&nbsp;10139 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;15333 | &nbsp;&nbsp;11096 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2042 | &nbsp;&nbsp;16955 | &nbsp;&nbsp;13722 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;40198 | &nbsp;&nbsp;30974 |
|  | International Business Machines Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8907 | &nbsp;&nbsp;&nbsp;&nbsp;5449 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/27/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;4876 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;20168 | &nbsp;&nbsp;17554 |
| <sup>2</sup> | International Business Machines Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2055 | &nbsp;&nbsp;21268 | &nbsp;&nbsp;20074 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/3/2056 | &nbsp;&nbsp;10509 | &nbsp;&nbsp;10054 |
|  | Intuit Inc. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8581 | &nbsp;&nbsp;&nbsp;&nbsp;8277 |
|  | Intuit Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10793 | &nbsp;&nbsp;&nbsp;&nbsp;9617 |
|  | Intuit Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;13506 | &nbsp;&nbsp;13735 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;8149 |
|  | Jabil Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;8832 |
|  | Jabil Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | Jabil Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;12595 | &nbsp;&nbsp;12095 |
|  | Jabil Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10944 | &nbsp;&nbsp;10087 |
|  | Jabil Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;3702 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;14963 | &nbsp;&nbsp;14551 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;4868 |
|  | Juniper Networks Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5405 |
|  | KLA Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;15636 | &nbsp;&nbsp;15573 |
|  | KLA Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | KLA Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8598 | &nbsp;&nbsp;&nbsp;&nbsp;7758 |
|  | KLA Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;15394 | &nbsp;&nbsp;10480 |
|  | KLA Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;19926 | &nbsp;&nbsp;17821 |
|  | KLA Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2062 | &nbsp;&nbsp;12453 | &nbsp;&nbsp;11350 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5263 | &nbsp;&nbsp;&nbsp;&nbsp;4868 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;15028 | &nbsp;&nbsp;12535 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9585 | &nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;14352 | &nbsp;&nbsp;14268 |
|  | Lam Research Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;18730 | &nbsp;&nbsp;16937 |
|  | Lam Research Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;12271 | &nbsp;&nbsp;10978 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;23344 | &nbsp;&nbsp;14694 |
|  | Lam Research Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;4416 |
|  | Leidos Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;7841 |
|  | Leidos Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | Leidos Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;17080 | &nbsp;&nbsp;15188 |
|  | Leidos Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6246 | &nbsp;&nbsp;&nbsp;&nbsp;6477 |
|  | Leidos Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;9490 |
|  | Leidos Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;15461 | &nbsp;&nbsp;14946 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Marvell Technology Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10136 | &nbsp;&nbsp;&nbsp;&nbsp;9749 |
| <sup>2</sup> | Marvell Technology Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712 | &nbsp;&nbsp;&nbsp;&nbsp;8796 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;9160 |
|  | Marvell Technology Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11150 | &nbsp;&nbsp;11218 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;56772 | &nbsp;&nbsp;57561 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8264 | &nbsp;&nbsp;&nbsp;&nbsp;8342 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;1878 |
|  | Micron Technology Inc. | &nbsp;&nbsp;2.703% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13155 | &nbsp;&nbsp;11863 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12404 | &nbsp;&nbsp;13226 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;17120 | &nbsp;&nbsp;18296 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;19475 | &nbsp;&nbsp;20736 |
|  | Micron Technology Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16341 | &nbsp;&nbsp;17625 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.366% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;5315 |
|  | Micron Technology Inc. | &nbsp;&nbsp;3.477% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;4514 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;6031 |
|  | Microsoft Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11983 | &nbsp;&nbsp;10665 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12567 | &nbsp;&nbsp;11705 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;1169 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;39403 | &nbsp;&nbsp;35519 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/6/2037 | &nbsp;&nbsp;&nbsp;&nbsp;10672 | &nbsp;&nbsp;10168 |
|  | Microsoft Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 | &nbsp;&nbsp;&nbsp;&nbsp;5101 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 | &nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/8/2046 | &nbsp;&nbsp;&nbsp;&nbsp;55651 | &nbsp;&nbsp;43855 |
|  | Microsoft Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6854 | &nbsp;&nbsp;&nbsp;&nbsp;6018 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.525% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;119893 | &nbsp;&nbsp;71792 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;25226 | &nbsp;&nbsp;14990 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.921% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;&nbsp;&nbsp;81305 | &nbsp;&nbsp;52217 |
|  | Microsoft Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/8/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417 | &nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | Microsoft Corp. | &nbsp;&nbsp;2.675% | &nbsp;&nbsp;6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;36519 | &nbsp;&nbsp;20375 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | Moody's Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6427 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
|  | Moody's Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15535 | &nbsp;&nbsp;13677 |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;11820 | &nbsp;&nbsp;&nbsp;&nbsp;8332 |
|  | Moody's Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;12274 | &nbsp;&nbsp;11508 |
|  | Moody's Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | Moody's Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;3138 |
|  | Moody's Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8017 | &nbsp;&nbsp;&nbsp;&nbsp;5783 |
|  | Moody's Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/29/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393 | &nbsp;&nbsp;&nbsp;&nbsp;1415 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13730 | &nbsp;&nbsp;13786 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7803 | &nbsp;&nbsp;&nbsp;&nbsp;7812 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp;&nbsp;&nbsp;8483 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;5292 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;9019 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12540 | &nbsp;&nbsp;12998 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;22829 | &nbsp;&nbsp;23339 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7895 | &nbsp;&nbsp;&nbsp;&nbsp;7530 |
|  | MSCI Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;14931 | &nbsp;&nbsp;14627 |
|  | NetApp Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7077 | &nbsp;&nbsp;&nbsp;&nbsp;6901 |
|  | NetApp Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23325 | &nbsp;&nbsp;21410 |
|  | NetApp Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11098 | &nbsp;&nbsp;11343 |
|  | NetApp Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 | &nbsp;&nbsp;10118 |
|  | Nokia OYJ | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Nokia OYJ | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 | &nbsp;&nbsp;&nbsp;&nbsp;7877 |
|  | Nordson Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;4488 |
|  | Nordson Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9362 | &nbsp;&nbsp;&nbsp;&nbsp;9343 |
|  | Nordson Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 | &nbsp;&nbsp;&nbsp;&nbsp;7220 |
|  | NVIDIA Corp. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19415 | &nbsp;&nbsp;18446 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8623 | &nbsp;&nbsp;&nbsp;&nbsp;8183 |
|  | NVIDIA Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;19212 | &nbsp;&nbsp;17217 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;23453 | &nbsp;&nbsp;19530 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;43288 | &nbsp;&nbsp;31886 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9188 | &nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | NXP BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;9345 |
|  | NXP BV | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
|  | NXP BV | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581 | &nbsp;&nbsp;&nbsp;&nbsp;7760 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;19227 | &nbsp;&nbsp;19048 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | NXP BV | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;21161 | &nbsp;&nbsp;20169 |
|  | NXP BV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/11/2031 | &nbsp;&nbsp;18266 | &nbsp;&nbsp;16403 |
|  | NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp;8602 |
|  | NXP BV | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | NXP BV | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/19/2035 | &nbsp;&nbsp;10385 | &nbsp;&nbsp;10327 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;13127 | &nbsp;&nbsp;&nbsp;&nbsp;9659 |
|  | Oracle Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;41726 | &nbsp;&nbsp;41013 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;19508 | &nbsp;&nbsp;18591 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6849 | &nbsp;&nbsp;&nbsp;&nbsp;6824 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;7748 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;55196 | &nbsp;&nbsp;54487 |
| <sup>2</sup> | Oracle Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/27/2029 | &nbsp;&nbsp;31456 | &nbsp;&nbsp;30480 |
|  | Oracle Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/9/2029 | &nbsp;&nbsp;11150 | &nbsp;&nbsp;11497 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;51954 | &nbsp;&nbsp;47397 |
|  | Oracle Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;13955 | &nbsp;&nbsp;13637 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10922 | &nbsp;&nbsp;10090 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;39234 | &nbsp;&nbsp;37811 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;46894 | &nbsp;&nbsp;45902 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;79086 | &nbsp;&nbsp;70279 |
|  | Oracle Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;21729 | &nbsp;&nbsp;21363 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;69202 | &nbsp;&nbsp;65846 |
|  | Oracle Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/6/2033 | &nbsp;&nbsp;11721 | &nbsp;&nbsp;11104 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;39774 | &nbsp;&nbsp;38699 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/2034 | &nbsp;&nbsp;26408 | &nbsp;&nbsp;23424 |
|  | Oracle Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;24758 | &nbsp;&nbsp;22583 |
|  | Oracle Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;5434 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/2035 | &nbsp;&nbsp;26652 | &nbsp;&nbsp;25462 |
|  | Oracle Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;58538 | &nbsp;&nbsp;54864 |
|  | Oracle Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;56392 | &nbsp;&nbsp;54216 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;30942 | &nbsp;&nbsp;25623 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;32509 | &nbsp;&nbsp;25797 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4477 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/8/2039 | &nbsp;&nbsp;12919 | &nbsp;&nbsp;12318 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;47916 | &nbsp;&nbsp;34777 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2040 | &nbsp;&nbsp;31565 | &nbsp;&nbsp;27666 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;30413 | &nbsp;&nbsp;21622 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;20169 | &nbsp;&nbsp;14878 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;19834 | &nbsp;&nbsp;13645 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;41363 | &nbsp;&nbsp;35719 |
|  | Oracle Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;36158 | &nbsp;&nbsp;33758 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;38016 | &nbsp;&nbsp;25635 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;39440 | &nbsp;&nbsp;25997 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;62717 | &nbsp;&nbsp;37837 |
|  | Oracle Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/25/2051 | &nbsp;&nbsp;40580 | &nbsp;&nbsp;25727 |
|  | Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/2052 | &nbsp;&nbsp;29268 | &nbsp;&nbsp;27657 |
|  | Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;48319 | &nbsp;&nbsp;38543 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/27/2054 | &nbsp;&nbsp;27344 | &nbsp;&nbsp;21152 |
|  | Oracle Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
|  | Oracle Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/3/2055 | &nbsp;&nbsp;29026 | &nbsp;&nbsp;24337 |
|  | Oracle Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;9/26/2055 | &nbsp;&nbsp;48035 | &nbsp;&nbsp;40387 |
|  | Oracle Corp. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;62431 | &nbsp;&nbsp;57827 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;51899 | &nbsp;&nbsp;30506 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;15077 | &nbsp;&nbsp;&nbsp;&nbsp;9304 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/2064 | &nbsp;&nbsp;10107 | &nbsp;&nbsp;&nbsp;&nbsp;7702 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/2065 | &nbsp;&nbsp;38995 | &nbsp;&nbsp;32285 |
|  | Oracle Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/26/2065 | &nbsp;&nbsp;23835 | &nbsp;&nbsp;19756 |
|  | Oracle Corp. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;2/4/2066 | &nbsp;&nbsp;51296 | &nbsp;&nbsp;47094 |
|  | Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;16293 | &nbsp;&nbsp;16446 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;23530 | &nbsp;&nbsp;23652 |
|  | Paychex Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;16650 | &nbsp;&nbsp;16726 |
|  | Qorvo Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;11312 | &nbsp;&nbsp;11065 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;25970 | &nbsp;&nbsp;25728 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;5/20/2028 | &nbsp;&nbsp;23972 | &nbsp;&nbsp;22625 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;13774 | &nbsp;&nbsp;12611 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;29972 | &nbsp;&nbsp;25380 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4399 | &nbsp;&nbsp;&nbsp;&nbsp;4422 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;11648 | &nbsp;&nbsp;12119 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;19197 | &nbsp;&nbsp;16963 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;24482 | &nbsp;&nbsp;19860 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | QUALCOMM Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/20/2050 | &nbsp;&nbsp;11301 | &nbsp;&nbsp;&nbsp;&nbsp;7558 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2053 | &nbsp;&nbsp;15033 | &nbsp;&nbsp;15295 |
|  | Quanta Services Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/9/2027 | &nbsp;&nbsp;14158 | &nbsp;&nbsp;14235 |
|  | Quanta Services Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;22270 | &nbsp;&nbsp;22238 |
|  | Quanta Services Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;17157 | &nbsp;&nbsp;15924 |
|  | Quanta Services Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;20850 | &nbsp;&nbsp;20688 |
|  | Quanta Services Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/9/2034 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;10299 |
|  | Quanta Services Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/9/2035 | &nbsp;&nbsp;16605 | &nbsp;&nbsp;16379 |
|  | Quanta Services Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5766 | &nbsp;&nbsp;&nbsp;&nbsp;4217 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5936 | &nbsp;&nbsp;&nbsp;&nbsp;5876 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | RELX Capital Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;13183 | &nbsp;&nbsp;12410 |
|  | RELX Capital Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7438 |
|  | RELX Capital Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;12157 | &nbsp;&nbsp;11640 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;14923 | &nbsp;&nbsp;14814 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5214 | &nbsp;&nbsp;&nbsp;&nbsp;5185 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;15089 | &nbsp;&nbsp;14255 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5853 | &nbsp;&nbsp;&nbsp;&nbsp;5819 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;8377 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8307 | &nbsp;&nbsp;&nbsp;&nbsp;8181 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;9049 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;11597 | &nbsp;&nbsp;11199 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;17740 | &nbsp;&nbsp;17222 |
|  | S&P Global Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;10995 | &nbsp;&nbsp;11111 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;16137 | &nbsp;&nbsp;15528 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;11172 | &nbsp;&nbsp;10474 |
|  | S&P Global Inc. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8624 | &nbsp;&nbsp;&nbsp;&nbsp;7517 |
| <sup>7</sup> | S&P Global Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9179 | &nbsp;&nbsp;&nbsp;&nbsp;9063 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;22136 | &nbsp;&nbsp;20196 |
| <sup>7</sup> | S&P Global Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;2385 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9998 | &nbsp;&nbsp;&nbsp;&nbsp;6760 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;14483 | &nbsp;&nbsp;10536 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;8/15/2060 | &nbsp;&nbsp;11623 | &nbsp;&nbsp;&nbsp;&nbsp;5612 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;5115 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;14413 | &nbsp;&nbsp;14417 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/11/2028 | &nbsp;&nbsp;23978 | &nbsp;&nbsp;23712 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;16181 | &nbsp;&nbsp;15198 |
|  | Salesforce Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;34172 | &nbsp;&nbsp;29806 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;38627 | &nbsp;&nbsp;38575 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10247 | &nbsp;&nbsp;10229 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;59425 | &nbsp;&nbsp;59245 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;22893 | &nbsp;&nbsp;15608 |
|  | Salesforce Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;19936 |
|  | Salesforce Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;24732 | &nbsp;&nbsp;14483 |
|  | Salesforce Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;49525 | &nbsp;&nbsp;49645 |
|  | Salesforce Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/15/2061 | &nbsp;&nbsp;16130 | &nbsp;&nbsp;&nbsp;&nbsp;8988 |
|  | Salesforce Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;10001 |
|  | ServiceNow Inc. | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;20826 | &nbsp;&nbsp;18073 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;13188 | &nbsp;&nbsp;11776 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10662 | &nbsp;&nbsp;10706 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;4999 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;36332 | &nbsp;&nbsp;36643 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;31874 | &nbsp;&nbsp;31932 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;27982 | &nbsp;&nbsp;26725 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;10098 | &nbsp;&nbsp;&nbsp;&nbsp;9580 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;10759 | &nbsp;&nbsp;10631 |
|  | TD SYNNEX Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/10/2035 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;19276 |
|  | Teledyne FLIR LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;15008 | &nbsp;&nbsp;14770 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1553 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/4/2029 | &nbsp;&nbsp;17871 | &nbsp;&nbsp;16749 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;6351 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/23/2030 | &nbsp;&nbsp;10635 | &nbsp;&nbsp;10680 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4617 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;16459 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/8/2034 | &nbsp;&nbsp;12592 | &nbsp;&nbsp;12701 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;11215 | &nbsp;&nbsp;&nbsp;&nbsp;9787 |

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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) |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;23516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19050 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;8/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/8/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/18/2063 | &nbsp;&nbsp;24293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21334 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7617 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8122 |
| <sup>2</sup> | TR Finance LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/23/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/22/2027 | &nbsp;&nbsp;12642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12590 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;23852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21600 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5187 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;10/25/2041 | &nbsp;&nbsp;14816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11933 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;24515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18389 |
|  | TSMC Arizona Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11728 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6483 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;11720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11662 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7403 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11437 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;12013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8391 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;12689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11946 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;12368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12449 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;19948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17525 |
|  | Workday Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;14461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14332 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402 |
|  | Xilinx Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;14488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13365 |
|  |  |  |  |  | &nbsp;&nbsp;**8760797** |
| **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11485 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7451 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8286 |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087 |
| <sup>2</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>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 |
|  | AEP Texas Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;10235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9879 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7293 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5798 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 |
| <sup>2</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;22580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22786 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;21940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19432 |
|  | AES Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;15980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16078 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8564 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6376 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7436 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6997 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353 |
|  | Alabama Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/2/2046 | &nbsp;&nbsp;13607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11198 |
| <sup>2</sup> | Alabama Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;13598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10026 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9811 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Alabama Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/15/2051 | &nbsp;&nbsp;10105 | &nbsp;&nbsp;&nbsp;&nbsp;6542 |
|  | Alabama Power Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4719 | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | Alliant Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | Ameren Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6294 | &nbsp;&nbsp;&nbsp;&nbsp;5986 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;8264 |
|  | Ameren Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;38354 | &nbsp;&nbsp;36418 |
|  | Ameren Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;16979 | &nbsp;&nbsp;17167 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12163 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7851 | &nbsp;&nbsp;&nbsp;&nbsp;7779 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;3996 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;7221 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;1931 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;1707 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;4596 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7594 | &nbsp;&nbsp;&nbsp;&nbsp;7660 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;10734 | &nbsp;&nbsp;10449 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6881 | &nbsp;&nbsp;&nbsp;&nbsp;7007 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;11128 | &nbsp;&nbsp;11101 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7095 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3813 | &nbsp;&nbsp;&nbsp;&nbsp;4027 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;23863 | &nbsp;&nbsp;24693 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6362 | &nbsp;&nbsp;&nbsp;&nbsp;4176 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;10165 | &nbsp;&nbsp;10747 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;10615 | &nbsp;&nbsp;10929 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;15226 | &nbsp;&nbsp;15035 |
| <sup>2</sup> | American Electric Power Co. Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;10519 | &nbsp;&nbsp;10429 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8213 | &nbsp;&nbsp;&nbsp;&nbsp;8065 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4849 | &nbsp;&nbsp;&nbsp;&nbsp;4801 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;16423 | &nbsp;&nbsp;15974 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | American Water Capital Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6732 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;2528 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;14515 | &nbsp;&nbsp;14755 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;28607 | &nbsp;&nbsp;29071 |
| <sup>5</sup> | American Water Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8207 |
|  | American Water Capital Corp. | &nbsp;&nbsp;6.593% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;13305 | &nbsp;&nbsp;14963 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;1060 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3921 | &nbsp;&nbsp;&nbsp;&nbsp;3249 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1277 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9948 | &nbsp;&nbsp;&nbsp;&nbsp;7417 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
|  | American Water Capital Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;6201 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;1410 |
|  | American Water Capital Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;4143 |
|  | American Water Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8094 | &nbsp;&nbsp;&nbsp;&nbsp;7920 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7021 | &nbsp;&nbsp;&nbsp;&nbsp;6926 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;20119 | &nbsp;&nbsp;18304 |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;12579 | &nbsp;&nbsp;12282 |
|  | Appalachian Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | Appalachian Power Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;11982 | &nbsp;&nbsp;13338 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5171 | &nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | Appalachian Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;10818 | &nbsp;&nbsp;&nbsp;&nbsp;8905 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1516 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp;&nbsp;&nbsp;5217 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;2082 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;12974 | &nbsp;&nbsp;13916 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9548 | &nbsp;&nbsp;&nbsp;&nbsp;9800 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5563 | &nbsp;&nbsp;&nbsp;&nbsp;5763 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;2802 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;2216 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;1551 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5756 | &nbsp;&nbsp;&nbsp;&nbsp;4512 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;14649 | &nbsp;&nbsp;&nbsp;&nbsp;8647 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;14834 | &nbsp;&nbsp;14625 |

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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) |
|  | Atlantic City Electric Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;11991 | &nbsp;&nbsp;11838 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;11731 | &nbsp;&nbsp;11115 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7942 | &nbsp;&nbsp;&nbsp;&nbsp;6940 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2507 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;11337 | &nbsp;&nbsp;12117 |
| <sup>2</sup> | Atmos Energy Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;3744 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;11345 | &nbsp;&nbsp;11385 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp;&nbsp;&nbsp;7146 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3769 | &nbsp;&nbsp;&nbsp;&nbsp;3045 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;19316 | &nbsp;&nbsp;13307 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5954 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9291 | &nbsp;&nbsp;&nbsp;&nbsp;8254 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
|  | Avangrid Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9616 | &nbsp;&nbsp;&nbsp;&nbsp;9401 |
|  | Avista Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;3858 |
|  | Avista Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5939 | &nbsp;&nbsp;&nbsp;&nbsp;4448 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;2562 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp;&nbsp;&nbsp;6931 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;2983 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;11399 | &nbsp;&nbsp;&nbsp;&nbsp;8496 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2203 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;10666 | &nbsp;&nbsp;&nbsp;&nbsp;7058 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7984 | &nbsp;&nbsp;&nbsp;&nbsp;5019 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;16947 | &nbsp;&nbsp;14112 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5348 | &nbsp;&nbsp;&nbsp;&nbsp;5046 |
| <sup>2</sup> | Baltimore Gas & Electric Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>7</sup> | Basin Electric Power Cooperative | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3862 | &nbsp;&nbsp;&nbsp;&nbsp;3788 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;17421 | &nbsp;&nbsp;16917 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;31045 | &nbsp;&nbsp;26904 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;13272 | &nbsp;&nbsp;14167 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;10639 | &nbsp;&nbsp;11183 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;8238 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;12296 | &nbsp;&nbsp;10404 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;16152 | &nbsp;&nbsp;11890 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3761 | &nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;11684 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;32475 | &nbsp;&nbsp;19585 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5799 | &nbsp;&nbsp;&nbsp;&nbsp;4746 |
|  | Black Hills Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4797 |
|  | Black Hills Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;15597 | &nbsp;&nbsp;14806 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;15549 | &nbsp;&nbsp;14787 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;11726 | &nbsp;&nbsp;12340 |
|  | Black Hills Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;7087 |
|  | Black Hills Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;7456 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5908 | &nbsp;&nbsp;&nbsp;&nbsp;5987 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;4837 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;3109 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5754 | &nbsp;&nbsp;&nbsp;&nbsp;5677 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9696 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;12958 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;7332 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;12680 | &nbsp;&nbsp;12562 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;5863 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;8/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6629 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;2350 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7054 | &nbsp;&nbsp;&nbsp;&nbsp;4459 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;10815 | &nbsp;&nbsp;&nbsp;&nbsp;7374 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;&nbsp;&nbsp;7235 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;12548 | &nbsp;&nbsp;11817 |

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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>2</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;6.850% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;8085 |
| <sup>2</sup> | CenterPoint Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7162 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;18805 | &nbsp;&nbsp;19000 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6667 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;12215 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;1726 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;1070 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;2001 |
| <sup>2</sup> | Centerpoint Energy Restoration Bond Co. III LLC | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;12/15/2039 | &nbsp;&nbsp;17190 | &nbsp;&nbsp;16754 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | Cleco Corporate Holdings LLC | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/1/2046 | &nbsp;&nbsp;10479 | &nbsp;&nbsp;&nbsp;&nbsp;8957 |
|  | Cleveland Electric Illuminating Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4356 | &nbsp;&nbsp;&nbsp;&nbsp;4300 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4553 | &nbsp;&nbsp;&nbsp;&nbsp;4003 |
| <sup>2</sup> | CMS Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;14192 | &nbsp;&nbsp;13733 |
|  | CMS Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5872 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | CMS Energy Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp;&nbsp;&nbsp;4182 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6416 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;7833 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3390 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6854 | &nbsp;&nbsp;&nbsp;&nbsp;7279 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;9358 | &nbsp;&nbsp;10276 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8876 | &nbsp;&nbsp;&nbsp;&nbsp;7799 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;5890 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7696 | &nbsp;&nbsp;&nbsp;&nbsp;6358 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;2802 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;14427 | &nbsp;&nbsp;11221 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9186 | &nbsp;&nbsp;&nbsp;&nbsp;7037 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;9911 | &nbsp;&nbsp;&nbsp;&nbsp;6546 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9219 | &nbsp;&nbsp;&nbsp;&nbsp;5905 |
| <sup>2</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;&nbsp;1005 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4648 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;10385 | &nbsp;&nbsp;10570 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;10832 | &nbsp;&nbsp;11020 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;5683 |
| <sup>2</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;14117 | &nbsp;&nbsp;10979 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;5313 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp;&nbsp;&nbsp;1993 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;9265 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;14083 | &nbsp;&nbsp;14468 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;3060 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1666 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;7724 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;15572 | &nbsp;&nbsp;15643 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7858 | &nbsp;&nbsp;&nbsp;&nbsp;8305 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;6219 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2967 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;12517 | &nbsp;&nbsp;12572 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;11750 | &nbsp;&nbsp;11952 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;6422 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;17160 | &nbsp;&nbsp;14620 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;11185 | &nbsp;&nbsp;&nbsp;&nbsp;9443 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;17547 | &nbsp;&nbsp;13473 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;11582 | &nbsp;&nbsp;&nbsp;&nbsp;8835 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;4338 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;10109 | &nbsp;&nbsp;&nbsp;&nbsp;7863 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;7513 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;6148 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;6844 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;12454 | &nbsp;&nbsp;10268 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;9859 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7014 | &nbsp;&nbsp;&nbsp;&nbsp;5462 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2058 | &nbsp;&nbsp;12915 | &nbsp;&nbsp;10301 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;9472 | &nbsp;&nbsp;&nbsp;&nbsp;6470 |
| <sup>2</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;5425 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5091 | &nbsp;&nbsp;&nbsp;&nbsp;5053 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9856 | &nbsp;&nbsp;10070 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;6457 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;18194 | &nbsp;&nbsp;19087 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8043 | &nbsp;&nbsp;&nbsp;&nbsp;8596 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp;&nbsp;&nbsp;8164 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2042 | &nbsp;&nbsp;12006 | &nbsp;&nbsp;11770 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;15616 | &nbsp;&nbsp;16595 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6883 | &nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2066 | &nbsp;&nbsp;20120 | &nbsp;&nbsp;19348 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;4011 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp;5366 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;4081 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;6618 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;&nbsp;7941 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7711 | &nbsp;&nbsp;&nbsp;&nbsp;7265 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;6253 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1457 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;12083 | &nbsp;&nbsp;&nbsp;&nbsp;8574 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;6034 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6174 | &nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;14564 | &nbsp;&nbsp;11956 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;1155 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9847 | &nbsp;&nbsp;&nbsp;&nbsp;6433 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;12297 | &nbsp;&nbsp;&nbsp;&nbsp;8707 |
|  | Consumers Energy Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;1756 |
|  | Consumers Energy Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3138 | &nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5185 |
|  | Dayton Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5329 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7329 | &nbsp;&nbsp;&nbsp;&nbsp;7353 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9699 | &nbsp;&nbsp;&nbsp;&nbsp;9660 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;51211 | &nbsp;&nbsp;48944 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5118 | &nbsp;&nbsp;&nbsp;&nbsp;5191 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6664 | &nbsp;&nbsp;&nbsp;&nbsp;5883 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9004 | &nbsp;&nbsp;&nbsp;&nbsp;8716 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;10176 | &nbsp;&nbsp;10413 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9731 | &nbsp;&nbsp;10338 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6859 | &nbsp;&nbsp;&nbsp;&nbsp;6927 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7375 | &nbsp;&nbsp;&nbsp;&nbsp;7441 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7205 | &nbsp;&nbsp;&nbsp;&nbsp;7497 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;7119 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;10009 | &nbsp;&nbsp;&nbsp;&nbsp;7432 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/1/2041 | &nbsp;&nbsp;13591 | &nbsp;&nbsp;12144 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8906 | &nbsp;&nbsp;&nbsp;&nbsp;7043 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5181 | &nbsp;&nbsp;&nbsp;&nbsp;4419 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3651 | &nbsp;&nbsp;&nbsp;&nbsp;2957 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;15888 | &nbsp;&nbsp;13336 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;5099 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6725 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;14780 | &nbsp;&nbsp;14933 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;10820 | &nbsp;&nbsp;10729 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;17560 | &nbsp;&nbsp;17416 |
| <sup>2</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;7007 |
| <sup>2</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6666 | &nbsp;&nbsp;&nbsp;&nbsp;7048 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7522 | &nbsp;&nbsp;&nbsp;&nbsp;7422 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4264 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8896 | &nbsp;&nbsp;&nbsp;&nbsp;9323 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1802 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;3149 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;27229 | &nbsp;&nbsp;25168 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9485 | &nbsp;&nbsp;&nbsp;&nbsp;8721 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;12878 | &nbsp;&nbsp;13217 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;19239 | &nbsp;&nbsp;19682 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;14923 | &nbsp;&nbsp;15141 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4031 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7756 | &nbsp;&nbsp;&nbsp;&nbsp;6335 |
|  | DTE Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5778 | &nbsp;&nbsp;&nbsp;&nbsp;4430 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7262 | &nbsp;&nbsp;&nbsp;&nbsp;5473 |
|  | DTE Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;4635 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp;&nbsp;&nbsp;6040 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;9785 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;15753 | &nbsp;&nbsp;15228 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3589 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;10946 | &nbsp;&nbsp;11047 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;25608 | &nbsp;&nbsp;26044 |
| <sup>2</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;15545 | &nbsp;&nbsp;15038 |
|  | DTE Energy Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4154 | &nbsp;&nbsp;&nbsp;&nbsp;3913 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8196 | &nbsp;&nbsp;&nbsp;&nbsp;8360 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;21175 | &nbsp;&nbsp;22184 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;19526 | &nbsp;&nbsp;19247 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;16697 | &nbsp;&nbsp;16573 |
| <sup>2</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5544 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6867 | &nbsp;&nbsp;&nbsp;&nbsp;6464 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;11363 | &nbsp;&nbsp;10580 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5324 | &nbsp;&nbsp;&nbsp;&nbsp;5419 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6464 | &nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8464 | &nbsp;&nbsp;&nbsp;&nbsp;9192 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;14495 | &nbsp;&nbsp;14722 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;6502 |
| <sup>2</sup> | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;8251 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;4783 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7937 | &nbsp;&nbsp;&nbsp;&nbsp;8407 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;9007 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;11626 | &nbsp;&nbsp;11510 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;12887 | &nbsp;&nbsp;11083 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2042 | &nbsp;&nbsp;15682 | &nbsp;&nbsp;12868 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;17374 | &nbsp;&nbsp;13414 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;16411 | &nbsp;&nbsp;12163 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;10043 | &nbsp;&nbsp;&nbsp;&nbsp;6716 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4523 | &nbsp;&nbsp;&nbsp;&nbsp;3133 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;11192 | &nbsp;&nbsp;10499 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5869 | &nbsp;&nbsp;&nbsp;&nbsp;5573 |
| <sup>2</sup> | Duke Energy Carolinas SC Storm Funding LLC | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;28600 | &nbsp;&nbsp;28322 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;19172 | &nbsp;&nbsp;18881 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7095 | &nbsp;&nbsp;&nbsp;&nbsp;7172 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7014 | &nbsp;&nbsp;&nbsp;&nbsp;7005 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;14236 | &nbsp;&nbsp;13800 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;20964 | &nbsp;&nbsp;19320 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;21583 | &nbsp;&nbsp;19411 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8862 | &nbsp;&nbsp;&nbsp;&nbsp;8727 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;13013 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;6038 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7494 | &nbsp;&nbsp;&nbsp;&nbsp;7317 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;2754 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7479 | &nbsp;&nbsp;&nbsp;&nbsp;6407 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;15746 | &nbsp;&nbsp;11636 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;3118 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8462 | &nbsp;&nbsp;&nbsp;&nbsp;6447 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;12050 | &nbsp;&nbsp;&nbsp;&nbsp;8067 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;1194 |
|  | Duke Energy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;19184 | &nbsp;&nbsp;19247 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;41200 | &nbsp;&nbsp;39497 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;10799 | &nbsp;&nbsp;10704 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;31813 | &nbsp;&nbsp;29844 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9314 | &nbsp;&nbsp;&nbsp;&nbsp;8343 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1796 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9134 | &nbsp;&nbsp;&nbsp;&nbsp;8160 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;10636 | &nbsp;&nbsp;11522 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2038 | &nbsp;&nbsp;14575 | &nbsp;&nbsp;15887 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;2572 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2851 | &nbsp;&nbsp;&nbsp;&nbsp;2279 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;5345 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;5979 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7881 | &nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;12153 | &nbsp;&nbsp;12722 |
| <sup>2</sup> | Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;2.538% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2862 | &nbsp;&nbsp;&nbsp;&nbsp;2930 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2763 | &nbsp;&nbsp;&nbsp;&nbsp;2935 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;1583 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;10777 | &nbsp;&nbsp;11727 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7592 | &nbsp;&nbsp;&nbsp;&nbsp;8265 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;13023 | &nbsp;&nbsp;&nbsp;&nbsp;9897 |
| <sup>2</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6597 | &nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;11059 | &nbsp;&nbsp;&nbsp;&nbsp;6718 |
|  | Duke Energy Indiana LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16157 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5283 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;9155 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;8953 | &nbsp;&nbsp;&nbsp;&nbsp;6635 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4278 | &nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;7597 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;15709 | &nbsp;&nbsp;15374 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;13886 | &nbsp;&nbsp;12243 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;10063 | &nbsp;&nbsp;10366 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;10351 | &nbsp;&nbsp;10381 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;7583 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7767 | &nbsp;&nbsp;&nbsp;&nbsp;6378 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/30/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8027 | &nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;13477 | &nbsp;&nbsp;10941 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;10983 | &nbsp;&nbsp;&nbsp;&nbsp;8955 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;9918 | &nbsp;&nbsp;&nbsp;&nbsp;7233 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6408 | &nbsp;&nbsp;&nbsp;&nbsp;3692 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;4616 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;20358 | &nbsp;&nbsp;19654 |
| <sup>2</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.387% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4008 |
| <sup>2</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;1.295% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;1549 |
| <sup>2</sup> | Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;2.799% | &nbsp;&nbsp;7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3205 |
| <sup>7</sup> | East Ohio Gas Co. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | Edison International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;28700 | &nbsp;&nbsp;28936 |
|  | Edison International | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7354 | &nbsp;&nbsp;&nbsp;&nbsp;7234 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;13626 | &nbsp;&nbsp;13746 |
|  | Edison International | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;12019 | &nbsp;&nbsp;12687 |
|  | Edison International | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;12597 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4446 | &nbsp;&nbsp;&nbsp;&nbsp;4402 |
|  | El Paso Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2683 |
|  | El Paso Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4618 | &nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | Emera US Finance LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2046 | &nbsp;&nbsp;26423 | &nbsp;&nbsp;21842 |
|  | Enel Chile SA | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;16841 | &nbsp;&nbsp;16925 |

---

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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) |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;2697 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;8066 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5054 | &nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1874 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;10937 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;1457 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5791 | &nbsp;&nbsp;&nbsp;&nbsp;5676 |
|  | Entergy Corp. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4173 | &nbsp;&nbsp;&nbsp;&nbsp;3958 |
|  | Entergy Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;19458 | &nbsp;&nbsp;18107 |
|  | Entergy Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;10476 | &nbsp;&nbsp;&nbsp;&nbsp;9312 |
|  | Entergy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8916 | &nbsp;&nbsp;&nbsp;&nbsp;6311 |
|  | Entergy Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;16525 | &nbsp;&nbsp;16917 |
| <sup>2</sup> | Entergy Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4046 |
|  | Entergy Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;6794 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6372 | &nbsp;&nbsp;&nbsp;&nbsp;6278 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;5748 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9197 | &nbsp;&nbsp;&nbsp;&nbsp;8557 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;16553 | &nbsp;&nbsp;14500 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;14143 | &nbsp;&nbsp;13437 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;4075 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5883 | &nbsp;&nbsp;&nbsp;&nbsp;5741 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9062 | &nbsp;&nbsp;&nbsp;&nbsp;6772 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2045 | &nbsp;&nbsp;12110 | &nbsp;&nbsp;10900 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;8633 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;&nbsp;&nbsp;5439 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;14682 | &nbsp;&nbsp;12433 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11605 | &nbsp;&nbsp;11393 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;24050 | &nbsp;&nbsp;23121 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;11749 | &nbsp;&nbsp;11411 |
|  | 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;3582 | &nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;7718 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;3672 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8459 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7644 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11986 | &nbsp;&nbsp;10474 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;2282 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4809 | &nbsp;&nbsp;&nbsp;&nbsp;4403 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4509 | &nbsp;&nbsp;&nbsp;&nbsp;3166 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;12015 | &nbsp;&nbsp;12059 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.566% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;12129 | &nbsp;&nbsp;11786 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;2.704% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7865 | &nbsp;&nbsp;&nbsp;&nbsp;7302 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6989 | &nbsp;&nbsp;&nbsp;&nbsp;7091 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;4.276% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;5619 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;3.351% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;4043 |
|  | Essential Utilities Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;11355 | &nbsp;&nbsp;10303 |
|  | Evergy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;3676 |
|  | Evergy Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;24957 | &nbsp;&nbsp;23663 |
|  | Evergy Inc. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;7201 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13345 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;6009 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6988 | &nbsp;&nbsp;&nbsp;&nbsp;5760 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5154 | &nbsp;&nbsp;&nbsp;&nbsp;4202 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;3023 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
| <sup>2</sup> | Evergy Metro Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7171 | &nbsp;&nbsp;&nbsp;&nbsp;6558 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9768 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;11433 | &nbsp;&nbsp;11381 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Evergy Metro Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5177 | &nbsp;&nbsp;&nbsp;&nbsp;5043 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp;5914 |
|  | Evergy Metro Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
| <sup>2</sup> | Evergy Metro Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;2603 |
| <sup>7</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>2</sup> | Eversource Energy | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9511 | &nbsp;&nbsp;&nbsp;&nbsp;9309 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;18373 | &nbsp;&nbsp;18683 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;12795 | &nbsp;&nbsp;12687 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;12991 | &nbsp;&nbsp;11405 |
|  | Eversource Energy | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5453 | &nbsp;&nbsp;&nbsp;&nbsp;4910 |
|  | Eversource Energy | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;24151 | &nbsp;&nbsp;25239 |
|  | Eversource Energy | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp;8141 |
|  | Eversource Energy | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;20704 | &nbsp;&nbsp;20659 |
|  | Eversource Energy | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9814 | &nbsp;&nbsp;&nbsp;&nbsp;9970 |
|  | Eversource Energy | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4563 | &nbsp;&nbsp;&nbsp;&nbsp;3132 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;3231 |
| <sup>2</sup> | Eversource Energy | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3733 | &nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;14452 | &nbsp;&nbsp;14619 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9114 | &nbsp;&nbsp;&nbsp;&nbsp;9297 |
|  | Exelon Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;26459 | &nbsp;&nbsp;25929 |
|  | Exelon Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6396 | &nbsp;&nbsp;&nbsp;&nbsp;5907 |
|  | Exelon Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;21276 | &nbsp;&nbsp;21768 |
| <sup>2</sup> | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;10971 | &nbsp;&nbsp;10688 |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;10857 | &nbsp;&nbsp;11131 |
|  | Exelon Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;8706 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;6166 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;2491 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7164 | &nbsp;&nbsp;&nbsp;&nbsp;5412 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;11139 | &nbsp;&nbsp;10512 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11363 | &nbsp;&nbsp;11093 |
|  | Exelon Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;11050 | &nbsp;&nbsp;11252 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;12329 | &nbsp;&nbsp;12233 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;15826 | &nbsp;&nbsp;14670 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;13655 | &nbsp;&nbsp;12301 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8051 | &nbsp;&nbsp;&nbsp;&nbsp;6870 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;19884 | &nbsp;&nbsp;13285 |
| <sup>7</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2492 |
| <sup>7</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;8042 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;6461 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
| <sup>2</sup> | Florida Power & Light Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;3388 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7713 | &nbsp;&nbsp;&nbsp;&nbsp;7748 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;9087 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;14964 | &nbsp;&nbsp;15103 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/3/2032 | &nbsp;&nbsp;19871 | &nbsp;&nbsp;17770 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6280 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9441 | &nbsp;&nbsp;&nbsp;&nbsp;9459 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5296 | &nbsp;&nbsp;&nbsp;&nbsp;5535 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5191 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;3007 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;7518 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3462 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;11041 | &nbsp;&nbsp;11810 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7172 | &nbsp;&nbsp;&nbsp;&nbsp;7649 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.690% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp;2709 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;19437 | &nbsp;&nbsp;16481 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;11214 | &nbsp;&nbsp;&nbsp;&nbsp;9436 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;12168 | &nbsp;&nbsp;&nbsp;&nbsp;9811 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;6889 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;14719 | &nbsp;&nbsp;10986 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;17074 | &nbsp;&nbsp;13298 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.990% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;10038 | &nbsp;&nbsp;&nbsp;&nbsp;7772 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;17774 | &nbsp;&nbsp;11925 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;12/4/2051 | &nbsp;&nbsp;27561 | &nbsp;&nbsp;17189 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;&nbsp;&nbsp;9018 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;13255 | &nbsp;&nbsp;13006 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3710 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;4145 |
|  | Florida Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp;&nbsp;&nbsp;9379 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/16/2028 | &nbsp;&nbsp;23183 | &nbsp;&nbsp;23379 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8173 | &nbsp;&nbsp;&nbsp;&nbsp;8122 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;13713 | &nbsp;&nbsp;12973 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15399 | &nbsp;&nbsp;15472 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;10528 | &nbsp;&nbsp;10675 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;25607 | &nbsp;&nbsp;25833 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9515 | &nbsp;&nbsp;&nbsp;&nbsp;9721 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;21888 | &nbsp;&nbsp;22217 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7657 | &nbsp;&nbsp;&nbsp;&nbsp;7162 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;3264 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3544 | &nbsp;&nbsp;&nbsp;&nbsp;2591 |
| <sup>2</sup> | Georgia Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;11390 | &nbsp;&nbsp;&nbsp;&nbsp;7615 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;8520 |
|  | Iberdrola International BV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7324 | &nbsp;&nbsp;&nbsp;&nbsp;8230 |
|  | Idaho Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;2695 |
|  | Idaho Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3913 | &nbsp;&nbsp;&nbsp;&nbsp;3831 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10007 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;1834 |
| <sup>2</sup> | Idaho Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7489 | &nbsp;&nbsp;&nbsp;&nbsp;7374 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10930 | &nbsp;&nbsp;10834 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7259 | &nbsp;&nbsp;&nbsp;&nbsp;7688 |
| <sup>2</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;5487 |
| <sup>2</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;14975 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
|  | Indiana Michigan Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;9695 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;10451 | &nbsp;&nbsp;10382 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3013 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;5831 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;4057 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;6/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;4102 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;3130 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;1339 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;3600 |
|  | Interstate Power & Light Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;2371 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;6617 |
|  | IPALCO Enterprises Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13063 | &nbsp;&nbsp;12902 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8552 | &nbsp;&nbsp;&nbsp;&nbsp;8404 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7312 | &nbsp;&nbsp;&nbsp;&nbsp;6749 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7990 | &nbsp;&nbsp;&nbsp;&nbsp;7949 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;3388 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3683 |
| <sup>2</sup> | John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;4.626% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;13711 | &nbsp;&nbsp;12929 |
| <sup>2</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6308 | &nbsp;&nbsp;&nbsp;&nbsp;6511 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;7992 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;6830 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7436 | &nbsp;&nbsp;&nbsp;&nbsp;5006 |
|  | Kentucky Utilities Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7779 | &nbsp;&nbsp;&nbsp;&nbsp;7743 |
| <sup>2</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;4190 |
|  | Louisville Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;12752 | &nbsp;&nbsp;10156 |
| <sup>2</sup> | Louisville Gas & Electric Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;20055 | &nbsp;&nbsp;19936 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7636 | &nbsp;&nbsp;&nbsp;&nbsp;7561 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;17597 | &nbsp;&nbsp;17285 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 |
| <sup>2</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3397 | &nbsp;&nbsp;&nbsp;&nbsp;3565 |
| <sup>2</sup> | MidAmerican Energy Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;10145 | &nbsp;&nbsp;10731 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;7086 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2528 | &nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6997 | &nbsp;&nbsp;&nbsp;&nbsp;5414 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/1/2048 | &nbsp;&nbsp;13381 | &nbsp;&nbsp;&nbsp;&nbsp;9800 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7288 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4573 | &nbsp;&nbsp;&nbsp;&nbsp;3026 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;11490 | &nbsp;&nbsp;11522 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | Mississippi Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;3456 |

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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>2</sup> | Mississippi Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;2453 |
| <sup>2</sup> | Mississippi Power Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1191 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;4656 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;11291 | &nbsp;&nbsp;11306 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp;&nbsp;&nbsp;6514 |
|  | National Fuel Gas Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;6045 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;15619 | &nbsp;&nbsp;15986 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;31480 | &nbsp;&nbsp;32863 |
|  | National Grid USA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5634 | &nbsp;&nbsp;&nbsp;&nbsp;5568 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;5578 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7695 | &nbsp;&nbsp;&nbsp;&nbsp;7681 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;&nbsp;7082 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp;&nbsp;&nbsp;3979 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9074 | &nbsp;&nbsp;&nbsp;&nbsp;9044 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;5872 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8141 | &nbsp;&nbsp;&nbsp;&nbsp;8048 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/7/2029 | &nbsp;&nbsp;10087 | &nbsp;&nbsp;10211 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;7342 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10069 | &nbsp;&nbsp;&nbsp;&nbsp;9883 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;14757 | &nbsp;&nbsp;15073 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1888 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6812 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8384 | &nbsp;&nbsp;&nbsp;&nbsp;8552 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;1055 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7768 | &nbsp;&nbsp;&nbsp;&nbsp;6685 |
| <sup>2</sup> | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;3210 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.023% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;15224 | &nbsp;&nbsp;14650 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7519 | &nbsp;&nbsp;&nbsp;&nbsp;7257 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;14197 | &nbsp;&nbsp;15033 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5597 | &nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;10520 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;14275 | &nbsp;&nbsp;13994 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;6449 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5077 | &nbsp;&nbsp;&nbsp;&nbsp;5629 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7949 | &nbsp;&nbsp;&nbsp;&nbsp;8806 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5144 | &nbsp;&nbsp;&nbsp;&nbsp;3316 |
| <sup>2</sup> | Nevada Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;6468 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1548 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;22961 | &nbsp;&nbsp;22771 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;11342 | &nbsp;&nbsp;11398 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;12377 | &nbsp;&nbsp;12494 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/28/2028 | &nbsp;&nbsp;14428 | &nbsp;&nbsp;14552 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9596 | &nbsp;&nbsp;&nbsp;&nbsp;9344 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;20338 | &nbsp;&nbsp;19236 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;5555 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;15755 | &nbsp;&nbsp;16056 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;32184 | &nbsp;&nbsp;29336 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;12350 | &nbsp;&nbsp;12246 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;14373 | &nbsp;&nbsp;14736 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;29025 | &nbsp;&nbsp;29316 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;4469 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;36732 | &nbsp;&nbsp;37418 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/28/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3441 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4346 | &nbsp;&nbsp;&nbsp;&nbsp;4087 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;28660 | &nbsp;&nbsp;29714 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;15049 | &nbsp;&nbsp;15365 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;26265 | &nbsp;&nbsp;25825 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4676 |
| <sup>2</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/1/2077 | &nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;2202 |
| <sup>2</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/2079 | &nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;4511 |
|  | NiSource Inc. | &nbsp;&nbsp;3.490% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;13097 | &nbsp;&nbsp;12957 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;7173 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;14595 | &nbsp;&nbsp;14893 |

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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) |
|  | NiSource Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;25145 | &nbsp;&nbsp;23912 |
|  | NiSource Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;11673 | &nbsp;&nbsp;11256 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;18250 | &nbsp;&nbsp;15869 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8416 | &nbsp;&nbsp;&nbsp;&nbsp;8621 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;13701 | &nbsp;&nbsp;13941 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;25065 | &nbsp;&nbsp;25256 |
|  | NiSource Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8669 | &nbsp;&nbsp;&nbsp;&nbsp;8819 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | NiSource Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;25002 | &nbsp;&nbsp;20138 |
|  | NiSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/31/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp;7297 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;24615 | &nbsp;&nbsp;23891 |
|  | NiSource Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;3249 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp;&nbsp;&nbsp;2681 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | Northern States Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7321 | &nbsp;&nbsp;&nbsp;&nbsp;7906 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;13136 | &nbsp;&nbsp;13099 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;3911 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;2020 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | Northern States Power Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7356 | &nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | Northern States Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;13750 | &nbsp;&nbsp;11476 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4462 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7076 | &nbsp;&nbsp;&nbsp;&nbsp;6972 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3784 |
|  | Northwest Natural Holding Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;5235 |
|  | NorthWestern Corp. | &nbsp;&nbsp;4.176% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;7303 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7759 | &nbsp;&nbsp;&nbsp;&nbsp;7671 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6593 | &nbsp;&nbsp;&nbsp;&nbsp;6377 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp;7525 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3814 | &nbsp;&nbsp;&nbsp;&nbsp;3745 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;8745 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6793 | &nbsp;&nbsp;&nbsp;&nbsp;6844 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | NSTAR Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;2728 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;4040 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;12385 | &nbsp;&nbsp;12058 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2264 | &nbsp;&nbsp;&nbsp;&nbsp;1974 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2378 | &nbsp;&nbsp;&nbsp;&nbsp;2111 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;15625 | &nbsp;&nbsp;15902 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;8056 |
|  | Oglethorpe Power Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7255 | &nbsp;&nbsp;&nbsp;&nbsp;7081 |
|  | Ohio Edison Co. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3857 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7487 | &nbsp;&nbsp;&nbsp;&nbsp;6499 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp;&nbsp;&nbsp;9739 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;12920 | &nbsp;&nbsp;13276 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;4345 |
|  | Ohio Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;4425 |
| <sup>2</sup> | Ohio Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5996 | &nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9623 | &nbsp;&nbsp;&nbsp;&nbsp;9181 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7594 | &nbsp;&nbsp;&nbsp;&nbsp;7816 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3804 | &nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;4292 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8804 |
|  | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
| <sup>5</sup> | Oklahoma Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;10130 | &nbsp;&nbsp;10130 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;3152 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7315 | &nbsp;&nbsp;&nbsp;&nbsp;7370 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;6831 |
| <sup>7</sup> | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;11052 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;6413 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5926 | &nbsp;&nbsp;&nbsp;&nbsp;5856 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3111 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6518 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;11184 | &nbsp;&nbsp;10884 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;1253 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;&nbsp;7132 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9341 | &nbsp;&nbsp;&nbsp;&nbsp;7173 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/30/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;1196 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5914 | &nbsp;&nbsp;&nbsp;&nbsp;4641 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;18818 | &nbsp;&nbsp;13773 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8829 | &nbsp;&nbsp;&nbsp;&nbsp;6393 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp;1578 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2892 | &nbsp;&nbsp;&nbsp;&nbsp;2379 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;17648 | &nbsp;&nbsp;15530 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6707 | &nbsp;&nbsp;&nbsp;&nbsp;6224 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5228 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;4193 |
| <sup>7</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;11109 | &nbsp;&nbsp;11334 |
|  | ONE Gas Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.658% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;8469 |
|  | ONE Gas Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1081 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;13187 | &nbsp;&nbsp;12778 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;36235 | &nbsp;&nbsp;35496 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1849 | &nbsp;&nbsp;&nbsp;&nbsp;1865 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;10713 | &nbsp;&nbsp;10358 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;21285 | &nbsp;&nbsp;20904 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;30971 | &nbsp;&nbsp;32054 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;10071 | &nbsp;&nbsp;10308 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;37527 | &nbsp;&nbsp;37013 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;62320 | &nbsp;&nbsp;55898 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;10489 | &nbsp;&nbsp;10851 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;6155 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;9173 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;6778 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;32440 | &nbsp;&nbsp;33221 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;11948 | &nbsp;&nbsp;12102 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6106 | &nbsp;&nbsp;&nbsp;&nbsp;5953 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;55986 | &nbsp;&nbsp;47825 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;7677 | &nbsp;&nbsp;&nbsp;&nbsp;5744 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;3548 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;15905 | &nbsp;&nbsp;13274 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;11486 | &nbsp;&nbsp;&nbsp;&nbsp;8965 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9584 | &nbsp;&nbsp;&nbsp;&nbsp;7295 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;27822 | &nbsp;&nbsp;20207 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;50382 | &nbsp;&nbsp;41849 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;17701 | &nbsp;&nbsp;15067 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;8478 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;16380 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7998 | &nbsp;&nbsp;&nbsp;&nbsp;7484 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;10565 | &nbsp;&nbsp;10228 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;10042 | &nbsp;&nbsp;&nbsp;&nbsp;9547 |
|  | PacifiCorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;9437 |
|  | PacifiCorp | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;24264 | &nbsp;&nbsp;23353 |
|  | PacifiCorp | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7283 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | PacifiCorp | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8426 | &nbsp;&nbsp;&nbsp;&nbsp;8539 |
|  | PacifiCorp | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;4488 |
|  | PacifiCorp | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;3882 |
|  | PacifiCorp | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;8/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7943 | &nbsp;&nbsp;&nbsp;&nbsp;8099 |
|  | PacifiCorp | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;9783 |
|  | PacifiCorp | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp;&nbsp;&nbsp;9127 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;4513 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | PacifiCorp | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5809 | &nbsp;&nbsp;&nbsp;&nbsp;5771 |
|  | PacifiCorp | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4967 | &nbsp;&nbsp;&nbsp;&nbsp;3877 |
|  | PacifiCorp | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;12067 | &nbsp;&nbsp;&nbsp;&nbsp;8786 |
|  | PacifiCorp | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;26689 | &nbsp;&nbsp;19450 |
|  | PacifiCorp | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;2509 |
|  | PacifiCorp | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;15093 | &nbsp;&nbsp;&nbsp;&nbsp;8579 |
|  | PacifiCorp | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;6660 |
|  | PacifiCorp | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;33314 | &nbsp;&nbsp;30441 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1580 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5507 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7796 | &nbsp;&nbsp;&nbsp;&nbsp;4806 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp;&nbsp;3730 |
|  | PECO Energy Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;2391 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;14483 | &nbsp;&nbsp;12144 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;4317 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;17564 | &nbsp;&nbsp;16252 |
|  | PECO Energy Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;12625 | &nbsp;&nbsp;12430 |
| <sup>2</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;1.460% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp;&nbsp;2206 |
| <sup>2</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.280% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;6744 |
| <sup>2</sup> | PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;2.822% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;4047 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;7019 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.256% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;19340 | &nbsp;&nbsp;19844 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10818 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;5974 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.529% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10362 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;3.594% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8040 | &nbsp;&nbsp;&nbsp;&nbsp;7897 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.022% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;3181 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.263% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;3889 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;5872 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;5519 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;15580 | &nbsp;&nbsp;13595 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.212% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;17105 | &nbsp;&nbsp;16166 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2767 |
| <sup>2</sup> | PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;5.099% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;5157 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3174 | &nbsp;&nbsp;&nbsp;&nbsp;3083 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5016 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;10226 | &nbsp;&nbsp;10486 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;11925 | &nbsp;&nbsp;11873 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7244 | &nbsp;&nbsp;&nbsp;&nbsp;4890 |
|  | Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2693 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;3830 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6787 | &nbsp;&nbsp;&nbsp;&nbsp;7486 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9214 | &nbsp;&nbsp;&nbsp;&nbsp;7628 |
|  | Potomac Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3338 |
|  | PPL Capital Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;11820 | &nbsp;&nbsp;11960 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;9406 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9644 | &nbsp;&nbsp;10426 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;7351 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;5638 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;1473 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;&nbsp;&nbsp;5429 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5091 | &nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | Progress Energy Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7783 | &nbsp;&nbsp;&nbsp;&nbsp;8778 |
|  | Progress Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1919 | &nbsp;&nbsp;&nbsp;&nbsp;1988 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6459 | &nbsp;&nbsp;&nbsp;&nbsp;6379 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6115 | &nbsp;&nbsp;&nbsp;&nbsp;6097 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7101 | &nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6588 | &nbsp;&nbsp;&nbsp;&nbsp;5751 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;31869 | &nbsp;&nbsp;32436 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;16693 | &nbsp;&nbsp;16631 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;1756 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;2119 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3224 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;4158 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;2725 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;6210 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;25754 | &nbsp;&nbsp;15172 |
| <sup>2</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;5224 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;13021 | &nbsp;&nbsp;11784 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;18125 | &nbsp;&nbsp;17636 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;15325 | &nbsp;&nbsp;15192 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;4130 |
|  | Public Service Co. of New Hampshire | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;4460 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;9901 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;15025 | &nbsp;&nbsp;14954 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;8903 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;7742 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp;2160 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;1741 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3739 | &nbsp;&nbsp;&nbsp;&nbsp;3624 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;&nbsp;&nbsp;5145 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8681 | &nbsp;&nbsp;&nbsp;&nbsp;8573 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6341 | &nbsp;&nbsp;&nbsp;&nbsp;5842 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;6147 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp;&nbsp;&nbsp;6000 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp;&nbsp;&nbsp;9678 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8240 | &nbsp;&nbsp;&nbsp;&nbsp;8379 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;12280 | &nbsp;&nbsp;12186 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;3308 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;11523 | &nbsp;&nbsp;11441 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4952 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1120 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/1/2046 | &nbsp;&nbsp;19675 | &nbsp;&nbsp;15189 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;10754 | &nbsp;&nbsp;&nbsp;&nbsp;7930 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;18680 | &nbsp;&nbsp;14168 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;&nbsp;1549 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2449 | &nbsp;&nbsp;&nbsp;&nbsp;1630 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7559 | &nbsp;&nbsp;&nbsp;&nbsp;4661 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;11567 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;2573 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;4377 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;12330 | &nbsp;&nbsp;11518 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3179 |
| <sup>2</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;9680 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;15955 | &nbsp;&nbsp;16307 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9199 | &nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;9611 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;16243 | &nbsp;&nbsp;14296 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;10268 | &nbsp;&nbsp;10884 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1635 |
|  | Puget Energy Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7529 | &nbsp;&nbsp;&nbsp;&nbsp;7297 |
|  | Puget Energy Inc. | &nbsp;&nbsp;5.725% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;12252 | &nbsp;&nbsp;12349 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;6.274% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.757% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;19558 | &nbsp;&nbsp;19826 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.795% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;7565 | &nbsp;&nbsp;&nbsp;&nbsp;6088 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;4.223% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;6986 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8089 | &nbsp;&nbsp;&nbsp;&nbsp;5396 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.685% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | Puget Sound Energy Inc. | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3633 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;6567 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;1757 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 |

---

------

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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) |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4709 | &nbsp;&nbsp;&nbsp;&nbsp;4789 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;14575 | &nbsp;&nbsp;13091 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;4197 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7681 | &nbsp;&nbsp;&nbsp;&nbsp;6013 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.320% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;6077 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4565 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;13125 | &nbsp;&nbsp;12479 |
| <sup>2</sup> | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4309 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;6/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;4472 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;2514 |
|  | SCE Recovery Funding LLC | &nbsp;&nbsp;5.341% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;29040 | &nbsp;&nbsp;28844 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1604 |
| <sup>2</sup> | SCE Recovery Funding LLC | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;3899 |
|  | Sempra | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;10579 | &nbsp;&nbsp;10430 |
|  | Sempra | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;17293 | &nbsp;&nbsp;16972 |
|  | Sempra | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4363 | &nbsp;&nbsp;&nbsp;&nbsp;4263 |
|  | Sempra | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6941 | &nbsp;&nbsp;&nbsp;&nbsp;6841 |
|  | Sempra | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;10766 | &nbsp;&nbsp;&nbsp;&nbsp;9089 |
|  | Sempra | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;18359 |
|  | Sempra | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5381 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | Sempra | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;6001 |
|  | Sempra | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8463 | &nbsp;&nbsp;&nbsp;&nbsp;8415 |
|  | Sempra | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;23073 | &nbsp;&nbsp;23292 |
|  | Sempra | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | Sempra | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;10985 |
|  | Sempra | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8095 | &nbsp;&nbsp;&nbsp;&nbsp;8002 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;6429 |
|  | Sierra Pacific Power Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;7705 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7064 | &nbsp;&nbsp;&nbsp;&nbsp;7197 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;13406 | &nbsp;&nbsp;13182 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9281 | &nbsp;&nbsp;&nbsp;&nbsp;9508 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;12697 | &nbsp;&nbsp;12555 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;15115 | &nbsp;&nbsp;15325 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8237 | &nbsp;&nbsp;&nbsp;&nbsp;7769 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;10537 | &nbsp;&nbsp;&nbsp;&nbsp;9539 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8891 | &nbsp;&nbsp;&nbsp;&nbsp;7938 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;6621 |
|  | Southern California Edison Co. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9288 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;21358 | &nbsp;&nbsp;22402 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3143 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;11478 | &nbsp;&nbsp;11987 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;6416 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;18423 | &nbsp;&nbsp;18744 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9678 | &nbsp;&nbsp;&nbsp;&nbsp;9560 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;12425 | &nbsp;&nbsp;12433 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;7723 | &nbsp;&nbsp;&nbsp;&nbsp;7703 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2038 | &nbsp;&nbsp;19316 | &nbsp;&nbsp;19580 |
|  | Southern California Edison Co. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7198 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;10095 | &nbsp;&nbsp;&nbsp;&nbsp;9726 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;13402 | &nbsp;&nbsp;11499 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;11076 | &nbsp;&nbsp;&nbsp;&nbsp;9275 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;18525 | &nbsp;&nbsp;13936 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;11120 | &nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;10434 | &nbsp;&nbsp;&nbsp;&nbsp;7188 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;2/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;3351 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | Southern California Edison Co. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
| <sup>2</sup> | Southern California Edison Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;5884 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;16662 | &nbsp;&nbsp;15369 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2053 | &nbsp;&nbsp;21058 | &nbsp;&nbsp;19967 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;16245 | &nbsp;&nbsp;15083 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | Southern California Gas Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5772 | &nbsp;&nbsp;&nbsp;&nbsp;5693 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;14068 | &nbsp;&nbsp;13173 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4521 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;4942 |
|  | Southern California Gas Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;4569 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
| <sup>2</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8107 | &nbsp;&nbsp;&nbsp;&nbsp;6048 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;9693 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;12053 | &nbsp;&nbsp;11741 |
|  | Southern California Gas Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3100 |
|  | Southern California Gas Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
|  | Southern Co. | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;17385 | &nbsp;&nbsp;17533 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6251 | &nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;12380 | &nbsp;&nbsp;12500 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;33805 | &nbsp;&nbsp;34844 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;14190 | &nbsp;&nbsp;13744 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7864 | &nbsp;&nbsp;&nbsp;&nbsp;8230 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;29922 | &nbsp;&nbsp;30239 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7713 | &nbsp;&nbsp;&nbsp;&nbsp;8000 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;26180 | &nbsp;&nbsp;25483 |
|  | Southern Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;11310 | &nbsp;&nbsp;10401 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;14338 | &nbsp;&nbsp;11830 |
| <sup>2</sup> | Southern Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;24513 | &nbsp;&nbsp;25157 |
|  | Southern Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/1/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3918 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;2499 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7723 | &nbsp;&nbsp;&nbsp;&nbsp;6779 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;29492 | &nbsp;&nbsp;29944 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7952 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;7038 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3259 | &nbsp;&nbsp;&nbsp;&nbsp;3217 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6889 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6676 | &nbsp;&nbsp;&nbsp;&nbsp;5612 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/30/2047 | &nbsp;&nbsp;12144 | &nbsp;&nbsp;&nbsp;&nbsp;9933 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/30/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2644 | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
|  | Southern Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9158 | &nbsp;&nbsp;&nbsp;&nbsp;8610 |
|  | Southern Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;3752 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;4675 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6617 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp;&nbsp;&nbsp;7333 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7064 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/29/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
|  | Southwest Gas Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;18928 | &nbsp;&nbsp;18815 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;11440 | &nbsp;&nbsp;11616 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7521 | &nbsp;&nbsp;&nbsp;&nbsp;7397 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp;10085 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;7726 |
| <sup>2</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8607 | &nbsp;&nbsp;&nbsp;&nbsp;6270 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;18240 | &nbsp;&nbsp;11694 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;8974 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8268 | &nbsp;&nbsp;&nbsp;&nbsp;7197 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;16190 | &nbsp;&nbsp;11387 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7746 | &nbsp;&nbsp;&nbsp;&nbsp;5707 |
| <sup>2</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4747 | &nbsp;&nbsp;&nbsp;&nbsp;3836 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp;&nbsp;&nbsp;4851 |
| <sup>2</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;4773 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3985 |
|  | Spire Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | Spire Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6681 | &nbsp;&nbsp;&nbsp;&nbsp;6593 |
|  | Spire Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | Spire Missouri Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4238 |
| <sup>2</sup> | Spire Missouri Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;4338 |
|  | System Energy Resources Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;6344 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp;&nbsp;&nbsp;4537 |
|  | Tampa Electric Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5494 | &nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;3294 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;14351 | &nbsp;&nbsp;11608 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;2544 |
|  | Tampa Electric Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;6482 | &nbsp;&nbsp;&nbsp;&nbsp;4631 |
|  | Tampa Electric Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;4212 |
|  | Toledo Edison Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;4236 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;4765 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6391 | &nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5984 | &nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;6801 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | Tucson Electric Power Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;4030 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8008 | &nbsp;&nbsp;&nbsp;&nbsp;7896 |
|  | Union Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;10381 | &nbsp;&nbsp;10157 |
|  | Union Electric Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;10751 | &nbsp;&nbsp;10181 |
|  | Union Electric Co. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;8212 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;11066 | &nbsp;&nbsp;11248 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;6917 |
|  | Union Electric Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;3798 |
|  | Union Electric Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5589 | &nbsp;&nbsp;&nbsp;&nbsp;5651 |
|  | Union Electric Co. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Union Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;13767 | &nbsp;&nbsp;10428 |
|  | Union Electric Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;14256 | &nbsp;&nbsp;11019 |
|  | Union Electric Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5551 | &nbsp;&nbsp;&nbsp;&nbsp;3719 |
|  | Union Electric Co. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7991 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9851 | &nbsp;&nbsp;&nbsp;&nbsp;7368 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4583 | &nbsp;&nbsp;&nbsp;&nbsp;4157 |
|  | Union Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5678 | &nbsp;&nbsp;&nbsp;&nbsp;5471 |
|  | United Utilities plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;17001 | &nbsp;&nbsp;17849 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;25549 | &nbsp;&nbsp;25304 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;13114 | &nbsp;&nbsp;12522 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp;&nbsp;2221 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;8704 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;11289 | &nbsp;&nbsp;11355 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8267 | &nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;7019 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7415 | &nbsp;&nbsp;&nbsp;&nbsp;7399 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;11679 | &nbsp;&nbsp;11425 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;2418 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;6373 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;10446 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;11/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8131 | &nbsp;&nbsp;&nbsp;&nbsp;8752 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2544 | &nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;6793 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9759 | &nbsp;&nbsp;&nbsp;&nbsp;8480 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;12901 | &nbsp;&nbsp;10844 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;12067 | &nbsp;&nbsp;&nbsp;&nbsp;9694 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;5918 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;10621 | &nbsp;&nbsp;&nbsp;&nbsp;7913 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;7907 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;1812 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;2404 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;22102 | &nbsp;&nbsp;13595 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;4374 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp;&nbsp;&nbsp;8720 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8963 | &nbsp;&nbsp;&nbsp;&nbsp;8681 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3310 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6581 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9816 | &nbsp;&nbsp;&nbsp;&nbsp;9347 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp;&nbsp;&nbsp;8100 |
| <sup>2</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;1244 |
| <sup>2</sup> | Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;4.877% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;10225 | &nbsp;&nbsp;10342 |
| <sup>2</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.796% | &nbsp;&nbsp;9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;4615 |
| <sup>2</sup> | Washington Gas Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;3611 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;11223 | &nbsp;&nbsp;11304 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2715 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2896 | &nbsp;&nbsp;&nbsp;&nbsp;2548 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5177 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7880 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4010 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;10790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10973 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.671% | &nbsp;&nbsp;12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 |
|  | Wisconsin Public Service Corp. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;24197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22613 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;18808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17968 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6741 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;12064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12316 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;12183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12384 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10472 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/3/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 |
|  |  |  |  |  | &nbsp;&nbsp;**10079499** |
| **Total Corporate Bonds (Cost $103,034,777)** | **Total Corporate Bonds (Cost $103,034,777)** | **Total Corporate Bonds (Cost $103,034,777)** | **Total Corporate Bonds (Cost $103,034,777)** | **Total Corporate Bonds (Cost $103,034,777)** | **97505230** |
| **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>2</sup> | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/3/2027 | &nbsp;&nbsp;45805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46172 |
|  | African Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;27730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28003 |
|  | African Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;25190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25204 |
|  | African Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;27575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27216 |
|  | African Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;16345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16385 |
|  | African Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;19528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19213 |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9468 |
|  | African Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9731 |
| <sup>2</sup> | African Development Bank | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;11440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11134 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;43588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43175 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;45111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44200 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;15583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15731 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;25577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25106 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;48154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48088 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10506 |
|  | Asian Development Bank | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;58200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59095 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;12255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12052 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;40905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41501 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/28/2029 | &nbsp;&nbsp;46952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46586 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/19/2029 | &nbsp;&nbsp;42127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39250 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;28694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26660 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;57575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58037 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/28/2030 | &nbsp;&nbsp;25073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24883 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;27937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24272 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;3/4/2031 | &nbsp;&nbsp;33526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29849 |
|  | Asian Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;23580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22363 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/2032 | &nbsp;&nbsp;19085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18808 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/2033 | &nbsp;&nbsp;36750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36418 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/2033 | &nbsp;&nbsp;30220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29637 |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2034 | &nbsp;&nbsp;35790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35540 |
|  | Asian Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2035 | &nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50607 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | Asian Development Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;13184 | &nbsp;&nbsp;&nbsp;&nbsp;13096 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;27550 | &nbsp;&nbsp;&nbsp;&nbsp;27515 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;33425 | &nbsp;&nbsp;&nbsp;&nbsp;33522 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;46280 | &nbsp;&nbsp;&nbsp;&nbsp;46064 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;29517 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30472 | &nbsp;&nbsp;&nbsp;&nbsp;31108 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;14820 | &nbsp;&nbsp;&nbsp;&nbsp;14826 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | Asian Infrastructure Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Canadian Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;42952 | &nbsp;&nbsp;&nbsp;&nbsp;42899 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;28672 | &nbsp;&nbsp;&nbsp;&nbsp;29318 |
|  | Canadian Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;44370 | &nbsp;&nbsp;&nbsp;&nbsp;44557 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15095 | &nbsp;&nbsp;&nbsp;&nbsp;15402 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5822 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8967 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13350 | &nbsp;&nbsp;&nbsp;&nbsp;13661 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;24654 | &nbsp;&nbsp;&nbsp;&nbsp;25310 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;55080 | &nbsp;&nbsp;&nbsp;&nbsp;54456 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10704 | &nbsp;&nbsp;&nbsp;&nbsp;10797 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;19322 |
| <sup>2</sup> | Council of Europe Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13260 | &nbsp;&nbsp;&nbsp;&nbsp;13352 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22765 | &nbsp;&nbsp;&nbsp;&nbsp;23210 |
|  | Council of Europe Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13906 | &nbsp;&nbsp;&nbsp;&nbsp;13771 |
|  | Equinor ASA | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9476 |
|  | Equinor ASA | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7872 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21646 | &nbsp;&nbsp;&nbsp;&nbsp;21455 |
| <sup>7</sup> | Equinor ASA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
|  | Equinor ASA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;34040 | &nbsp;&nbsp;&nbsp;&nbsp;32561 |
|  | Equinor ASA | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20787 | &nbsp;&nbsp;&nbsp;&nbsp;19249 |
|  | Equinor ASA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | Equinor ASA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13519 | &nbsp;&nbsp;&nbsp;&nbsp;13312 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/6/2040 | &nbsp;&nbsp;&nbsp;&nbsp;10293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597 |
|  | Equinor ASA | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/17/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915 |
|  | Equinor ASA | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;12554 | &nbsp;&nbsp;&nbsp;&nbsp;10907 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;17730 | &nbsp;&nbsp;&nbsp;&nbsp;14537 |
|  | Equinor ASA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/8/2043 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;10535 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/2049 | &nbsp;&nbsp;&nbsp;&nbsp;24857 | &nbsp;&nbsp;&nbsp;&nbsp;17112 |
|  | Equinor ASA | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;13339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9967 |
| <sup>2</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;18987 |
|  | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23735 | &nbsp;&nbsp;&nbsp;&nbsp;23899 |
| <sup>2</sup> | European Bank for Reconstruction & Development | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;16240 | &nbsp;&nbsp;&nbsp;&nbsp;16227 |
|  | European Investment Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;20860 | &nbsp;&nbsp;&nbsp;&nbsp;20516 |
|  | European Investment Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | European Investment Bank | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29667 | &nbsp;&nbsp;&nbsp;&nbsp;29401 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;66188 | &nbsp;&nbsp;&nbsp;&nbsp;66258 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;57959 | &nbsp;&nbsp;&nbsp;&nbsp;58032 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;44991 | &nbsp;&nbsp;&nbsp;&nbsp;45721 |
|  | European Investment Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42770 | &nbsp;&nbsp;&nbsp;&nbsp;42955 |
|  | European Investment Bank | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 |
|  | European Investment Bank | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;144126 | &nbsp;&nbsp;147985 |
|  | European Investment Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;16217 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;65420 | &nbsp;&nbsp;&nbsp;&nbsp;65138 |
|  | European Investment Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;84055 | &nbsp;&nbsp;&nbsp;&nbsp;85911 |
|  | European Investment Bank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9995 |
|  | European Investment Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;59485 | &nbsp;&nbsp;&nbsp;&nbsp;58786 |
|  | European Investment Bank | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;23440 | &nbsp;&nbsp;&nbsp;&nbsp;20404 |
|  | European Investment Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;32013 | &nbsp;&nbsp;&nbsp;&nbsp;31927 |
|  | European Investment Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11771 | &nbsp;&nbsp;&nbsp;&nbsp;10368 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;66364 | &nbsp;&nbsp;&nbsp;&nbsp;65733 |
|  | European Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;54202 | &nbsp;&nbsp;&nbsp;&nbsp;55141 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;138959 | &nbsp;&nbsp;140040 |
|  | European Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;38387 | &nbsp;&nbsp;&nbsp;&nbsp;37477 |
|  | European Investment Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;59055 | &nbsp;&nbsp;&nbsp;&nbsp;58672 |
|  | European Investment Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;51558 | &nbsp;&nbsp;&nbsp;&nbsp;52845 |
|  | European Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;57864 | &nbsp;&nbsp;&nbsp;&nbsp;57458 |
|  | European Investment Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;46055 | &nbsp;&nbsp;&nbsp;&nbsp;47952 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;26070 | &nbsp;&nbsp;&nbsp;&nbsp;25807 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;32050 | &nbsp;&nbsp;&nbsp;&nbsp;31998 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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> | Export Development Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30750 | &nbsp;&nbsp;&nbsp;&nbsp;30749 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;43897 | &nbsp;&nbsp;&nbsp;&nbsp;44210 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22950 | &nbsp;&nbsp;&nbsp;&nbsp;22992 |
| <sup>8</sup> | Export Development Canada | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;13065 | &nbsp;&nbsp;&nbsp;&nbsp;13493 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6073 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9472 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;13585 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6772 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19449 | &nbsp;&nbsp;&nbsp;&nbsp;19760 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;11812 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8101 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/11/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;11957 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp;&nbsp;&nbsp;12798 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7693 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;14639 | &nbsp;&nbsp;&nbsp;&nbsp;13025 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7720 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;15450 | &nbsp;&nbsp;&nbsp;&nbsp;16040 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;12635 | &nbsp;&nbsp;&nbsp;&nbsp;13139 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12133 | &nbsp;&nbsp;&nbsp;&nbsp;12700 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7662 |
|  | Export-Import Bank of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;13595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9977 |
| <sup>2</sup> | Hong Kong Government International Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12515 | &nbsp;&nbsp;&nbsp;&nbsp;11109 |
| <sup>2</sup> | Hydro-Quebec | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;59333 | &nbsp;&nbsp;&nbsp;&nbsp;58261 |
|  | Inter-American Development Bank | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;9/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;42595 | &nbsp;&nbsp;&nbsp;&nbsp;40665 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;74825 | &nbsp;&nbsp;&nbsp;&nbsp;75042 |
|  | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;27090 | &nbsp;&nbsp;&nbsp;&nbsp;25486 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;47733 | &nbsp;&nbsp;&nbsp;&nbsp;46949 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;34575 | &nbsp;&nbsp;&nbsp;&nbsp;34828 |
|  | Inter-American Development Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;27477 | &nbsp;&nbsp;&nbsp;&nbsp;26138 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;22560 | &nbsp;&nbsp;&nbsp;&nbsp;23044 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40705 | &nbsp;&nbsp;&nbsp;&nbsp;35709 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22040 | &nbsp;&nbsp;&nbsp;&nbsp;21600 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;35218 | &nbsp;&nbsp;&nbsp;&nbsp;33767 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;41935 | &nbsp;&nbsp;&nbsp;&nbsp;42713 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;33140 | &nbsp;&nbsp;&nbsp;&nbsp;33381 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;72083 | &nbsp;&nbsp;&nbsp;&nbsp;72320 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;57886 | &nbsp;&nbsp;&nbsp;&nbsp;56758 |
| <sup>2</sup> | Inter-American Development Bank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7213 |
|  | Inter-American Development Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;12332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9945 |
|  | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2044 | &nbsp;&nbsp;&nbsp;&nbsp;13332 | &nbsp;&nbsp;&nbsp;&nbsp;12392 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17155 | &nbsp;&nbsp;&nbsp;&nbsp;17219 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9064 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;11286 | &nbsp;&nbsp;&nbsp;&nbsp;11206 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp;&nbsp;&nbsp;13132 |
|  | Inter-American Investment Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;21680 | &nbsp;&nbsp;&nbsp;&nbsp;21850 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;47453 | &nbsp;&nbsp;&nbsp;&nbsp;46454 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;67613 | &nbsp;&nbsp;&nbsp;&nbsp;64322 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;42267 | &nbsp;&nbsp;&nbsp;&nbsp;40247 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55064 | &nbsp;&nbsp;&nbsp;&nbsp;54846 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;72730 | &nbsp;&nbsp;&nbsp;&nbsp;72204 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;63844 | &nbsp;&nbsp;&nbsp;&nbsp;64974 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;9/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;38664 | &nbsp;&nbsp;&nbsp;&nbsp;36238 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;42320 | &nbsp;&nbsp;&nbsp;&nbsp;41976 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;38989 | &nbsp;&nbsp;&nbsp;&nbsp;38982 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21624 | &nbsp;&nbsp;&nbsp;&nbsp;20102 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;102733 | &nbsp;&nbsp;102667 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;89985 | &nbsp;&nbsp;&nbsp;&nbsp;90694 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;31219 | &nbsp;&nbsp;&nbsp;&nbsp;27641 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;55448 | &nbsp;&nbsp;&nbsp;&nbsp;55576 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;58505 | &nbsp;&nbsp;&nbsp;&nbsp;51013 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;77322 | &nbsp;&nbsp;&nbsp;&nbsp;75894 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;42160 | &nbsp;&nbsp;&nbsp;&nbsp;42235 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;64467 | &nbsp;&nbsp;&nbsp;&nbsp;56803 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;76322 | &nbsp;&nbsp;&nbsp;&nbsp;78139 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;1.625% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;121376 | &nbsp;&nbsp;106856 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;103380 | &nbsp;&nbsp;106430 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30026 | &nbsp;&nbsp;&nbsp;&nbsp;27546 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;75377 | &nbsp;&nbsp;&nbsp;&nbsp;75099 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;29181 | &nbsp;&nbsp;&nbsp;&nbsp;30194 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/2/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;60343 | &nbsp;&nbsp;&nbsp;&nbsp;58699 |
| <sup>2</sup> | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10842 | &nbsp;&nbsp;&nbsp;&nbsp;11189 |
|  | International Bank for Reconstruction & Development | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;60880 | &nbsp;&nbsp;&nbsp;&nbsp;61117 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;22152 | &nbsp;&nbsp;&nbsp;&nbsp;22407 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;21081 | &nbsp;&nbsp;&nbsp;&nbsp;21388 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;19409 | &nbsp;&nbsp;&nbsp;&nbsp;19234 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;34030 | &nbsp;&nbsp;&nbsp;&nbsp;34412 |
| <sup>2</sup> | International Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30690 | &nbsp;&nbsp;&nbsp;&nbsp;30610 |
|  | International Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;11591 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;35852 | &nbsp;&nbsp;&nbsp;&nbsp;35380 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10842 | &nbsp;&nbsp;&nbsp;&nbsp;10682 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29360 | &nbsp;&nbsp;&nbsp;&nbsp;29576 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;36335 | &nbsp;&nbsp;&nbsp;&nbsp;35623 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15030 | &nbsp;&nbsp;&nbsp;&nbsp;14987 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;10845 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;19469 | &nbsp;&nbsp;&nbsp;&nbsp;19151 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;23095 | &nbsp;&nbsp;&nbsp;&nbsp;22807 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25193 | &nbsp;&nbsp;&nbsp;&nbsp;23895 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13314 | &nbsp;&nbsp;&nbsp;&nbsp;12401 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14838 | &nbsp;&nbsp;&nbsp;&nbsp;12981 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;22528 | &nbsp;&nbsp;&nbsp;&nbsp;20175 |
| <sup>9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 |
| <sup>2,9</sup> | Japan Bank for International Cooperation | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;18834 | &nbsp;&nbsp;&nbsp;&nbsp;18485 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;12390 | &nbsp;&nbsp;&nbsp;&nbsp;12222 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29575 | &nbsp;&nbsp;&nbsp;&nbsp;29300 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp;&nbsp;&nbsp;10858 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123 |
| <sup>9</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;37922 | &nbsp;&nbsp;&nbsp;&nbsp;37568 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;62479 | &nbsp;&nbsp;&nbsp;&nbsp;62599 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29987 | &nbsp;&nbsp;&nbsp;&nbsp;29850 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;64639 | &nbsp;&nbsp;&nbsp;&nbsp;64563 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30054 | &nbsp;&nbsp;&nbsp;&nbsp;29513 |
| <sup>2,10</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55949 | &nbsp;&nbsp;&nbsp;&nbsp;56021 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;63045 | &nbsp;&nbsp;&nbsp;&nbsp;63122 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;71288 | &nbsp;&nbsp;&nbsp;&nbsp;70779 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23438 | &nbsp;&nbsp;&nbsp;&nbsp;23545 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;75726 | &nbsp;&nbsp;&nbsp;&nbsp;74987 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20816 | &nbsp;&nbsp;&nbsp;&nbsp;19407 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;16888 | &nbsp;&nbsp;&nbsp;&nbsp;17338 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;57433 | &nbsp;&nbsp;&nbsp;&nbsp;57038 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;35025 | &nbsp;&nbsp;&nbsp;&nbsp;30471 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20910 | &nbsp;&nbsp;&nbsp;&nbsp;21612 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;82647 | &nbsp;&nbsp;&nbsp;&nbsp;81883 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;55255 | &nbsp;&nbsp;&nbsp;&nbsp;55058 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;21220 | &nbsp;&nbsp;&nbsp;&nbsp;21422 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;18429 | &nbsp;&nbsp;&nbsp;&nbsp;11921 |
| <sup>10</sup> | KFW | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;6/29/2037 | &nbsp;&nbsp;&nbsp;&nbsp;36990 | &nbsp;&nbsp;&nbsp;&nbsp;22493 |
|  | Korea Development Bank | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8559 |
|  | Korea Development Bank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7615 |
|  | Korea Development Bank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;13885 |
|  | Korea Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;29450 | &nbsp;&nbsp;&nbsp;&nbsp;29620 |
|  | Korea Development Bank | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;10/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 |
|  | Korea Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;16280 | &nbsp;&nbsp;&nbsp;&nbsp;16490 |
|  | Korea Development Bank | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13950 | &nbsp;&nbsp;&nbsp;&nbsp;14296 |
|  | Korea Development Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6603 |
|  | Korea Development Bank | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559 |
|  | Korea Development Bank | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9678 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;4.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;19180 | &nbsp;&nbsp;19077 |
|  | Korea Development Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7915 | &nbsp;&nbsp;&nbsp;&nbsp;8481 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
| <sup>2,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;16158 | &nbsp;&nbsp;15814 |
| <sup>2,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;21605 | &nbsp;&nbsp;21615 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/17/2029 | &nbsp;&nbsp;19481 | &nbsp;&nbsp;19893 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;11184 | &nbsp;&nbsp;11261 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;9/3/2030 | &nbsp;&nbsp;29660 | &nbsp;&nbsp;25997 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/8/2030 | &nbsp;&nbsp;27682 | &nbsp;&nbsp;27296 |
| <sup>2,10</sup> | Landwirtschaftliche Rentenbank | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/24/2033 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13638 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;36940 | &nbsp;&nbsp;37298 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | Nordic Investment Bank | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;19465 | &nbsp;&nbsp;19671 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;22912 | &nbsp;&nbsp;22725 |
|  | Nordic Investment Bank | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;18620 | &nbsp;&nbsp;18439 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/21/2027 | &nbsp;&nbsp;22135 | &nbsp;&nbsp;22341 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/9/2027 | &nbsp;&nbsp;18390 | &nbsp;&nbsp;18320 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;24719 | &nbsp;&nbsp;24888 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5459 | &nbsp;&nbsp;&nbsp;&nbsp;5472 |
| <sup>2,11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;14664 | &nbsp;&nbsp;14754 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;14305 | &nbsp;&nbsp;14221 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;17328 | &nbsp;&nbsp;17648 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;14380 | &nbsp;&nbsp;14247 |
| <sup>11</sup> | Oesterreichische Kontrollbank AG | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;20640 | &nbsp;&nbsp;20431 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;9979 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;30591 | &nbsp;&nbsp;30527 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/2034 | &nbsp;&nbsp;28474 | &nbsp;&nbsp;29731 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/21/2036 | &nbsp;&nbsp;13924 | &nbsp;&nbsp;16358 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;2/14/2037 | &nbsp;&nbsp;28025 | &nbsp;&nbsp;28608 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;5834 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/18/2050 | &nbsp;&nbsp;43205 | &nbsp;&nbsp;39574 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;4/20/2055 | &nbsp;&nbsp;35279 | &nbsp;&nbsp;31172 |
| <sup>2</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/10/2060 | &nbsp;&nbsp;17263 | &nbsp;&nbsp;15634 |
|  | Province of Alberta | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;22923 | &nbsp;&nbsp;22661 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;17595 | &nbsp;&nbsp;17875 |
|  | Province of Alberta | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;45953 | &nbsp;&nbsp;40991 |
|  | Province of Alberta | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;16180 | &nbsp;&nbsp;16238 |
|  | Province of Alberta | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7424 | &nbsp;&nbsp;&nbsp;&nbsp;7269 |
|  | Province of British Columbia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;41538 | &nbsp;&nbsp;42108 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;20230 | &nbsp;&nbsp;20661 |
|  | Province of British Columbia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/24/2029 | &nbsp;&nbsp;38640 | &nbsp;&nbsp;39676 |
|  | Province of British Columbia | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;25859 | &nbsp;&nbsp;25689 |
|  | Province of British Columbia | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;21836 | &nbsp;&nbsp;19169 |
|  | Province of British Columbia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;7/6/2033 | &nbsp;&nbsp;22360 | &nbsp;&nbsp;22048 |
|  | Province of British Columbia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;44108 | &nbsp;&nbsp;44827 |
|  | Province of British Columbia | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;30553 | &nbsp;&nbsp;31056 |
|  | Province of British Columbia | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;2630 |
| <sup>2</sup> | Province of Manitoba | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;11925 | &nbsp;&nbsp;11217 |
|  | Province of Manitoba | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;15110 | &nbsp;&nbsp;14951 |
|  | Province of Manitoba | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/31/2034 | &nbsp;&nbsp;11339 | &nbsp;&nbsp;11615 |
|  | Province of New Brunswick | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6536 |
|  | Province of Ontario | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;43752 | &nbsp;&nbsp;43363 |
|  | Province of Ontario | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;5/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3115 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | Province of Ontario | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/18/2029 | &nbsp;&nbsp;29749 | &nbsp;&nbsp;29956 |
|  | Province of Ontario | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;67637 | &nbsp;&nbsp;67398 |
|  | Province of Ontario | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;37325 | &nbsp;&nbsp;36980 |
|  | Province of Ontario | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/2/2029 | &nbsp;&nbsp;32800 | &nbsp;&nbsp;30686 |
|  | Province of Ontario | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;31609 | &nbsp;&nbsp;32383 |
|  | Province of Ontario | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;9/4/2030 | &nbsp;&nbsp;11648 | &nbsp;&nbsp;11577 |
|  | Province of Ontario | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;27880 | &nbsp;&nbsp;24523 |
|  | Province of Ontario | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;49050 | &nbsp;&nbsp;43643 |
|  | Province of Ontario | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;40275 | &nbsp;&nbsp;35570 |
| <sup>2</sup> | Province of Ontario | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4089 | &nbsp;&nbsp;&nbsp;&nbsp;3647 |
|  | Province of Ontario | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;24944 | &nbsp;&nbsp;25924 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;2652 |
|  | Province of Ontario | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;15728 | &nbsp;&nbsp;15571 |
|  | Province of Quebec | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/12/2027 | &nbsp;&nbsp;49125 | &nbsp;&nbsp;48542 |
|  | Province of Quebec | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;19683 | &nbsp;&nbsp;19572 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2029 | &nbsp;&nbsp;36662 | &nbsp;&nbsp;37218 |
| <sup>2</sup> | Province of Quebec | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;19878 | &nbsp;&nbsp;22076 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;1.350% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;16813 | &nbsp;&nbsp;15097 |
| <sup>2</sup> | Province of Quebec | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;26500 | &nbsp;&nbsp;26236 |
|  | Province of Quebec | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;4/21/2031 | &nbsp;&nbsp;89465 | &nbsp;&nbsp;80419 |
|  | Province of Quebec | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/8/2033 | &nbsp;&nbsp;20505 | &nbsp;&nbsp;20593 |
|  | Province of Quebec | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/5/2034 | &nbsp;&nbsp;12381 | &nbsp;&nbsp;12153 |
|  | Province of Saskatchewan | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;10746 | &nbsp;&nbsp;10652 |
|  | Province of Saskatchewan | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/28/2030 | &nbsp;&nbsp;11075 | &nbsp;&nbsp;11284 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;10236 | &nbsp;&nbsp;10032 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;15015 | &nbsp;&nbsp;15187 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;11688 | &nbsp;&nbsp;10673 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;7373 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;33621 | &nbsp;&nbsp;29742 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;7/27/2033 | &nbsp;&nbsp;72434 | &nbsp;&nbsp;61742 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;28660 | &nbsp;&nbsp;25850 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/5/2036 | &nbsp;&nbsp;18012 | &nbsp;&nbsp;17799 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;34445 | &nbsp;&nbsp;35745 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/2041 | &nbsp;&nbsp;34984 | &nbsp;&nbsp;26433 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/7/2042 | &nbsp;&nbsp;26545 | &nbsp;&nbsp;23276 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/25/2050 | &nbsp;&nbsp;17701 | &nbsp;&nbsp;12672 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2052 | &nbsp;&nbsp;18170 | &nbsp;&nbsp;14082 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;1/5/2054 | &nbsp;&nbsp;18087 | &nbsp;&nbsp;17049 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/22/2061 | &nbsp;&nbsp;20291 | &nbsp;&nbsp;12528 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/21/2071 | &nbsp;&nbsp;13173 | &nbsp;&nbsp;&nbsp;&nbsp;8118 |
| <sup>2</sup> | Republic of Hungary | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/29/2041 | &nbsp;&nbsp;32390 | &nbsp;&nbsp;36631 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;19076 | &nbsp;&nbsp;18768 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;14203 | &nbsp;&nbsp;14215 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;20537 | &nbsp;&nbsp;20370 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/11/2029 | &nbsp;&nbsp;23017 | &nbsp;&nbsp;23105 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;6592 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/18/2029 | &nbsp;&nbsp;12082 | &nbsp;&nbsp;11602 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;14940 | &nbsp;&nbsp;15125 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;15520 | &nbsp;&nbsp;14413 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;21732 | &nbsp;&nbsp;20816 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/21/2031 | &nbsp;&nbsp;10605 | &nbsp;&nbsp;10345 |
|  | Republic of Indonesia | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;20211 | &nbsp;&nbsp;17505 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7974 | &nbsp;&nbsp;&nbsp;&nbsp;7767 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9110 | &nbsp;&nbsp;&nbsp;&nbsp;7925 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;14905 | &nbsp;&nbsp;13778 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;16005 | &nbsp;&nbsp;15651 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;17135 | &nbsp;&nbsp;16811 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;15290 | &nbsp;&nbsp;14704 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;14618 | &nbsp;&nbsp;14841 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/21/2036 | &nbsp;&nbsp;15290 | &nbsp;&nbsp;14720 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/16/2036 | &nbsp;&nbsp;18490 | &nbsp;&nbsp;17634 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/11/2048 | &nbsp;&nbsp;23257 | &nbsp;&nbsp;18784 |
|  | Republic of Indonesia | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/11/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3313 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/30/2049 | &nbsp;&nbsp;23920 | &nbsp;&nbsp;17098 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/14/2050 | &nbsp;&nbsp;10222 | &nbsp;&nbsp;&nbsp;&nbsp;7047 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;22030 | &nbsp;&nbsp;17036 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;3/12/2051 | &nbsp;&nbsp;23345 | &nbsp;&nbsp;14614 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/31/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9765 | &nbsp;&nbsp;&nbsp;&nbsp;7652 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7010 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/11/2053 | &nbsp;&nbsp;11033 | &nbsp;&nbsp;10601 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/10/2054 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;12872 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;2/21/2056 | &nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;9676 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/23/2061 | &nbsp;&nbsp;&nbsp;&nbsp;7976 | &nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | Republic of Indonesia | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2070 | &nbsp;&nbsp;14479 | &nbsp;&nbsp;11060 |
|  | Republic of Indonesia | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/12/2071 | &nbsp;&nbsp;10632 | &nbsp;&nbsp;&nbsp;&nbsp;6387 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/17/2029 | &nbsp;&nbsp;23158 | &nbsp;&nbsp;22142 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;31270 | &nbsp;&nbsp;32713 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/17/2049 | &nbsp;&nbsp;28576 | &nbsp;&nbsp;21814 |
| <sup>2</sup> | Republic of Italy | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/6/2051 | &nbsp;&nbsp;36987 | &nbsp;&nbsp;27075 |
|  | Republic of Korea | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Republic of Korea | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;13510 | &nbsp;&nbsp;12886 |
|  | Republic of Korea | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;13685 | &nbsp;&nbsp;13886 |
|  | Republic of Korea | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;9447 |
|  | Republic of Korea | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;7583 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;1.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7135 | &nbsp;&nbsp;&nbsp;&nbsp;6316 |
|  | Republic of Korea | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/10/2044 | &nbsp;&nbsp;10573 | &nbsp;&nbsp;&nbsp;&nbsp;9520 |
|  | Republic of Korea | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp;5900 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;12923 | &nbsp;&nbsp;13710 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;30646 | &nbsp;&nbsp;30137 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;23217 | &nbsp;&nbsp;21727 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8207 | &nbsp;&nbsp;&nbsp;&nbsp;9007 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;33224 | &nbsp;&nbsp;27302 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.298% | &nbsp;&nbsp;1/19/2033 | &nbsp;&nbsp;28911 | &nbsp;&nbsp;25133 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;28932 | &nbsp;&nbsp;28019 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;2/14/2035 | &nbsp;&nbsp;44245 | &nbsp;&nbsp;46005 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4788 | &nbsp;&nbsp;&nbsp;&nbsp;5047 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/31/2036 | &nbsp;&nbsp;14415 | &nbsp;&nbsp;15318 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;5.662% | &nbsp;&nbsp;2/23/2038 | &nbsp;&nbsp;10220 | &nbsp;&nbsp;&nbsp;&nbsp;9811 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;26893 | &nbsp;&nbsp;30812 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/16/2050 | &nbsp;&nbsp;36673 | &nbsp;&nbsp;27872 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/29/2053 | &nbsp;&nbsp;16501 | &nbsp;&nbsp;12005 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;6.853% | &nbsp;&nbsp;3/28/2054 | &nbsp;&nbsp;19934 | &nbsp;&nbsp;20529 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;25893 | &nbsp;&nbsp;19098 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;7295 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;7/23/2060 | &nbsp;&nbsp;38031 | &nbsp;&nbsp;24714 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/19/2063 | &nbsp;&nbsp;14230 | &nbsp;&nbsp;10393 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;56874 | &nbsp;&nbsp;51891 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;1.862% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;15298 | &nbsp;&nbsp;12591 |
|  | Republic of Peru | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;30073 | &nbsp;&nbsp;36352 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;32465 | &nbsp;&nbsp;27730 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/8/2035 | &nbsp;&nbsp;19475 | &nbsp;&nbsp;19427 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/30/2036 | &nbsp;&nbsp;27137 | &nbsp;&nbsp;27077 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;3/14/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6326 | &nbsp;&nbsp;&nbsp;&nbsp;6829 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1772 | &nbsp;&nbsp;&nbsp;&nbsp;1336 |
|  | Republic of Peru | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/18/2050 | &nbsp;&nbsp;28553 | &nbsp;&nbsp;27174 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;16001 | &nbsp;&nbsp;10830 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/8/2054 | &nbsp;&nbsp;18034 | &nbsp;&nbsp;17346 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/30/2055 | &nbsp;&nbsp;29500 | &nbsp;&nbsp;29645 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;2.780% | &nbsp;&nbsp;12/1/2060 | &nbsp;&nbsp;25897 | &nbsp;&nbsp;13662 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2072 | &nbsp;&nbsp;12325 | &nbsp;&nbsp;&nbsp;&nbsp;7574 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/28/2121 | &nbsp;&nbsp;15806 | &nbsp;&nbsp;&nbsp;&nbsp;8442 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/16/2027 | &nbsp;&nbsp;21104 | &nbsp;&nbsp;21499 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/18/2029 | &nbsp;&nbsp;21890 | &nbsp;&nbsp;22139 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15298 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/16/2032 | &nbsp;&nbsp;12137 | &nbsp;&nbsp;12746 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/2033 | &nbsp;&nbsp;45875 | &nbsp;&nbsp;45793 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/18/2034 | &nbsp;&nbsp;55250 | &nbsp;&nbsp;55483 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/12/2035 | &nbsp;&nbsp;46474 | &nbsp;&nbsp;47210 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/4/2053 | &nbsp;&nbsp;24479 | &nbsp;&nbsp;22503 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/18/2054 | &nbsp;&nbsp;45862 | &nbsp;&nbsp;42264 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9585 | &nbsp;&nbsp;&nbsp;&nbsp;9697 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;25654 | &nbsp;&nbsp;24980 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8752 | &nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/2029 | &nbsp;&nbsp;15356 | &nbsp;&nbsp;15058 |
|  | Republic of the Philippines | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;25913 | &nbsp;&nbsp;30382 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;7462 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.457% | &nbsp;&nbsp;5/5/2030 | &nbsp;&nbsp;13742 | &nbsp;&nbsp;12615 |
|  | Republic of the Philippines | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/14/2031 | &nbsp;&nbsp;30720 | &nbsp;&nbsp;34495 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.648% | &nbsp;&nbsp;6/10/2031 | &nbsp;&nbsp;14137 | &nbsp;&nbsp;12098 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/27/2031 | &nbsp;&nbsp;12425 | &nbsp;&nbsp;12127 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;10465 | &nbsp;&nbsp;&nbsp;&nbsp;8936 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;15510 | &nbsp;&nbsp;16638 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.556% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;13765 | &nbsp;&nbsp;12704 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/2033 | &nbsp;&nbsp;12913 | &nbsp;&nbsp;13308 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/17/2033 | &nbsp;&nbsp;17110 | &nbsp;&nbsp;16990 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;16445 | &nbsp;&nbsp;16454 |
|  | Republic of the Philippines | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;24693 | &nbsp;&nbsp;26562 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2035 | &nbsp;&nbsp;20205 | &nbsp;&nbsp;20461 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;15550 | &nbsp;&nbsp;14954 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/27/2036 | &nbsp;&nbsp;16050 | &nbsp;&nbsp;15595 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/2037 | &nbsp;&nbsp;13757 | &nbsp;&nbsp;13275 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/20/2040 | &nbsp;&nbsp;32216 | &nbsp;&nbsp;27070 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;26454 | &nbsp;&nbsp;21204 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/2/2042 | &nbsp;&nbsp;27287 | &nbsp;&nbsp;21726 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &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;2.950% | &nbsp;&nbsp;5/5/2045 | &nbsp;&nbsp;20672 | &nbsp;&nbsp;13832 |
|  | Republic of the Philippines | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;12/10/2045 | &nbsp;&nbsp;20379 | &nbsp;&nbsp;12793 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;7/6/2046 | &nbsp;&nbsp;30594 | &nbsp;&nbsp;20944 |
|  | Republic of the Philippines | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/29/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;4649 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;10/13/2047 | &nbsp;&nbsp;10515 | &nbsp;&nbsp;10626 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;21050 | &nbsp;&nbsp;20216 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/14/2049 | &nbsp;&nbsp;13215 | &nbsp;&nbsp;12760 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;9/5/2049 | &nbsp;&nbsp;13470 | &nbsp;&nbsp;12279 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/4/2050 | &nbsp;&nbsp;16450 | &nbsp;&nbsp;16495 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/27/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;4651 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;8622 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;33295 | &nbsp;&nbsp;33732 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5332 | &nbsp;&nbsp;&nbsp;&nbsp;4890 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;40463 | &nbsp;&nbsp;41051 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/3/2030 | &nbsp;&nbsp;18015 | &nbsp;&nbsp;16487 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;33680 | &nbsp;&nbsp;32995 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;32960 | &nbsp;&nbsp;31643 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/12/2034 | &nbsp;&nbsp;29782 | &nbsp;&nbsp;30139 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;40521 | &nbsp;&nbsp;41153 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;18730 | &nbsp;&nbsp;18046 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2043 | &nbsp;&nbsp;24577 | &nbsp;&nbsp;20737 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/17/2048 | &nbsp;&nbsp;13865 | &nbsp;&nbsp;10435 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;1/15/2050 | &nbsp;&nbsp;36674 | &nbsp;&nbsp;23602 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/3/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9343 | &nbsp;&nbsp;&nbsp;&nbsp;6551 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;52694 | &nbsp;&nbsp;48970 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/13/2056 | &nbsp;&nbsp;20375 | &nbsp;&nbsp;19195 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/3/2120 | &nbsp;&nbsp;14550 | &nbsp;&nbsp;10331 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/4/2027 | &nbsp;&nbsp;42198 | &nbsp;&nbsp;42168 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;20458 | &nbsp;&nbsp;20409 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;13420 | &nbsp;&nbsp;13370 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;16805 | &nbsp;&nbsp;16880 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;7083 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Svensk Exportkredit AB | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7964 | &nbsp;&nbsp;&nbsp;&nbsp;7878 |
| <sup>2</sup> | Svensk Exportkredit AB | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/4/2030 | &nbsp;&nbsp;16100 | &nbsp;&nbsp;16646 |
|  | United Mexican States | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;38944 | &nbsp;&nbsp;38404 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/9/2028 | &nbsp;&nbsp;15655 | &nbsp;&nbsp;15858 |
|  | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6936 | &nbsp;&nbsp;&nbsp;&nbsp;6892 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/7/2029 | &nbsp;&nbsp;10570 | &nbsp;&nbsp;10639 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;2215 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6761 | &nbsp;&nbsp;&nbsp;&nbsp;6975 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5473 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;39866 | &nbsp;&nbsp;35192 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;8.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;14101 | &nbsp;&nbsp;16354 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;35659 | &nbsp;&nbsp;34269 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;57666 | &nbsp;&nbsp;58276 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;52590 | &nbsp;&nbsp;51314 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/8/2033 | &nbsp;&nbsp;18492 | &nbsp;&nbsp;20868 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;30569 | &nbsp;&nbsp;28946 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;70669 | &nbsp;&nbsp;69224 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/12/2034 | &nbsp;&nbsp;36408 | &nbsp;&nbsp;30873 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/27/2034 | &nbsp;&nbsp;22053 | &nbsp;&nbsp;23401 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/9/2035 | &nbsp;&nbsp;39923 | &nbsp;&nbsp;40800 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/22/2035 | &nbsp;&nbsp;47250 | &nbsp;&nbsp;45671 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/7/2036 | &nbsp;&nbsp;52234 | &nbsp;&nbsp;51869 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;52537 | &nbsp;&nbsp;54928 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/29/2038 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22919 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;74339 | &nbsp;&nbsp;72559 |
|  | United Mexican States | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/11/2040 | &nbsp;&nbsp;39055 | &nbsp;&nbsp;37921 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/14/2041 | &nbsp;&nbsp;20165 | &nbsp;&nbsp;15767 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/8/2044 | &nbsp;&nbsp;62906 | &nbsp;&nbsp;50380 |
|  | United Mexican States | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp;3953 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/23/2046 | &nbsp;&nbsp;29909 | &nbsp;&nbsp;22887 |
|  | United Mexican States | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;28534 | &nbsp;&nbsp;20843 |
|  | United Mexican States | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/10/2048 | &nbsp;&nbsp;38480 | &nbsp;&nbsp;28837 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2050 | &nbsp;&nbsp;30405 | &nbsp;&nbsp;22312 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/27/2051 | &nbsp;&nbsp;24410 | &nbsp;&nbsp;19015 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/12/2052 | &nbsp;&nbsp;33395 | &nbsp;&nbsp;23591 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.338% | &nbsp;&nbsp;5/4/2053 | &nbsp;&nbsp;44164 | &nbsp;&nbsp;41053 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/7/2054 | &nbsp;&nbsp;21670 | &nbsp;&nbsp;20211 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;5/13/2055 | &nbsp;&nbsp;10454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10981 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;36557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35381 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;55084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32782 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/12/2110 | &nbsp;&nbsp;25221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20467 |
| **Total Sovereign Bonds (Cost $13,457,938)** | **Total Sovereign Bonds (Cost $13,457,938)** | **Total Sovereign Bonds (Cost $13,457,938)** | **Total Sovereign Bonds (Cost $13,457,938)** | **Total Sovereign Bonds (Cost $13,457,938)** | **13022344** |
| **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;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 |
|  | Alameda County CA Joint Powers Authority Lease Revenue | &nbsp;&nbsp;7.046% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
|  | American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | &nbsp;&nbsp;6.449% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.834% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;6.053% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;7.499% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
|  | American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | &nbsp;&nbsp;8.084% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11746 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;18010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18792 |
|  | 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;4696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.907% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;10390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11673 |
|  | 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;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 |
|  | California Earthquake Authority Revenue | &nbsp;&nbsp;5.603% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961 |
|  | California GO | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 |
|  | California GO | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7578 |
|  | California GO | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | California GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5111 |
|  | California GO | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8614 |
|  | California GO | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 |
|  | California GO | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 |
|  | California GO | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | California GO | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402 |
|  | California GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797 |
|  | California GO | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;32655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37515 |
|  | California GO | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 |
|  | California GO | &nbsp;&nbsp;7.550% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;41470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49228 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/2039 | &nbsp;&nbsp;13946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16021 |
|  | California GO | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;16775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19354 |
|  | California GO | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2040 | &nbsp;&nbsp;16025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19071 |
|  | California GO | &nbsp;&nbsp;7.600% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;16105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19318 |
|  | California GO | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
|  | California GO | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | California Health Facilities Financing Authority Revenue (Social Bonds-Federally Taxable) | &nbsp;&nbsp;4.353% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | California State Taxable Various Purpose GO | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;3.899% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.897% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7137 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.719% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;5.183% | &nbsp;&nbsp;11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 |
|  | Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | &nbsp;&nbsp;5.491% | &nbsp;&nbsp;11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | &nbsp;&nbsp;3.204% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476 |
|  | Chicago IL GO | &nbsp;&nbsp;5.879% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 |
|  | Chicago IL Metropolitan Water Reclamation District GO | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7731 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;6.395% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.472% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | Chicago IL O'Hare International Airport Revenue | &nbsp;&nbsp;4.572% | &nbsp;&nbsp;1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7010 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | Clark County NV Airport System Revenue | &nbsp;&nbsp;6.820% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.864% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8159 |
|  | Commonwealth Financing Authority Pennsylvania Revenue | &nbsp;&nbsp;3.807% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928 |
|  | Commonwealth of Massachusetts SO Revenue | &nbsp;&nbsp;3.769% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721 |
|  | Connecticut GO | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8088 |
|  | Cook County IL GO | &nbsp;&nbsp;6.229% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941 |

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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) |
|  | Dallas County TX Hospital District GO | &nbsp;&nbsp;5.621% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;2136 |
|  | Dallas TX Area Rapid Transit Revenue | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | &nbsp;&nbsp;7.088% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;4876 |
| <sup>12</sup> | Dallas TX Independent School District GO | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3823 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.994% | &nbsp;&nbsp;11/1/2038 | &nbsp;&nbsp;15350 | &nbsp;&nbsp;13196 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;3.144% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;2.843% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | Dallas-Fort Worth TX International Airport Revenue | &nbsp;&nbsp;4.507% | &nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | District of Columbia Water & Sewer Authority Public Utility Revenue | &nbsp;&nbsp;4.814% | &nbsp;&nbsp;10/1/2114 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;3883 |
|  | East Bay CA Municipal Utility District Water System Revenue | &nbsp;&nbsp;5.874% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;13800 | &nbsp;&nbsp;13423 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;16985 | &nbsp;&nbsp;15633 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;5.526% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;14146 |
|  | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;4.094% | &nbsp;&nbsp;1/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7150 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
| <sup>13</sup> | Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | &nbsp;&nbsp;3.924% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1721 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.637% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;14695 | &nbsp;&nbsp;15754 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;6.655% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;6706 |
|  | Georgia Municipal Electric Power Authority Revenue | &nbsp;&nbsp;7.055% | &nbsp;&nbsp;4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;3803 |
|  | Georgia Water & Wastewater Revenue | &nbsp;&nbsp;2.257% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;2.746% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2102 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.487% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.115% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1545 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.714% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3724 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.293% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3660 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;6532 |
|  | Grand Parkway Transportation Corp. Texas System Toll Revenue | &nbsp;&nbsp;3.236% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;27320 | &nbsp;&nbsp;18993 |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8330 | &nbsp;&nbsp;&nbsp;&nbsp;8846 |
|  | Houston TX GO | &nbsp;&nbsp;3.961% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1123 |
|  | 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;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1670 |
|  | Illinois GO | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;89597 | &nbsp;&nbsp;91264 |
|  | Illinois GO | &nbsp;&nbsp;6.630% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5822 | &nbsp;&nbsp;&nbsp;&nbsp;6097 |
|  | Illinois State Toll Highway Authority Revenue | &nbsp;&nbsp;6.184% | &nbsp;&nbsp;1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;5295 |
|  | Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;3.051% | &nbsp;&nbsp;1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3784 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;3.985% | &nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3024 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;4.532% | &nbsp;&nbsp;1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;7265 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | JobsOhio Beverage System Statewide Liquor Profits Revenue ETM | &nbsp;&nbsp;2.833% | &nbsp;&nbsp;1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;3459 |
|  | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>14</sup> | Kansas Development Finance Authority Revenue | &nbsp;&nbsp;2.774% | &nbsp;&nbsp;5/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;3300 |
| <sup>13</sup> | Kansas Development Finance Authority Revenue (Employees Retirement System) | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4461 |
|  | Los Angeles CA Community College District GO | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
| <sup>13</sup> | Los Angeles CA Department of Airports International Revenue | &nbsp;&nbsp;4.242% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2861 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.603% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5450 |
|  | Los Angeles County CA Public Works Financing Authority Lease Revenue | &nbsp;&nbsp;7.618% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
|  | 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;2140 | &nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | 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;3352 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | 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;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9355 |
|  | 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;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5021 |
|  | 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;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2186 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;4.475% | &nbsp;&nbsp;8/1/2039 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;10699 |
|  | Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | &nbsp;&nbsp;5.198% | &nbsp;&nbsp;12/1/2039 | &nbsp;&nbsp;14980 | &nbsp;&nbsp;15231 |
|  | Maryland Economic Development Corp. Revenue | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;5/31/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | Maryland Economic Development Corp. Revenue (Prince George's County Public Schools) | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3911 | &nbsp;&nbsp;&nbsp;&nbsp;3800 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.052% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3052 |
|  | Maryland Health & Higher Educational Facilities Authority Revenue | &nbsp;&nbsp;3.197% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | Massachusetts GO | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |

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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;5350 | &nbsp;&nbsp;&nbsp;&nbsp;5412 |
|  | Massachusetts GO | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;3681 |
|  | Massachusetts School Building Authority Dedicated Sales Tax Revenue | &nbsp;&nbsp;5.715% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3198 |
|  | Massachusetts SO Revenue | &nbsp;&nbsp;4.110% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1939 | &nbsp;&nbsp;&nbsp;&nbsp;1935 |
|  | Massachusetts Transportation Fund Revenue | &nbsp;&nbsp;5.731% | &nbsp;&nbsp;6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4430 |
|  | 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;2260 | &nbsp;&nbsp;&nbsp;&nbsp;2417 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;6.814% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
|  | Metropolitan Transportation Authority NY Revenue | &nbsp;&nbsp;5.175% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | 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;6325 | &nbsp;&nbsp;&nbsp;&nbsp;7440 |
|  | Miami-Dade County FL Aviation Revenue (Miami International Airport) | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.084% | &nbsp;&nbsp;12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;4068 |
|  | Michigan Finance Authority Revenue (Trinity Health Credit Group) | &nbsp;&nbsp;3.384% | &nbsp;&nbsp;12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.496% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2364 |
|  | Michigan State University Revenue | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;8/15/2122 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1288 |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
|  | Mississippi GO | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1408 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;3360 |
|  | Missouri Health & Educational Facilities Authority Revenue (Washington University) | &nbsp;&nbsp;3.652% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;4127 |
|  | National Finance Authority NH Revenue | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp;&nbsp;&nbsp;2662 |
| <sup>15</sup> | New Jersey Economic Development Authority Revenue (State Pension Funding) | &nbsp;&nbsp;7.425% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;11518 | &nbsp;&nbsp;12080 |
|  | New Jersey Transportation Trust Fund Authority Transportation System Revenue | &nbsp;&nbsp;6.561% | &nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;8964 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.414% | &nbsp;&nbsp;1/1/2040 | &nbsp;&nbsp;18650 | &nbsp;&nbsp;22045 |
|  | New Jersey Turnpike Authority Revenue | &nbsp;&nbsp;7.102% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;24238 | &nbsp;&nbsp;27962 |
|  | New York City NY GO | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/1/2037 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9743 |
|  | New York City NY GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9645 |
|  | New York City NY GO | &nbsp;&nbsp;6.271% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5719 |
|  | New York City NY GO | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7285 | &nbsp;&nbsp;&nbsp;&nbsp;6980 |
|  | New York City NY GO | &nbsp;&nbsp;5.559% | &nbsp;&nbsp;10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;8304 |
|  | New York City NY GO | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |
|  | New York City NY GO | &nbsp;&nbsp;5.263% | &nbsp;&nbsp;10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | New York City NY GO | &nbsp;&nbsp;5.828% | &nbsp;&nbsp;10/1/2053 | &nbsp;&nbsp;33650 | &nbsp;&nbsp;34146 |
|  | New York City NY GO | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
|  | New York City NY GO | &nbsp;&nbsp;5.392% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
|  | 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;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | 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;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | 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;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
|  | 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;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | 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;4675 | &nbsp;&nbsp;&nbsp;&nbsp;4506 |
|  | New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;19200 | &nbsp;&nbsp;19318 |
|  | New York Metropolitan Transportation Authority Revenue (Build America Bonds) | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | &nbsp;&nbsp;7.336% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;17640 | &nbsp;&nbsp;20440 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;2042 |
|  | 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;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | New York State Urban Development Corp. Revenue | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp;&nbsp;&nbsp;3159 |
|  | New York State Urban Development Corp. Revenue Prere. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
|  | New York State Urban Development Corp. Revenue (Personal Income Tax) | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;3954 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/2049 | &nbsp;&nbsp;10855 | &nbsp;&nbsp;11847 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/2111 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;3165 |
|  | Ohio Turnpike Commission Revenue | &nbsp;&nbsp;3.216% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;6372 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;3.877% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3492 | &nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;5744 |
|  | Oklahoma Development Finance Authority Revenue | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;5/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4292 |
|  | Oregon GO | &nbsp;&nbsp;5.892% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;3032 |
| <sup>13</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.528% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 |
| <sup>15</sup> | Oregon School Boards Association GO | &nbsp;&nbsp;5.680% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;1194 |
|  | Pennsylvania Economic Development Financing Authority Revenue (Infrastructure Programs) | &nbsp;&nbsp;5.689% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.790% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;5654 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pennsylvania State University Revenue | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | Pennsylvania Turnpike Commission Revenue | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4343 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2740 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5812 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.647% | &nbsp;&nbsp;11/1/2040 | &nbsp;&nbsp;12025 | &nbsp;&nbsp;12570 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;4546 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.031% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;1799 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.139% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;10927 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6389 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;10/1/2062 | &nbsp;&nbsp;28925 | &nbsp;&nbsp;24245 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | Port Authority of New York & New Jersey Revenue | &nbsp;&nbsp;3.287% | &nbsp;&nbsp;8/1/2069 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | &nbsp;&nbsp;2.543% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;3989 |
|  | Regional Transportation District of Colorado Sales Tax Revenue | &nbsp;&nbsp;5.844% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | Riverside CA Pension Obligation Taxable Revenue Bonds | &nbsp;&nbsp;3.857% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Riverside County CA Pension Obligation Revenue Bonds | &nbsp;&nbsp;3.818% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;5.665% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;3348 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1075 |
|  | Rutgers State University New Jersey Revenue | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;3173 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4082 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.587% | &nbsp;&nbsp;1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;7415 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;4.787% | &nbsp;&nbsp;1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;1641 |
|  | Salt River Projects Arizona Agricultural Improvement & Power District Revenue | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;3731 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;4.427% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;4977 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.469% | &nbsp;&nbsp;2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;2210 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.569% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | San Diego County CA Regional Transportation Commission Sales Tax Revenue | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;3800 |
|  | San Diego County CA Water Authority Revenue | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;11635 | &nbsp;&nbsp;11821 |
|  | San Francisco CA City & County Public Utilities Commission Wastewater Revenue | &nbsp;&nbsp;4.655% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;5436 |
|  | San Francisco CA City & County Public Utilities Commission Water Revenue | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;5706 |
|  | San Jose California Redevelopment Agency Successor Agency Tax Allocation | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;5566 |
|  | South Carolina Public Service Authority Revenue | &nbsp;&nbsp;6.454% | &nbsp;&nbsp;1/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;9196 |
|  | State Public School Building Authority PA Revenue | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;4120 |
|  | Texas A & M University Permanent Fund Revenue | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Texas GO | &nbsp;&nbsp;5.517% | &nbsp;&nbsp;4/1/2039 | &nbsp;&nbsp;16370 | &nbsp;&nbsp;16770 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.102% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;19806 | &nbsp;&nbsp;20290 |
|  | Texas Natural Gas Securitization Finance Corp. Revenue | &nbsp;&nbsp;5.169% | &nbsp;&nbsp;4/1/2041 | &nbsp;&nbsp;21910 | &nbsp;&nbsp;22190 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;14835 | &nbsp;&nbsp;11826 |
|  | Texas Transportation Commission GO | &nbsp;&nbsp;4.681% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
|  | Texas Transportation Commission State Highway Revenue | &nbsp;&nbsp;5.178% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;7615 |
| <sup>13</sup> | Tucson City AZ COP | &nbsp;&nbsp;2.856% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3144 |
|  | United Nations Development Corp. NY Revenue | &nbsp;&nbsp;6.536% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2111 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.132% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;13925 | &nbsp;&nbsp;14775 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.583% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.006% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;4780 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3065 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.256% | &nbsp;&nbsp;5/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;4273 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;3.706% | &nbsp;&nbsp;5/15/2120 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2258 |
|  | University of California Revenue | &nbsp;&nbsp;1.316% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;15685 | &nbsp;&nbsp;15243 |
|  | University of California Revenue | &nbsp;&nbsp;1.614% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;10355 | &nbsp;&nbsp;&nbsp;&nbsp;9397 |
|  | University of California Revenue | &nbsp;&nbsp;3.071% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;5035 |
|  | University of California Revenue | &nbsp;&nbsp;4.858% | &nbsp;&nbsp;5/15/2112 | &nbsp;&nbsp;17290 | &nbsp;&nbsp;14103 |
|  | University of California Revenue | &nbsp;&nbsp;4.767% | &nbsp;&nbsp;5/15/2115 | &nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;4848 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.437% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;3461 |
|  | University of Michigan Revenue | &nbsp;&nbsp;2.562% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;1749 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | University of Michigan Revenue | &nbsp;&nbsp;4.454% | &nbsp;&nbsp;4/1/2122 | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;3383 |
|  | University of Minnesota Revenue | &nbsp;&nbsp;4.048% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | University of Nebraska Student Fee Revenue | &nbsp;&nbsp;3.037% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;3897 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>14</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;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | 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;14580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9004 |
|  | 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;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | 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;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373 |
|  | 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;5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3102 |
|  | 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;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 |
|  | 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;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4215 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32239 |
|  | University of Virginia Revenue | &nbsp;&nbsp;4.179% | &nbsp;&nbsp;9/1/2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 |
|  | University of Virginia Revenue | &nbsp;&nbsp;3.227% | &nbsp;&nbsp;9/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | 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;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17010 |
|  | 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;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3076 |
| **Total Taxable Municipal Bonds (Cost $1,798,838)** | **Total Taxable Municipal Bonds (Cost $1,798,838)** | **Total Taxable Municipal Bonds (Cost $1,798,838)** | **Total Taxable Municipal Bonds (Cost $1,798,838)** | **Total Taxable Municipal Bonds (Cost $1,798,838)** | &nbsp;&nbsp;&nbsp;&nbsp;**1609530** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** |
| **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** |
| <sup>16</sup> | Vanguard Market Liquidity Fund **(Cost $5,022,148)** | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;50227819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5022279** |
| **Total Investments (100.4%) (Cost $409,260,031)** | **Total Investments (100.4%) (Cost $409,260,031)** | **Total Investments (100.4%) (Cost $409,260,031)** | **Total Investments (100.4%) (Cost $409,260,031)** |  | &nbsp;&nbsp;**388914075** |
| **Other Assets and Liabilities—Net (-0.4%)** | **Other Assets and Liabilities—Net (-0.4%)** | **Other Assets and Liabilities—Net (-0.4%)** | **Other Assets and Liabilities—Net (-0.4%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**(1496702)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**387417373** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $30,522 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | 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. |
| 3 | U.S. government-guaranteed. |
| 4 | 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. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 6 | 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. |
| 7 | 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 $741,650, representing 0.2% of net assets. |
| 8 | Guaranteed by the Government of Canada. |
| 9 | Guaranteed by the Government of Japan. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | Guaranteed by the Republic of Austria. |
| 12 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 13 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 15 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 16 | 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. |
| SOFR—Secured Overnight Financing Rate. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

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.

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. Various inputs may be used to determine the value of the fund's investments. 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 valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments 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;264106351 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;264106351 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7648341 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7648341 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;97505230 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;97505230 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13022344 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13022344 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609530 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609530 |
| Temporary Cash Investments | 5022279 | &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;5022279 |
| Total | 5022279 | &nbsp;&nbsp;&nbsp;383891796 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;388914075 |

---

## 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 INDEX FUND

- **b. EDGAR series identifier (if any):** S000002564

- **c. LEI of Series:** CIJB0QNLPT2SSWMJ5W92

**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:** $390893333169.48

**Total Liabilities:** $4136254066.40

**Net Assets:** $386757079103.08

**Delayed Delivery Securities:** $2633842442.58

**Cash Not Reported:** $1083998961.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -347834.28787098 | **1-Year:** -10396855.15564331 | **5-Year:** -30012437.35115872 | **10-Year:** -44308235.06891607 | **30-Year:** -20381853.88699988

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

- **3-Month:** -1795.08861655 | **1-Year:** -94052.08431924 | **5-Year:** -266317.16742056 | **10-Year:** -390757.41620976 | **30-Year:** -215372.96743079

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000170279 | 0.23%                | 1.54%                | -1.69%               |
| Class ID C000007063 | 0.23%                | 1.54%                | -1.69%               |
| Class ID C000007062 | 0.22%                | 1.53%                | -1.70%               |
| Class ID C000046844 | 0.19%                | 1.60%                | -1.75%               |
| Class ID C000007064 | 0.23%                | 1.54%                | -1.69%               |
| Class ID C000081425 | 0.23%                | 1.54%                | -1.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36043012.03            | $-535446643.71                             |
| Month 2  | $-123800125.19           | $5138851364.39                             |
| Month 3  | $-238591595.27           | $-8004946058.19                            |

### Schedule of Portfolio Investments

| Name                                                                             | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac Pool                                                                 | FR QO0699                      | CUSIP: 3133WJX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11330641 | PA      | $10820635.03   | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00986                      | CUSIP: 31292HCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        206 | PA      | $216.45        | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2971991.56    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    9692000 | PA      | $9329268.53    | 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        |    2044911 | PA      | $1884729.75    | 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        |   22167998 | PA      | $23478827.05   | 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        |    1028301 | PA      | $1008422.30    | 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        |   10430000 | PA      | $9037158.05    | 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        |   27604345 | PA      | $23569559.07   | 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        |    8050000 | PA      | $5831122.89    | 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        |   19717897 | PA      | $18676865.19   | 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        |   28456000 | PA      | $18467148.54   | 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        |     724831 | PA      | $688012.85     | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    8907000 | PA      | $5448969.99    | 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        |    8444000 | PA      | $7400850.28    | 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        |    2542648 | PA      | $2641152.45    | 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        |     141406 | PA      | $144505.03     | 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        | 1456340800 | PA      | $1362247523.84 | 0.35%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    4927000 | PA      | $4905363.29    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3956720 | PA      | $3620821.52    | 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        |    5250000 | PA      | $5110467.46    | 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        |   60004000 | PA      | $67041467.43   | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8975                      | CUSIP: 3138ET6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56972 | PA      | $55852.64      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0481                      | CUSIP: 3132CWRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17289108 | PA      | $16597350.17   | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     560400 | PA      | $558394.10     | 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        |   23852000 | PA      | $21600095.56   | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03940                      | CUSIP: 3128M5V98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87466 | PA      | $91659.09      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1459945 | PA      | $1344177.10    | 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        |    3085000 | PA      | $3086417.30    | 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        |    4530000 | PA      | $4783419.93    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9631                      | CUSIP: 3140E2VZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     811361 | PA      | $795421.55     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22006493 | PA      | $19746686.29   | 0.01%             | 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        |    8938000 | PA      | $8351827.68    | 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        |    7915000 | PA      | $7734616.04    | 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        |    5365000 | PA      | $4837422.44    | 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        |   10855000 | PA      | $11846582.54   | 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        |     674055 | PA      | $649503.22     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1447                      | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115925 | PA      | $106203.84     | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14645000 | PA      | $12540621.18   | 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        |   11218000 | PA      | $13005052.86   | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 609202                      | CUSIP: 31388MX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $15.12         | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | 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        |    2520000 | PA      | $2266719.08    | 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        |   16450000 | PA      | $16494764.06   | 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        |   10894021 | PA      | $10125994.38   | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8587000 | PA      | $8075576.03    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882186                      | CUSIP: 31409YCX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6053 | PA      | $6332.03       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8490                      | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49180926 | PA      | $47520253.39   | 0.01%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705983                      | CUSIP: 36297AJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47917 | PA      | $50532.30      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $5659106.09    | 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        |   13191000 | PA      | $10421295.38   | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10504646.97   | 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        |      37886 | PA      | $39730.83      | 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        |   30318000 | PA      | $30851983.11   | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QZ9484                      | CUSIP: 31427KRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     760393 | PA      | $749844.80     | 0.00%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436442                      | CUSIP: 36207MZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         55 | PA      | $54.98         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21999000 | PA      | $22107355.80   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $9819078.88    | 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        |   18245000 | PA      | $15950389.84   | 0.00%             | 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        |    1862000 | PA      | $1245192.31    | 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        |    5286428 | PA      | $5017424.11    | 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        |    7198648 | PA      | $7357823.09    | 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        |    2580358 | PA      | $2193523.49    | 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        |    2600000 | PA      | $2363644.66    | 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        |    7571000 | PA      | $7232908.45    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    9645000 | PA      | $9612021.48    | 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        |    4800000 | PA      | $4666875.31    | 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        |   18716157 | PA      | $15400394.93   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    8876000 | PA      | $7799304.30    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  115189749 | PA      | $112037846.76  | 0.03%             | 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        | 1630635000 | PA      | $1618787409.42 | 0.42%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738536                      | CUSIP: 3620ASPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39104 | PA      | $38845.91      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    9708000 | PA      | $9913908.74    | 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        |     361620 | PA      | $367638.92     | 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        |   15201000 | PA      | $14480084.76   | 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        |    1207449 | PA      | $1189070.88    | 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        |   14200000 | PA      | $12871678.97   | 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        |    8032000 | PA      | $7964459.12    | 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        |    6430000 | PA      | $6513825.34    | 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        |    2000000 | PA      | $2007449.40    | 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        |    7473228 | PA      | $7602976.49    | 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        |   12961000 | PA      | $12974785.86   | 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        |   12915000 | PA      | $10301300.76   | 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        |     609211 | PA      | $606112.62     | 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        |    3553650 | PA      | $3419238.07    | 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        |     170587 | PA      | $182847.03     | 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        |    9156000 | PA      | $8881169.03    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579219                      | CUSIP: 36201CPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4476 | PA      | $4611.59       | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  831941000 | PA      | $780172173.45  | 0.20%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81283                      | CUSIP: 3132L6M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27509 | PA      | $26545.04      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8327                      | CUSIP: 3132D6HC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114555 | PA      | $115410.33     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | 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        |     729508 | PA      | $730089.28     | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | 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        |    6214000 | PA      | $6401018.68    | 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        |    9805000 | PA      | $9795222.90    | 0.00%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 544398                      | CUSIP: 31385GX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3738 | PA      | $3928.96       | 0.00%             | 2030-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                      | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6462587 | PA      | $6123406.26    | 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        |      63115 | PA      | $67370.72      | 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        |    1750000 | PA      | $1749411.33    | 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        |       7135 | PA      | $7389.31       | 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        |      48251 | PA      | $50632.78      | 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        |    7378443 | PA      | $7858125.39    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14329                      | CUSIP: 3128MDA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        167 | PA      | $167.07        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    7444000 | PA      | $7428577.87    | 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        |   17110747 | PA      | $16054161.98   | 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        |   21022086 | PA      | $21447944.93   | 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        |    8755000 | PA      | $6686470.69    | 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        |    5420000 | PA      | $5549343.32    | 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        |   16025000 | PA      | $19070560.87   | 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        |    6679000 | PA      | $6784929.68    | 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        |    9012649 | PA      | $8185744.50    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928153                      | CUSIP: 31412LE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135189 | PA      | $141521.36     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5040087 | PA      | $4561905.16    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6061                      | CUSIP: 3140XMWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12193382 | PA      | $11549616.51   | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8622000 | PA      | $8642903.71    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4759                      | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317718 | PA      | $295340.90     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   16119000 | PA      | $11865878.71   | 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        |    2861495 | PA      | $2837565.44    | 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        |     166611 | PA      | $174534.28     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   16711000 | PA      | $15321697.89   | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6763                      | CUSIP: 3138EPQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221665 | PA      | $217870.97     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2040078 | PA      | $1992913.80    | 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        |    5413000 | PA      | $6072101.45    | 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        |     529863 | PA      | $494251.63     | 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        |   20458000 | PA      | $20408569.29   | 0.01%             | 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        |   27590103 | PA      | $26618947.93   | 0.01%             | 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        |    5445097 | PA      | $5330999.71    | 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        |   12816000 | PA      | $12896458.09   | 0.00%             | 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        |   31912000 | PA      | $29822759.76   | 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        |   27680000 | PA      | $27181416.91   | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04240                      | CUSIP: 3128M6BH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5418 | PA      | $5760.66       | 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        |   48184883 | PA      | $49083179.30   | 0.01%             | 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        |    6080000 | PA      | $5921582.67    | 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        |    7053000 | PA      | $6373392.07    | 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        |   25628705 | PA      | $24013017.71   | 0.01%             | 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        |    1751477 | PA      | $1673684.68    | 0.00%             | 2047-10-01      | 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        |   10225000 | PA      | $10286263.09   | 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        |    1197459 | PA      | $1150845.18    | 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        |   15800000 | PA      | $15558353.22   | 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        |    1323076 | PA      | $1314542.14    | 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        |   40278930 | PA      | $40609442.69   | 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        |      95544 | PA      | $97887.82      | 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        |   10075446 | PA      | $9464972.77    | 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        |   14176000 | PA      | $13156459.76   | 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        |    4386043 | PA      | $4434062.73    | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH6932                      | CUSIP: 3140GVV28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73385 | PA      | $72055.69      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   31138000 | PA      | $24193616.93   | 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        |     303834 | PA      | $318686.09     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2769932.12    | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6716000 | PA      | $6950358.60    | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 450325                      | CUSIP: 36208GHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1133 | PA      | $1147.31       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   19393000 | PA      | $17733139.04   | 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        |   29882485 | PA      | $30649687.90   | 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        |    1496266 | PA      | $1497767.66    | 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        |    9584000 | PA      | $7294889.84    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    6319000 | PA      | $6641625.06    | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3004                      | CUSIP: 3140KNKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16321182 | PA      | $13286904.51   | 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        |    2825000 | PA      | $2752896.40    | 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        |    6579574 | PA      | $5862807.36    | 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        |   10265000 | PA      | $10053873.71   | 0.00%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6498000 | PA      | $6455797.19    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1747                      | CUSIP: 3132CX5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16198568 | PA      | $16505984.73   | 0.00%             | 2041-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2510257 | PA      | $2414494.15    | 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        |    4372000 | PA      | $4721175.76    | 0.00%             | 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        |  235900925 | PA      | $229446039.01  | 0.06%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1954                      | CUSIP: 3132AEE36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418274 | PA      | $420575.45     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   24318000 | PA      | $24285726.68   | 0.01%             | 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        |   13656000 | PA      | $9819455.60    | 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        |    6965000 | PA      | $6810673.73    | 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        |   18578308 | PA      | $19355291.61   | 0.01%             | 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        |   19989618 | PA      | $20605902.16   | 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        |  446050000 | PA      | $443227337.61  | 0.11%             | 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        |   15825000 | PA      | $15692028.86   | 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        |   12520000 | PA      | $12070128.20   | 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        |   24208000 | PA      | $23818364.09   | 0.01%             | 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        |   38202000 | PA      | $23558276.01   | 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        |    7719000 | PA      | $5889810.71    | 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        |    4130000 | PA      | $4051805.77    | 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        |    7175000 | PA      | $6596214.84    | 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        |     550000 | PA      | $478054.34     | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462572                      | CUSIP: 36208V2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1530 | PA      | $1548.60       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   11623000 | PA      | $5611822.67    | 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        |    3235000 | PA      | $3257394.90    | 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        |   10672000 | PA      | $10778091.99   | 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        |    5860926 | PA      | $5771119.97    | 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        |   17577000 | PA      | $16841659.57   | 0.00%             | 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        |     577697 | PA      | $587268.22     | 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        |     830129 | PA      | $813142.60     | 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        |   16200000 | PA      | $14024348.88   | 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        |   10250000 | PA      | $10471174.84   | 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        |      94822 | PA      | $94004.75      | 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        |    1438668 | PA      | $1478542.87    | 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        |   11554000 | PA      | $10282402.86   | 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        |    4115000 | PA      | $4182398.54    | 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        |   43175000 | PA      | $31803073.16   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582029                      | CUSIP: 36201FSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1520 | PA      | $1555.94       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   33526000 | PA      | $29849240.77   | 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        |   11559000 | PA      | $11725800.78   | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3306364.13    | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J39576                      | CUSIP: 31307WT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50211 | PA      | $49103.43      | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   10180000 | PA      | $9056309.27    | 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        |   10447000 | PA      | $10254692.63   | 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        |   31468353 | PA      | $31317018.99   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3688954 | PA      | $3300919.55    | 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        |     986862 | PA      | $982109.29     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    3496000 | PA      | $3188006.17    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | 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        |  179090000 | PA      | $179838542.47  | 0.05%             | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   15120000 | PA      | $15153008.10   | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2349                      | CUSIP: 3138WBTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43313 | PA      | $41759.00      | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6899722.75    | 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        |    8095000 | PA      | $8002374.97    | 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        |   17255232 | PA      | $17673708.01   | 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        |   43142539 | PA      | $38442668.09   | 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        |  801315000 | PA      | $752578773.29  | 0.19%             | 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        |   22261275 | PA      | $22183396.38   | 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        |   13735000 | PA      | $12469117.96   | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253585                      | CUSIP: 31371JUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1734 | PA      | $1809.36       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8268000 | PA      | $7197380.40    | 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        |     536554 | PA      | $528448.98     | 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        |     351695 | PA      | $356521.04     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    9087000 | PA      | $9025747.79    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915048                      | CUSIP: 31411UTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59020 | PA      | $61728.76      | 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        |    2385000 | PA      | $2355491.11    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 750546                      | CUSIP: 31403JZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17515 | PA      | $17967.18      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | 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        |    2000000 | PA      | $1818117.80    | 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        |    2575000 | PA      | $2689836.76    | 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        |   12470000 | PA      | $7668049.33    | 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        |    9595000 | PA      | $9018468.92    | 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        |    3890000 | PA      | $2391191.32    | 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        |    5007097 | PA      | $4620138.42    | 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        |    4928547 | PA      | $4728579.56    | 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        |    6499158 | PA      | $6125979.98    | 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        |    5262000 | PA      | $5287356.09    | 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        |   25808000 | PA      | $26572048.33   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI COMMUN INC                 | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7787000 | PA      | $8175846.42    | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2030                      | CUSIP: 3140HFHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19222 | PA      | $18315.93      | 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        |   10600000 | PA      | $10292321.39   | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00950                      | CUSIP: 3132GEBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61843 | PA      | $62891.62      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   23085000 | PA      | $19997321.84   | 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        |    6188000 | PA      | $6188234.03    | 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        |   51211000 | PA      | $48944073.25   | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | 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        |   22275000 | PA      | $19857249.23   | 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        |    6050000 | PA      | $6141332.84    | 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        |    2480000 | PA      | $2460086.78    | 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        |    8645000 | PA      | $7810172.21    | 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        |    8641000 | PA      | $8845071.19    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00771                      | CUSIP: 31283G2C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        386 | PA      | $390.83        | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                      | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1062959 | PA      | $1007603.21    | 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        |    2449000 | PA      | $1629727.67    | 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        |    2320000 | PA      | $2132106.63    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698233                      | CUSIP: 36296QV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374654 | PA      | $372810.29     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    8510000 | PA      | $8587857.01    | 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        |     860657 | PA      | $900380.21     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582166                      | CUSIP: 36201FW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        898 | PA      | $927.52        | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   10098000 | PA      | $9580370.19    | 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        |   13417489 | PA      | $12747307.93   | 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        |   13118000 | PA      | $11578425.42   | 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        |   17634000 | PA      | $17805273.66   | 0.00%             | 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        |   34790000 | PA      | $30166598.42   | 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        |    7000000 | PA      | $7089777.80    | 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        |   16120000 | PA      | $16027278.11   | 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        |      28177 | PA      | $29443.79      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4582                      | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35060302 | PA      | $32219295.94   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   73905000 | PA      | $68077266.38   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3904                      | CUSIP: 3138WDKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79061 | PA      | $76079.41      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   12580000 | PA      | $12554226.21   | 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        |   11229000 | PA      | $11119204.00   | 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        |    2583155 | PA      | $2371208.13    | 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        |   10247000 | PA      | $10228840.55   | 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        |      69417 | PA      | $69293.10      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1650                      | CUSIP: 3138X0ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3205192 | PA      | $3016221.40    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 AS             | CUSIP: 06541QBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2375000 | PA      | $2317667.26    | 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        |   29211000 | PA      | $27357529.88   | 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        |  204673000 | PA      | $197309569.54  | 0.05%             | 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        |    3180854 | PA      | $3073676.42    | 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        |     993637 | PA      | $978708.91     | 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        |   11160000 | PA      | $10885920.05   | 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        |    6071000 | PA      | $6066088.90    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02975                      | CUSIP: 3132GGJU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585647 | PA      | $583679.41     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6687000 | PA      | $4232890.18    | 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        |    6293191 | PA      | $5660720.90    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4502000 | PA      | $4487728.51    | 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        |      16015 | PA      | $16388.89      | 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        |  636564000 | PA      | $648723365.44  | 0.17%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3983                      | CUSIP: 31418DM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2137026 | PA      | $1989235.73    | 0.00%             | 2035-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   12905000 | PA      | $13236640.92   | 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        |    9110000 | PA      | $9171144.69    | 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        |    9833728 | PA      | $10326861.63   | 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        |  118435530 | PA      | $105838371.89  | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   13020000 | PA      | $13132083.47   | 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        |       3760 | PA      | $3939.88       | 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        |   15166778 | PA      | $14570869.13   | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80428                      | CUSIP: 31335GPM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        138 | PA      | $138.70        | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00987                      | CUSIP: 31292HCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1083 | PA      | $1125.76       | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    7895000 | PA      | $7530074.20    | 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        |   10274000 | PA      | $8957522.47    | 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        |    5984000 | PA      | $5949718.98    | 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        |    2806276 | PA      | $2673999.59    | 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        |   10613000 | PA      | $10491225.02   | 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        |   11314000 | PA      | $10598964.53   | 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        |    3510000 | PA      | $2871139.02    | 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        |   13089000 | PA      | $13320799.43   | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7832000 | PA      | $7594186.24    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15995000 | PA      | $14758052.18   | 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        |    6083000 | PA      | $6133611.99    | 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        |    1117504 | PA      | $1129768.95    | 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        |    6056000 | PA      | $6103266.00    | 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        |    7881000 | PA      | $4946391.16    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720785                      | CUSIP: 31401WXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14036 | PA      | $14398.11      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07939                      | CUSIP: 3128MAEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1331720 | PA      | $1323599.40    | 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        |       2980 | PA      | $3096.15       | 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        |   16445000 | PA      | $16453849.84   | 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        |   25841000 | PA      | $21861920.27   | 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        |   52434000 | PA      | $52257725.45   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                      | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16779 | PA      | $17219.80      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   11821000 | PA      | $6758696.37    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   19740000 | PA      | $17315550.87   | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250576                      | CUSIP: 31371FJV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         11 | PA      | $10.66         | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | 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        |     118078 | PA      | $114474.30     | 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        |    9905000 | PA      | $10058863.86   | 0.00%             | 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        |   27137000 | PA      | $27076566.12   | 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        |    7896968 | PA      | $7472633.73    | 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        |    2651088 | PA      | $2573331.98    | 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        |  388020000 | PA      | $381923817.78  | 0.10%             | 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        |   21084000 | PA      | $21213073.88   | 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        |      42508 | PA      | $44430.49      | 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        |   10447000 | PA      | $9214222.93    | 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        |     190057 | PA      | $184968.48     | 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        |    1240769 | PA      | $1242881.26    | 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        |      37798 | PA      | $38946.76      | 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        |    1551380 | PA      | $1532549.25    | 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        |    5275000 | PA      | $4700497.64    | 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        |      27974 | PA      | $29236.95      | 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        |    5201454 | PA      | $4775924.42    | 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        |    2499636 | PA      | $2522918.09    | 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        |    8916000 | PA      | $6311067.28    | 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        |    6530000 | PA      | $4145103.07    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   22080000 | PA      | $21840967.75   | 0.01%             | 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        |    9865000 | PA      | $10156657.06   | 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        |   13855000 | PA      | $10064470.76   | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    9828000 | PA      | $7619081.30    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   22420000 | PA      | $22672191.38   | 0.01%             | 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        |      43536 | PA      | $45714.85      | 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        |   12660000 | PA      | $11107157.35   | 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        |    4720000 | PA      | $4650514.88    | 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        |   60034728 | PA      | $51761762.27   | 0.01%             | 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        |   14605000 | PA      | $9289774.30    | 0.00%             | 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        |     335940 | PA      | $330796.23     | 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        |    5154935 | PA      | $5234590.37    | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     795000 | PA      | $816517.41     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215722 | PA      | $213326.95     | 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        |    6569357 | PA      | $5902973.67    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8997                      | CUSIP: 3140XC7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4737961 | PA      | $4042476.09    | 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        |    8552000 | PA      | $8403509.52    | 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        |    1550000 | PA      | $1514431.69    | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70479899 | PA      | $66474998.41   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $6718855.66    | 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        |  225000000 | PA      | $229271490.00  | 0.06%             | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   35694000 | PA      | $36417191.57   | 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        |    6936033 | PA      | $6950361.66    | 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        |     694827 | PA      | $712067.84     | 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        |   11825000 | PA      | $11823401.26   | 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        |    9601000 | PA      | $6231089.14    | 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        |      33012 | PA      | $34423.71      | 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        |      64750 | PA      | $66756.11      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8232                      | CUSIP: 3138WJEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     549548 | PA      | $535958.54     | 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        |    1273552 | PA      | $1229136.44    | 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        |   12214000 | PA      | $12558325.95   | 0.00%             | 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        |     681690 | PA      | $708976.63     | 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        |   17290000 | PA      | $14927700.34   | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    8365000 | PA      | $8478889.76    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   22890000 | PA      | $23485609.10   | 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        |    6352000 | PA      | $4322637.92    | 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        |   16805000 | PA      | $16879815.97   | 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        |    9650000 | PA      | $9678503.21    | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37615                      | CUSIP: 31297TN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3388 | PA      | $3489.13       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   66188000 | PA      | $66258057.91   | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $3361211.14    | 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      |
| Ginnie Mae I Pool                                                                | GN 472909                      | CUSIP: 36209JKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1560.48       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00844                      | CUSIP: 31292G5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4987 | PA      | $5236.03       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574843                      | CUSIP: 36200WS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2500 | PA      | $2604.61       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3879737 | PA      | $3673826.25    | 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        |   27278000 | PA      | $26586353.64   | 0.01%             | 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        |   15815000 | PA      | $12395477.33   | 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        |   17447000 | PA      | $16815958.30   | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A3                 | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     117947 | PA      | $117964.26     | 0.00%             | 2027-04-15      | Fixed         | 4.58%                 | 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        |   15850000 | PA      | $15590597.32   | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539894                      | CUSIP: 36212PXX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4932 | PA      | $5035.00       | 0.00%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    7958000 | PA      | $7054153.14    | 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        |    8929000 | PA      | $8700379.30    | 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        |    4764000 | PA      | $4732162.96    | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00986                      | CUSIP: 31283HCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        775 | PA      | $786.09        | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   41504000 | PA      | $41122552.93   | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781448                      | CUSIP: 36225BTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7743 | PA      | $7959.29       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                 | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6050223 | PA      | $5656476.63    | 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        |    5619140 | PA      | $5657088.33    | 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        |   27121000 | PA      | $25444578.46   | 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        |   41200000 | PA      | $39496812.81   | 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        |   13975911 | PA      | $14679233.75   | 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        |   11185000 | PA      | $9442596.13    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C41674                      | CUSIP: 31297Y2F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1931 | PA      | $2021.69       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1711                      | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4966919 | PA      | $4847320.52    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $10897452.50   | 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        |   11962437 | PA      | $12248849.93   | 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        |    2856030 | PA      | $2797969.74    | 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        |   17938000 | PA      | $14240694.63   | 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        |    4275000 | PA      | $4311224.91    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6040                      | CUSIP: 3138WFWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4776928 | PA      | $4451675.28    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11626000 | PA      | $11510128.23   | 0.00%             | 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        |    4338000 | PA      | $4087696.44    | 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        |    4184000 | PA      | $2448788.05    | 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        |      24839 | PA      | $25940.28      | 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        |  647819500 | PA      | $471921320.86  | 0.12%             | 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        |   18048523 | PA      | $18577889.67   | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562680                      | CUSIP: 31386GCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4960 | PA      | $5212.79       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3283                      | CUSIP: 31418CUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8623934 | PA      | $8377686.95    | 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        |    8125000 | PA      | $7998507.76    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   47405000 | PA      | $46857400.78   | 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        |   34477000 | PA      | $33068967.63   | 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        |   53648108 | PA      | $54671724.84   | 0.01%             | 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        |    4625000 | PA      | $4468846.59    | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05367                      | CUSIP: 3128M7JL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130825 | PA      | $134990.13     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485682                      | CUSIP: 36209YRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6281 | PA      | $6543.04       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   11070000 | PA      | $11577559.79   | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727188                      | CUSIP: 31402E2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2600 | PA      | $2632.41       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738546                      | CUSIP: 3620ASP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378662 | PA      | $365111.76     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   12689000 | PA      | $11946501.53   | 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        |       2757 | PA      | $2894.63       | 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        |    2407525 | PA      | $2207117.82    | 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        |  633297000 | PA      | $637378795.49  | 0.16%             | 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        |    5296000 | PA      | $5535364.26    | 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        |    4770000 | PA      | $3860481.71    | 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        |   14561000 | PA      | $11007764.66   | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51139                      | CUSIP: 3132XTHR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     877722 | PA      | $838737.83     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780731                      | CUSIP: 36225AY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        323 | PA      | $327.26        | 0.00%             | 2028-03-15      | Fixed         | 7.50%                 | 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        |    7180000 | PA      | $7148942.91    | 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       |   43588000 | PA      | $43175125.93   | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22526000 | PA      | $22081674.79   | 0.01%             | 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        |    4755000 | PA      | $3138470.44    | 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        |   14300454 | PA      | $13929298.39   | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    8207000 | PA      | $9007325.43    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1722681.17    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    6741000 | PA      | $5513703.26    | 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        |    3500000 | PA      | $3506996.50    | 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        |  295201800 | PA      | $313006158.56  | 0.08%             | 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        |    2652016 | PA      | $2534225.51    | 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        |   59540763 | PA      | $57553393.61   | 0.01%             | 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        |    7315000 | PA      | $7391335.70    | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   24760000 | PA      | $23956329.21   | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1672686 | PA      | $1650709.46    | 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        |   15497273 | PA      | $15899749.15   | 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        |    8855000 | PA      | $9640492.60    | 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        |    3958000 | PA      | $3884556.71    | 0.00%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0366                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   84251116 | PA      | $84782369.69   | 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        |   16527000 | PA      | $15613251.64   | 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        |   18919000 | PA      | $19213108.15   | 0.00%             | 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        |    1182371 | PA      | $1166334.91    | 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        |   79169855 | PA      | $67028968.15   | 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        |   26033160 | PA      | $21307219.59   | 0.01%             | 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        |    4989000 | PA      | $4919498.24    | 0.00%             | 2029-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08581                      | CUSIP: 3128MJUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     477314 | PA      | $448606.83     | 0.00%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   20168000 | PA      | $17553928.95   | 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        |  108773055 | PA      | $88347063.28   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472065                      | CUSIP: 36209HMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3155 | PA      | $3204.47       | 0.00%             | 2028-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2833                      | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7625823 | PA      | $7402101.10    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10341000 | PA      | $11392938.57   | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7409                      | CUSIP: 3140XPGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20683478 | PA      | $16915767.11   | 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        |     900000 | PA      | $910328.94     | 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        |   11965000 | PA      | $12005694.04   | 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        |   14800000 | PA      | $14430138.82   | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5878                      | CUSIP: 31418FQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1065416 | PA      | $1050636.53    | 0.00%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3630098.06    | 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        |    4300000 | PA      | $4280474.76    | 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        |    4131000 | PA      | $4080128.87    | 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        |   13289000 | PA      | $12947020.66   | 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        |  859159300 | PA      | $836606368.38  | 0.22%             | 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        |    3371159 | PA      | $3158228.10    | 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        |    2831433 | PA      | $2669529.31    | 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        |   12538000 | PA      | $12445905.19   | 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        |    9699000 | PA      | $9660451.35    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3587                      | CUSIP: 31418C6Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     480845 | PA      | $466094.21     | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472942                      | CUSIP: 36209JLX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        399 | PA      | $405.37        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15264000 | PA      | $15200959.30   | 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        |   14105000 | PA      | $9811197.42    | 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        |   30454000 | PA      | $30117782.19   | 0.01%             | 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        |   30598000 | PA      | $27661551.67   | 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        |     221307 | PA      | $231296.05     | 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        |   10965000 | PA      | $11479001.21   | 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        |    1263413 | PA      | $1216512.36    | 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        |    7922000 | PA      | $7036146.91    | 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        |   21568000 | PA      | $18789267.22   | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822100                      | CUSIP: 31406WKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61423 | PA      | $63396.11      | 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        |   47791154 | PA      | $48832967.68   | 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        |   15050000 | PA      | $15277311.00   | 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        |   12134343 | PA      | $10546554.62   | 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        |   33025000 | PA      | $27135123.35   | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   34233000 | PA      | $28267650.06   | 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        |   19308000 | PA      | $17481378.48   | 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        |    1575000 | PA      | $1490649.77    | 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        |    6651000 | PA      | $5472123.19    | 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        |    3095000 | PA      | $3376467.42    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    6604000 | PA      | $4945167.08    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                      | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4978215 | PA      | $4743562.43    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9858                      | CUSIP: 3133KR5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13565890 | PA      | $13941735.20   | 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        |    4182158 | PA      | $3988841.41    | 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        |   16636000 | PA      | $12900644.11   | 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        |   22500000 | PA      | $22919290.21   | 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        |   11644000 | PA      | $11714567.18   | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $5353275.57    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252717                      | CUSIP: 31371HVJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         63 | PA      | $64.82         | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    8106000 | PA      | $6619435.96    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    4750000 | PA      | $4741638.82    | 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        |    7540000 | PA      | $5035144.14    | 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        |   13381000 | PA      | $9799562.97    | 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        |    9500000 | PA      | $9562805.45    | 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        |    1235000 | PA      | $1055158.25    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81992                      | CUSIP: 3132L7F95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     559050 | PA      | $538016.75     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454105                      | CUSIP: 36208LNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2014 | PA      | $2034.98       | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141215000 | PA      | $141926590.86  | 0.04%             | 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        |    9500000 | PA      | $9768429.80    | 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        |    1008453 | PA      | $1020641.17    | 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        |    7085000 | PA      | $7255666.81    | 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        |    6903000 | PA      | $7211616.35    | 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        |   13810000 | PA      | $12055251.50   | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2957                        | CUSIP: 36202DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        705 | PA      | $730.14        | 0.00%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   18578000 | PA      | $20149091.61   | 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        |    2311711 | PA      | $2279592.97    | 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        |    4000000 | PA      | $3558871.42    | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   15245000 | PA      | $15630984.58   | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615300                      | CUSIP: 36290RRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58253 | PA      | $61194.29      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3709557.63    | 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        |    2150000 | PA      | $2187121.04    | 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        |       8010 | PA      | $8321.37       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79410                      | CUSIP: 31288JN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35629 | PA      | $36471.80      | 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        |   13090000 | PA      | $12990198.83   | 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        |  211862000 | PA      | $194126832.83  | 0.05%             | 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        |   29853484 | PA      | $27685610.24   | 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        |    3562000 | PA      | $3456885.02    | 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        |   28117600 | PA      | $24657203.62   | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4150                      | CUSIP: 31418RTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28528 | PA      | $28562.53      | 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        |    9648000 | PA      | $9682304.48    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  671322000 | PA      | $525624147.19  | 0.14%             | 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        |   23975512 | PA      | $22610334.26   | 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        |      61587 | PA      | $64124.14      | 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        |    8501000 | PA      | $8316583.31    | 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        |  -86880000 | PA      | $-87243132.34  | -0.02%            | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01443                      | CUSIP: 3132GES84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     485700 | PA      | $484093.02     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26357000 | PA      | $26368919.22   | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 619651                      | CUSIP: 31389AL84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6707 | PA      | $7041.77       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11820150 | PA      | $11752224.30   | 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        |   20118000 | PA      | $17924762.14   | 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        |    6917000 | PA      | $7930374.02    | 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        |    2489951 | PA      | $2324918.89    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555425                      | CUSIP: 31385XA23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46185 | PA      | $46724.66      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 688101                      | CUSIP: 36296DNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $220.48        | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   30864000 | PA      | $30836844.12   | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28677000 | PA      | $22307757.76   | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778613                      | CUSIP: 36176WYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1438219 | PA      | $1385587.40    | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   22388000 | PA      | $22836847.48   | 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        |       3935 | PA      | $4123.25       | 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        |      14487 | PA      | $14864.96      | 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        |    8200000 | PA      | $7511753.50    | 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        |    6465000 | PA      | $6567236.47    | 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        |    1924574 | PA      | $1833857.58    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7147                      | CUSIP: 3138EP5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350733 | PA      | $347931.35     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | 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        |    3650000 | PA      | $3608911.95    | 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        |    8011000 | PA      | $5310696.09    | 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        |   27871000 | PA      | $19064839.73   | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4678807 | PA      | $4300270.35    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2558                      | CUSIP: 31418BZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9227 | PA      | $8856.81       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   39866000 | PA      | $35191879.87   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539814                      | CUSIP: 36212PVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $70.90         | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17779025 | PA      | $16940996.62   | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550684                      | CUSIP: 36213CXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14835 | PA      | $14802.05      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5303                      | CUSIP: 3132DS3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27963971 | PA      | $28705074.99   | 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        |   13286630 | PA      | $13688992.85   | 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        |     385591 | PA      | $384662.69     | 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        |    5297000 | PA      | $5540580.11    | 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        |   31356000 | PA      | $30691325.18   | 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        |    1070000 | PA      | $1080632.45    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952456                      | CUSIP: 31413QTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185239 | PA      | $193649.81     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   20910000 | PA      | $21612415.19   | 0.01%             | 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        |     762812 | PA      | $739877.97     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 398956                      | CUSIP: 36205SE50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.15         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   16697000 | PA      | $16573146.71   | 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        |    2537572 | PA      | $2453486.15    | 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        |     564560 | PA      | $580548.21     | 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        |   32914259 | PA      | $30850953.14   | 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        |    3998175 | PA      | $3702931.90    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 411830                      | CUSIP: 36206HPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        277 | PA      | $279.03        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | 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        |    1675000 | PA      | $1676304.99    | 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        |   40538000 | PA      | $41424409.15   | 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        |   16157359 | PA      | $13907848.73   | 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        |   22919000 | PA      | $19175445.49   | 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        |   30555111 | PA      | $30703187.31   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6471                      | CUSIP: 3140XAFM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56556752 | PA      | $45529717.81   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783361                      | CUSIP: 36241LWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72528 | PA      | $69944.33      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   12559000 | PA      | $10987876.12   | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     840620 | PA      | $834605.20     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8005                      | CUSIP: 3132DV3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13568957 | PA      | $12553936.38   | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   16712000 | PA      | $16233582.12   | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  108953513 | PA      | $92619757.71   | 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        |    9785000 | PA      | $6567988.86    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564344                      | CUSIP: 36213T5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1085 | PA      | $1127.04       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                        | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     400066 | PA      | $420941.96     | 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        |    4732510 | PA      | $4410500.50    | 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        |      42075 | PA      | $43897.43      | 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        |   10530000 | PA      | $10367467.20   | 0.00%             | 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        |   28520573 | PA      | $28804289.50   | 0.01%             | 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        |    9623814 | PA      | $9514082.48    | 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        |    5306000 | PA      | $5319497.10    | 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        |    6297000 | PA      | $5583463.12    | 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        |   20129000 | PA      | $18880145.44   | 0.00%             | 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        |    6980000 | PA      | $5775735.42    | 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        |    7884000 | PA      | $8194638.84    | 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        |    7165000 | PA      | $6514396.94    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0553                      | CUSIP: 3618N5TK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1344725 | PA      | $1258700.48    | 0.00%             | 2055-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    9964000 | PA      | $8908150.06    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7016                      | CUSIP: 3138WGYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     212130 | PA      | $197521.43     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51607                      | CUSIP: 3128KDYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22972 | PA      | $24037.08      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $7394570.69    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1844                      | CUSIP: 3133KHBM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265050 | PA      | $245222.64     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3493                      | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     605254 | PA      | $602170.30     | 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        |   10295881 | PA      | $10755902.34   | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486630                      | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1530 | PA      | $1589.68       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4089368 | PA      | $3812397.21    | 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        |   39719000 | PA      | $38645345.92   | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C54266                      | CUSIP: 31298QW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9937 | PA      | $10432.33      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     406475 | PA      | $405119.61     | 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        |     676994 | PA      | $688172.40     | 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       |   38664000 | PA      | $36238161.78   | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8567                      | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3933812 | PA      | $3713507.04    | 0.00%             | 2053-01-20      | Fixed         | 4.00%                 | 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        |    2150000 | PA      | $2280587.56    | 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        |    2742733 | PA      | $2638766.26    | 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        |   29018738 | PA      | $26639430.79   | 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        |    9224000 | PA      | $9400482.50    | 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        |   14830000 | PA      | $13632048.46   | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8129000 | PA      | $8334022.31    | 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        |   36264674 | PA      | $30850724.38   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 635384                      | CUSIP: 36291Q2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4051 | PA      | $4282.32       | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    9114000 | PA      | $6595310.24    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   26995000 | PA      | $27398802.66   | 0.01%             | 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        |   12571000 | PA      | $11806837.21   | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8012                      | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2890459 | PA      | $2751505.33    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1041                      | CUSIP: 3132DNEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23889640 | PA      | $21399127.94   | 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        |   48661230 | PA      | $43116857.36   | 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        |   12280000 | PA      | $12186480.96   | 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        |      20497 | PA      | $21119.40      | 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        |   75726000 | PA      | $74987371.06   | 0.02%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU8247                      | CUSIP: 3140MAEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36930652 | PA      | $31434591.49   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9839                      | CUSIP: 31417G4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11671511 | PA      | $10974902.96   | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7712000 | PA      | $8944608.67    | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   43725000 | PA      | $28173791.21   | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9226                      | CUSIP: 3140GYHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     622935 | PA      | $609298.13     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | 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        |   20286000 | PA      | $20027237.03   | 0.01%             | 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        |   21316000 | PA      | $21680829.42   | 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        |     555000 | PA      | $479779.96     | 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        |      13605 | PA      | $13996.14      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533675                      | CUSIP: 36212G2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9045 | PA      | $9259.81       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4662040.06    | 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        |   11005000 | PA      | $11222468.64   | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB0523                      | CUSIP: 31416VSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53584 | PA      | $56174.22      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | NORTH HAVEN PRI                | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1622382.43    | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8432                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130449 | PA      | $133156.11     | 0.00%             | 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        |    2172129 | PA      | $2105427.20    | 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        |   35025000 | PA      | $30471024.92   | 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        |    2985000 | PA      | $2986176.32    | 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        |   22108125 | PA      | $20990044.06   | 0.01%             | 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        |    9000000 | PA      | $7492765.50    | 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        |    8208000 | PA      | $7276497.55    | 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        |   41595000 | PA      | $28512903.54   | 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        |   25019000 | PA      | $24619175.03   | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793981                      | CUSIP: 31405NCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21802 | PA      | $22414.77      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884993                      | CUSIP: 31410CGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5983 | PA      | $6245.94       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00920                      | CUSIP: 31292HAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        173 | PA      | $181.60        | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5530                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5084299 | PA      | $5131654.49    | 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        |    6205000 | PA      | $5412388.07    | 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        |   15423000 | PA      | $15196611.12   | 0.00%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   12780000 | PA      | $12394102.81   | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    5678000 | PA      | $3829692.18    | 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        |    4976000 | PA      | $4924328.91    | 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        |   18340000 | PA      | $17912431.58   | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   13470000 | PA      | $11512713.92   | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    4412000 | PA      | $4376367.58    | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535351                      | CUSIP: 31384VWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         53 | PA      | $55.65         | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   15572000 | PA      | $15642680.60   | 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        |   16134000 | PA      | $12602899.09   | 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        |    9314000 | PA      | $8826656.14    | 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        |   18010000 | PA      | $10082804.31   | 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        |  108934577 | PA      | $109598663.48  | 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        |    4604000 | PA      | $4548658.19    | 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        |   15993000 | PA      | $11679423.07   | 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        |   48192000 | PA      | $45426667.60   | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830186                      | CUSIP: 31407GJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22191 | PA      | $22514.67      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   23217000 | PA      | $21726852.78   | 0.01%             | 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        |   35123000 | PA      | $35795303.48   | 0.01%             | 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        |      18711 | PA      | $19291.56      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08588                      | CUSIP: 3128MJUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1607008 | PA      | $1551311.52    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786679                      | CUSIP: 3622ACJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14265956 | PA      | $14443959.77   | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570336                      | CUSIP: 36200RSZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8791 | PA      | $9139.45       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                      | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165473 | PA      | $170835.89     | 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        |    7758000 | PA      | $5224953.05    | 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        |   12086208 | PA      | $11100783.01   | 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        |    1300000 | PA      | $1339736.58    | 0.00%             | 2056-09-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5026                      | CUSIP: 3133KYSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     869812 | PA      | $791734.61     | 0.00%             | 2039-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34179000 | PA      | $34169340.27   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $3388374.77    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3256522 | PA      | $3048458.08    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890707                      | CUSIP: 31410LR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     767973 | PA      | $744754.75     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731429                      | CUSIP: 31402KSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5940 | PA      | $6016.45       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M11 A2                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3286531 | PA      | $3171547.22    | 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        |   12019000 | PA      | $12687323.24   | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543927                      | CUSIP: 36212UHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4972 | PA      | $5166.87       | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   18805000 | PA      | $19000377.61   | 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        |   10035000 | PA      | $10066928.23   | 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        |      26214 | PA      | $27385.44      | 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        |    1058133 | PA      | $1073563.34    | 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        |     170433 | PA      | $174202.53     | 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        |    7050000 | PA      | $7561967.51    | 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        |   25099000 | PA      | $24535136.48   | 0.01%             | 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        |   11299232 | PA      | $9994162.91    | 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        |   29105000 | PA      | $19736607.35   | 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        |    4000000 | PA      | $2483492.51    | 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        |    7630000 | PA      | $7529914.03    | 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        |  622428600 | PA      | $611098451.28  | 0.16%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    8543000 | PA      | $7763276.45    | 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        |   33393241 | PA      | $29945789.37   | 0.01%             | 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        |   11525000 | PA      | $11616147.84   | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    8871000 | PA      | $8575121.76    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778591                      | CUSIP: 36176WXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4520 | PA      | $4512.84       | 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        |   15728000 | PA      | $15570725.33   | 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        |    3166943 | PA      | $2911255.49    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4647                      | CUSIP: 3138WEEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9137 | PA      | $8541.25       | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   14729000 | PA      | $14255283.37   | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2933598.37    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553132                      | CUSIP: 36213FPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1702 | PA      | $1785.43       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1712                      | CUSIP: 3132AD3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200282 | PA      | $201634.40     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0951                      | CUSIP: 3132DNBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18738065 | PA      | $16755330.15   | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2043                      | CUSIP: 3133L8HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17086029 | PA      | $15357075.25   | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00619                      | CUSIP: 31292GVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1871 | PA      | $1914.52       | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     485959 | PA      | $455665.08     | 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        |    8132000 | PA      | $8118632.04    | 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        |    4850000 | PA      | $5120960.59    | 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        |    3375000 | PA      | $3001500.90    | 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        |   45401000 | PA      | $42391702.54   | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    6530000 | PA      | $5703981.48    | 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        |      32338 | PA      | $33955.19      | 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        |    1688961 | PA      | $1700112.46    | 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        |    9013000 | PA      | $7964660.88    | 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        |   10047000 | PA      | $10064013.57   | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00632                      | CUSIP: 31292GVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         41 | PA      | $42.99         | 0.00%             | 2028-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   16139000 | PA      | $16030312.71   | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538857                      | CUSIP: 36212NTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1989 | PA      | $2066.30       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    8715000 | PA      | $7365177.36    | 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        |   10117000 | PA      | $11298969.26   | 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        |   31064000 | PA      | $31333206.09   | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0037                      | CUSIP: 3140H1BF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1379080 | PA      | $1340069.94    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    8060000 | PA      | $7333457.85    | 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        |      88116 | PA      | $92083.04      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 559594                      | CUSIP: 31386CUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        719 | PA      | $754.46        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472902                      | CUSIP: 36209JKP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9155 | PA      | $9510.20       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DE8892                      | CUSIP: 3140BM3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118376 | PA      | $119185.34     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   25859000 | PA      | $25689151.89   | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18400                      | CUSIP: 3128MMNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        162 | PA      | $162.06        | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80396                      | CUSIP: 31335GNM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $19.49         | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5022000 | PA      | $4740452.71    | 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        |    5979000 | PA      | $6106322.08    | 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        |    8160807 | PA      | $8113910.56    | 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        |   10240000 | PA      | $10253210.31   | 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        |   36152000 | PA      | $38095604.94   | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8396 | PA      | $8721.85       | 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        |    3221000 | PA      | $3250074.67    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6704                      | CUSIP: 3133KNNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10948258 | PA      | $9731625.30    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   12625000 | PA      | $12430356.38   | 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        |   27711000 | PA      | $25817514.10   | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    7665000 | PA      | $6140273.99    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959663                      | CUSIP: 31413YTU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6083 | PA      | $6377.66       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323092 | PA      | $328285.59     | 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        |   39022000 | PA      | $35183768.06   | 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        |     167067 | PA      | $169725.15     | 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        |   78642032 | PA      | $76367295.21   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY5213                      | CUSIP: 36196UYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58724 | PA      | $57688.65      | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   26094000 | PA      | $24471893.84   | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778795                      | CUSIP: 36176W7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1266932 | PA      | $1194812.17    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    8332000 | PA      | $8241949.29    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4149                      | CUSIP: 3142GUTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34350160 | PA      | $34645440.53   | 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        |    7627000 | PA      | $6609760.30    | 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        |   20086976 | PA      | $19639890.43   | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     798000 | PA      | $698589.48     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0365                      | CUSIP: 3618N5MP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  115354890 | PA      | $114230364.39  | 0.03%             | 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        |   10668000 | PA      | $10495448.95   | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU8825                      | CUSIP: 3140MAYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     838930 | PA      | $709360.29     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1828                      | CUSIP: 3132DPA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1687870 | PA      | $1640898.21    | 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        |   21319000 | PA      | $17164841.13   | 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        |   20048486 | PA      | $21376926.22   | 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        |    6014000 | PA      | $5978147.40    | 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        |   12297000 | PA      | $8706507.18    | 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        |    3707000 | PA      | $3675688.53    | 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        |    1934779 | PA      | $1902409.57    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7263                      | CUSIP: 3140NQB98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20132471 | PA      | $20610029.00   | 0.01%             | 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        |   10044000 | PA      | $10073620.03   | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2045                      | CUSIP: 3138WBHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1910 | PA      | $1893.08       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | 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        |   14835000 | PA      | $11825981.35   | 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        |      38764 | PA      | $40246.25      | 0.00%             | 2038-03-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1616403.16    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2430137.32    | 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        |    7429000 | PA      | $7619030.77    | 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        |     990445 | PA      | $1000322.94    | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2725780.59    | 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       |   59333000 | PA      | $58261296.36   | 0.02%             | 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        |     410598 | PA      | $417124.74     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253036                      | CUSIP: 31371JBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3629 | PA      | $3809.87       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11674000 | PA      | $11484347.75   | 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        |   15418000 | PA      | $15200084.76   | 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        |    8614631 | PA      | $7948680.11    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582105                      | CUSIP: 36201FU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5638 | PA      | $5805.06       | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDQ0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   19409000 | PA      | $19234328.57   | 0.00%             | 2029-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     474442 | PA      | $473595.76     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   15093000 | PA      | $8579147.23    | 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        |    2751000 | PA      | $2846882.52    | 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        |    5615000 | PA      | $4986292.94    | 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        |  699826400 | PA      | $698760256.47  | 0.18%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $3973504.54    | 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        |   15188590 | PA      | $15529501.17   | 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        |     950000 | PA      | $960738.99     | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG4091                      | CUSIP: 3133C4RL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17099671 | PA      | $16942626.12   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |   16200000 | PA      | $15289153.38   | 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        |   23037772 | PA      | $23544273.07   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9486                      | CUSIP: 3138WKRG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92728 | PA      | $88589.17      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12074000 | PA      | $13326698.36   | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43568000 | PA      | $41448969.56   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2989                      | CUSIP: 3140XJKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15525684 | PA      | $14267606.72   | 0.00%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | ST PAUL TRAVELER               | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4515656.01    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   10395000 | PA      | $10271460.06   | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   48391000 | PA      | $45937259.18   | 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        |    2111079 | PA      | $1964375.33    | 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        |   17843000 | PA      | $15292480.07   | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |        500 | PA      | $493.95        | 0.00%             | 2026-09-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $3510174.44    | 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        |   32559000 | PA      | $31604276.72   | 0.01%             | 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        |   17560000 | PA      | $17369749.98   | 0.00%             | 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        |   18255000 | PA      | $17103286.63   | 0.00%             | 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        |    1276938 | PA      | $1240836.78    | 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        |   19900000 | PA      | $19585495.80   | 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        |   25499134 | PA      | $25900967.51   | 0.01%             | 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        |    3030308 | PA      | $2936217.84    | 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        |   14068000 | PA      | $13173059.23   | 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        |   32764000 | PA      | $18682215.42   | 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        |     183360 | PA      | $189987.82     | 0.00%             | 2035-08-01      | Floating      | 6.41%                 | 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        |    5950000 | PA      | $6070048.99    | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589438                      | CUSIP: 36201PZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5220 | PA      | $5422.28       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   56425000 | PA      | $32239162.92   | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2987                      | CUSIP: 3138WCJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80924 | PA      | $77851.81      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   41538000 | PA      | $42107941.29   | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | 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        |    9108000 | PA      | $9045527.32    | 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        |   81237893 | PA      | $71144864.85   | 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        |   11156000 | PA      | $11342080.27   | 0.00%             | 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        |   11942260 | PA      | $12392545.82   | 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        |   23661000 | PA      | $20400133.06   | 0.01%             | 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        |   30398421 | PA      | $25895111.02   | 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        |   34925077 | PA      | $35284455.68   | 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        |   12425000 | PA      | $12127013.50   | 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        |   10582924 | PA      | $9532561.74    | 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        |    4895812 | PA      | $4703212.42    | 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        |    1604000 | PA      | $1393479.75    | 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        |   20710000 | PA      | $20554390.46   | 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        |    3450000 | PA      | $3344452.45    | 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        |    2044278 | PA      | $1953536.35    | 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        |   51361783 | PA      | $45830725.01   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93485                      | CUSIP: 3129412S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59495 | PA      | $60491.67      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   75082000 | PA      | $74289073.20   | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5986                      | CUSIP: 3140QDUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1581898 | PA      | $1357600.65    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14444894 | PA      | $12374183.94   | 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        |    7150000 | PA      | $5342360.81    | 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        |    1374442 | PA      | $1347477.97    | 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        |   14075000 | PA      | $9596372.43    | 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        |    8536136 | PA      | $8511090.24    | 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        |   38105821 | PA      | $38597122.97   | 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        |   15625000 | PA      | $15902225.10   | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2276464 | PA      | $2228279.21    | 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        |    1772000 | PA      | $1335521.56    | 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        |    1023046 | PA      | $993246.01     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   10087000 | PA      | $10405116.99   | 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        |      14883 | PA      | $15570.06      | 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        |    1491632 | PA      | $1505857.27    | 0.00%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18640                      | CUSIP: 3128MMWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367503 | PA      | $354188.58     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   13909000 | PA      | $13877659.89   | 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        |    7415000 | PA      | $7399482.57    | 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        |    1270525 | PA      | $1268840.44    | 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        |    1550000 | PA      | $1564300.77    | 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        |    4060000 | PA      | $4234636.56    | 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        |  335985000 | PA      | $250216953.26  | 0.06%             | 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        |    3641737 | PA      | $3513728.36    | 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        |   16001000 | PA      | $10830304.57   | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32183                      | CUSIP: 31307NM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58557 | PA      | $57643.98      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914960                      | CUSIP: 31411UQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16389 | PA      | $17025.75      | 0.00%             | 2037-04-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3864000 | PA      | $3844587.23    | 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        |    1307654 | PA      | $1276166.69    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06931                      | CUSIP: 3128M9A85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113666 | PA      | $118926.99     | 0.00%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00478                      | CUSIP: 31292GQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $4.59          | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86809                      | CUSIP: 312933R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435172 | PA      | $434041.51     | 0.00%             | 2039-06-01      | 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        |  539665400 | PA      | $541794547.30  | 0.14%             | 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        |    1521017 | PA      | $1513665.95    | 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        |    7961000 | PA      | $6841510.31    | 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        |    4547000 | PA      | $3461530.73    | 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        |    4426787 | PA      | $4334027.97    | 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        |    4100000 | PA      | $4349113.54    | 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        |   31075000 | PA      | $30892372.23   | 0.01%             | 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        |    7540000 | PA      | $7223219.96    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5088251.54    | 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        |   17736000 | PA      | $17965794.83   | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     289075 | PA      | $301439.11     | 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        |    9972000 | PA      | $7008281.38    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1952                      | CUSIP: 3132AEEZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     296215 | PA      | $281974.50     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   13179000 | PA      | $13031887.88   | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1389                      | CUSIP: 3140X4RK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6564540 | PA      | $6400563.85    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   10738000 | PA      | $10493203.49   | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    7021000 | PA      | $6926308.32    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    5968000 | PA      | $4630980.47    | 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        |   10020000 | PA      | $9257781.65    | 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        |    3950000 | PA      | $2635645.32    | 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        |   12243000 | PA      | $12259130.41   | 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        |    2985000 | PA      | $2818310.14    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | 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       |   40705000 | PA      | $35708927.45   | 0.01%             | 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        |  261181000 | PA      | $253692449.71  | 0.07%             | 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        |      11723 | PA      | $12178.26      | 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        |   21648000 | PA      | $16806510.77   | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M8 A2                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3800000 | PA      | $3800660.44    | 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        |   29065000 | PA      | $27952133.48   | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510302                      | CUSIP: 36211D3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        393 | PA      | $395.16        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   62943000 | PA      | $52204188.50   | 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        |    4460000 | PA      | $3313437.21    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5028                      | CUSIP: 3140QQSS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     359898 | PA      | $339884.85     | 0.00%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2332                      | CUSIP: 3133KHSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     590145 | PA      | $527330.91     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   13100000 | PA      | $13578209.32   | 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        |   29690000 | PA      | $26070370.37   | 0.01%             | 2026-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530246                      | CUSIP: 36212DBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1982 | PA      | $2059.08       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   30135000 | PA      | $29364089.93   | 0.01%             | 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        |    7370000 | PA      | $6955259.88    | 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        |   13300000 | PA      | $13098438.50   | 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        |   14896897 | PA      | $12669588.77   | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8395                      | CUSIP: 3132DWKG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     649763 | PA      | $654739.42     | 0.00%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7525098.60    | 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        |      72444 | PA      | $73356.37      | 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        |   12878000 | PA      | $13217341.46   | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0455                      | CUSIP: 31427MQH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10442106 | PA      | $8500810.22    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | 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        |   12886000 | PA      | $12693887.18   | 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        |   37922000 | PA      | $37567533.89   | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C46874                      | CUSIP: 31298FT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32270 | PA      | $33567.16      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    7831000 | PA      | $6150726.03    | 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        |   21275000 | PA      | $21002487.93   | 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        |    6180000 | PA      | $6219051.42    | 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        |   18690000 | PA      | $18143737.18   | 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        |   33047000 | PA      | $32031914.67   | 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        |    1784000 | PA      | $1875358.82    | 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        |   15575000 | PA      | $15753424.90   | 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        |        844 | PA      | $841.62        | 0.00%             | 2026-05-01      | 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      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    7294000 | PA      | $7353992.09    | 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        |   38354000 | PA      | $36417944.94   | 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        |   11604000 | PA      | $10273820.82   | 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        |   10005474 | PA      | $9361058.19    | 0.00%             | 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        |    5691000 | PA      | $5798234.65    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5118                      | CUSIP: 3138MLVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486923 | PA      | $481248.46     | 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        |     996413 | PA      | $972870.35     | 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        |   12000000 | PA      | $12264023.85   | 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        |     620185 | PA      | $605376.04     | 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        |    5092000 | PA      | $5207197.88    | 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        |       6524 | PA      | $6858.80       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 158771                      | CUSIP: 36216AJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         82 | PA      | $82.87         | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4065                      | CUSIP: 3140X7QT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1277950 | PA      | $1195936.78    | 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        |   66895644 | PA      | $59315484.59   | 0.02%             | 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        |    5800000 | PA      | $5282736.53    | 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        |    1500000 | PA      | $1087638.45    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866593                      | CUSIP: 31409BXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2301 | PA      | $2369.84       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01169                      | CUSIP: 31283HJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5582 | PA      | $5652.24       | 0.00%             | 2030-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95090                      | CUSIP: 312943UP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     322769 | PA      | $321720.49     | 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        |   16318747 | PA      | $17214856.78   | 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        |    3073104 | PA      | $2938621.75    | 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        |    6671943 | PA      | $6226592.03    | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3862000 | PA      | $3788040.23    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4544261.55    | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727100                      | CUSIP: 31402EX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5482 | PA      | $5550.87       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                      | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455402 | PA      | $453896.98     | 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        |   10073000 | PA      | $10407718.32   | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $13115356.91   | 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        |   21233000 | PA      | $21466349.63   | 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        |    1679157 | PA      | $1588010.57    | 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        |    6299790 | PA      | $6044186.44    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500928                      | CUSIP: 36210SPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3528 | PA      | $3595.95       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   10866000 | PA      | $10729285.30   | 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        |    5179000 | PA      | $4396854.93    | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2896000 | PA      | $2547880.07    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     660000 | PA      | $451413.67     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766213                      | CUSIP: 31404EGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42289 | PA      | $43381.82      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10283000 | PA      | $10164877.27   | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0624                      | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  174048145 | PA      | $177166026.02  | 0.05%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1347163.87    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    4236000 | PA      | $3725826.86    | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    7724000 | PA      | $7831538.57    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00597                      | CUSIP: 31292GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        357 | PA      | $365.29        | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | 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        |    8050000 | PA      | $7973973.68    | 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        |   21946000 | PA      | $21794458.65   | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492139                      | CUSIP: 36210GV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3017 | PA      | $3134.61       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594964                      | CUSIP: 36201V5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3660 | PA      | $3823.88       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   14180000 | PA      | $13908045.20   | 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        |      11208 | PA      | $11183.48      | 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        |   30191000 | PA      | $30583091.54   | 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        |    3611196 | PA      | $3233597.36    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   11014000 | PA      | $11312175.38   | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    9578000 | PA      | $9296994.66    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1616706.88    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                      | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1721033 | PA      | $1619598.81    | 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        |      30586 | PA      | $31909.92      | 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        |    4905000 | PA      | $4095745.44    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03330                      | CUSIP: 3128M5A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75137 | PA      | $78728.90      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    6756000 | PA      | $6839884.72    | 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        |    3895000 | PA      | $3542737.58    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   27462000 | PA      | $26877663.31   | 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        |   60123500 | PA      | $53611330.99   | 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        |   11243000 | PA      | $9582481.78    | 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        |    3235653 | PA      | $3140411.48    | 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        |    1430724 | PA      | $1476205.49    | 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        |   14458000 | PA      | $14576652.34   | 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        |    3026000 | PA      | $3017993.23    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06010                      | CUSIP: 3128M8AK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1150752 | PA      | $1169924.68    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | 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        |  -12985000 | PA      | $-11411582.88  | -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        |   10000000 | PA      | $9846018.00    | 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        |    6150000 | PA      | $6142227.63    | 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        |    9965000 | PA      | $7341140.37    | 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        |    2565573 | PA      | $2503053.22    | 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        |   59827180 | PA      | $60514402.83   | 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        |   17950000 | PA      | $17756252.80   | 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        |       2477 | PA      | $2506.67       | 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        |   10000000 | PA      | $9857515.00    | 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        |   15577489 | PA      | $16064560.81   | 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        |    6372000 | PA      | $6277978.95    | 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        |    4835000 | PA      | $3289563.24    | 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        |     661647 | PA      | $627513.97     | 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        |   10436000 | PA      | $6851622.98    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4346000 | PA      | $4086839.49    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4117000 | PA      | $2808940.80    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3615                      | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7735469 | PA      | $7363599.24    | 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        |    7577574 | PA      | $6870657.28    | 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        |    7928732 | PA      | $7389244.79    | 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        |   18848000 | PA      | $18018816.53   | 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        |   41150000 | PA      | $40952105.54   | 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        |   11397571 | PA      | $10749923.13   | 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        |    5204900 | PA      | $5241531.79    | 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        |   16170000 | PA      | $12717965.87   | 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        |   13847000 | PA      | $12867258.72   | 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        |     381016 | PA      | $377412.64     | 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        |    7700000 | PA      | $8158877.65    | 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        |   33180129 | PA      | $27953608.56   | 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        |    2676625 | PA      | $2750404.62    | 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        |    8017000 | PA      | $5782858.74    | 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        |    7205000 | PA      | $7397881.30    | 0.00%             | 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        |   23893000 | PA      | $21753606.34   | 0.01%             | 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        |    6060000 | PA      | $4817016.60    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2786                      | CUSIP: 31416YCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374725 | PA      | $380535.29     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   14838000 | PA      | $12980974.62   | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449494                      | CUSIP: 36208FKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1120 | PA      | $1130.55       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   20996000 | PA      | $19302620.29   | 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        |   12884236 | PA      | $11684288.80   | 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        |    6800000 | PA      | $6769163.36    | 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       |   11100000 | PA      | $10505878.64   | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 547246                      | CUSIP: 31385K5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1388 | PA      | $1438.98       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ0679                      | CUSIP: 3138ARXH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70185 | PA      | $71258.68      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26367                      | CUSIP: 31297ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47898 | PA      | $49334.70      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1471257.28    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14283000 | PA      | $14660209.22   | 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        |      36411 | PA      | $37350.73      | 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        |    3800000 | PA      | $3577615.26    | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4412000 | PA      | $4512890.21    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    4721000 | PA      | $4790882.31    | 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        |    1125600 | PA      | $1043159.01    | 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        |   15676000 | PA      | $12319187.62   | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313509                      | CUSIP: 31374GGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        130 | PA      | $130.56        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | 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        |   12925000 | PA      | $13484171.69   | 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        |    1220741 | PA      | $1239491.54    | 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        |   15848000 | PA      | $12246040.91   | 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        |    1873876 | PA      | $1954388.83    | 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        |    2998000 | PA      | $2967569.31    | 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        |   12762000 | PA      | $12515293.01   | 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        |   10000000 | PA      | $9905773.00    | 0.00%             | 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        |    4582941 | PA      | $4259982.94    | 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        |   44886000 | PA      | $43374053.66   | 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        |    5645000 | PA      | $5605556.63    | 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        |    7850000 | PA      | $7085565.81    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14415000 | PA      | $10827972.35   | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7855000 | PA      | $7701186.35    | 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        |    6442000 | PA      | $6288700.46    | 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        |     539326 | PA      | $536681.44     | 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        |   15725000 | PA      | $15478646.28   | 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        |    6943097 | PA      | $7018890.27    | 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        |   36232403 | PA      | $37406068.53   | 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        |    6955580 | PA      | $7173103.94    | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482878                      | CUSIP: 36209VM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        146 | PA      | $148.12        | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888893                      | CUSIP: 31410GRN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42645 | PA      | $43920.31      | 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        |    1534371 | PA      | $1452314.27    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890292                      | CUSIP: 31410LC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1268019 | PA      | $1262867.99    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   10177000 | PA      | $10065060.44   | 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        |  511322300 | PA      | $502374159.75  | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 962247                      | CUSIP: 31414CP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323062 | PA      | $328022.64     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1936888 | PA      | $1899461.39    | 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        |    9114000 | PA      | $9297366.67    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1535                      | CUSIP: 31417KV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86429 | PA      | $84451.36      | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13322140 | PA      | $12624758.98   | 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        |    1165000 | PA      | $1219232.31    | 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        |    6707000 | PA      | $6223731.66    | 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        |   15070000 | PA      | $15087404.96   | 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        |   13023000 | PA      | $9897298.62    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                       | PINNACLE BANK                  | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    6361000 | PA      | $6432552.31    | 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        |    8963000 | PA      | $8680726.65    | 0.00%             | 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        |   11625000 | PA      | $9205668.09    | 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        |   13075000 | PA      | $10794003.49   | 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        |    1186584 | PA      | $1145815.61    | 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        |      46751 | PA      | $48850.84      | 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        |  232696600 | PA      | $176967581.66  | 0.05%             | 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        |   22993985 | PA      | $22010744.01   | 0.01%             | 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        |    8625000 | PA      | $6532298.14    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0656                      | CUSIP: 3138ADWS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169342 | PA      | $168459.17     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX8617                      | CUSIP: 3140NDSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9297361 | PA      | $9195557.42    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7851000 | PA      | $6172631.71    | 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        |    7031000 | PA      | $7343463.99    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  306819600 | PA      | $262043114.63  | 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        |    5497000 | PA      | $5188600.05    | 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        |    6024000 | PA      | $5243738.38    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4156000 | PA      | $4021463.17    | 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        |     105448 | PA      | $107857.28     | 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        |   26790000 | PA      | $28599570.87   | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6014000 | PA      | $6493623.51    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7018750 | PA      | $6749925.07    | 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        |  603490000 | PA      | $605611641.51  | 0.16%             | 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        |   44993000 | PA      | $45827655.78   | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 566687                      | CUSIP: 31386LRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6513 | PA      | $6838.07       | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   13837000 | PA      | $13950114.15   | 0.00%             | 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        |   10269648 | PA      | $9546360.49    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1168759.44    | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                      | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6123557 | PA      | $5705378.68    | 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        |    5603654 | PA      | $5804608.98    | 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        |   18436000 | PA      | $18505792.00   | 0.00%             | 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       |   15583000 | PA      | $15731179.43   | 0.00%             | 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        |    1763059 | PA      | $1702223.84    | 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        |    4500000 | PA      | $4520854.76    | 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        |    9054000 | PA      | $9655415.81    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839253                      | CUSIP: 31407SMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86652 | PA      | $87932.83      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8463000 | PA      | $8415412.71    | 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        |    2346000 | PA      | $2554229.42    | 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        |  114014773 | PA      | $114920757.24  | 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        |      60643 | PA      | $60458.72      | 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        |   43448000 | PA      | $42693300.25   | 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        |    9580000 | PA      | $9554681.02    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   18605000 | PA      | $19630763.87   | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   10662000 | PA      | $10706253.43   | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4122                      | CUSIP: 31418DSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2900842 | PA      | $2625432.49    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | 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        |   12323000 | PA      | $12320727.13   | 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        |   14746641 | PA      | $14285563.95   | 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        |   11263000 | PA      | $9757479.05    | 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        |   19632000 | PA      | $16556039.18   | 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        |    8306000 | PA      | $6182553.71    | 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        |   15429207 | PA      | $14234169.77   | 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        |    3318149 | PA      | $3127827.98    | 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        |   18919000 | PA      | $13630222.17   | 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        |     876017 | PA      | $813498.18     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478957                      | CUSIP: 36209RB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3327 | PA      | $3436.47       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14226124 | PA      | $13608912.68   | 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        |   28015080 | PA      | $25850018.65   | 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        |    1655000 | PA      | $1631604.98    | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471674                      | CUSIP: 36209G6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        224 | PA      | $225.08        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01131                      | CUSIP: 31283HHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2198 | PA      | $2297.46       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5801                      | CUSIP: 3133KMNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16394850 | PA      | $14013868.40   | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18870000 | PA      | $18737703.74   | 0.00%             | 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        |   15840000 | PA      | $15315092.50   | 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        |   20387000 | PA      | $16224146.28   | 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        |    7289000 | PA      | $7309521.76    | 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        |    4575000 | PA      | $4498096.95    | 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        |     474192 | PA      | $472912.18     | 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        |   13466000 | PA      | $13011380.79   | 0.00%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15157                      | CUSIP: 3128PUWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        129 | PA      | $129.27        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2330749.68    | 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        |    6294000 | PA      | $5985803.06    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB5966                      | CUSIP: 36178STX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33478 | PA      | $33044.46      | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   21930000 | PA      | $22609658.47   | 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        |   50274000 | PA      | $37813408.74   | 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        |   11321000 | PA      | $11278614.89   | 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        |   14117000 | PA      | $10978538.56   | 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        |    8855000 | PA      | $9086870.74    | 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        |   19700000 | PA      | $19719605.44   | 0.01%             | 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        |   24434738 | PA      | $24317229.32   | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0016                      | CUSIP: 3138W9AS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2391324 | PA      | $2188173.96    | 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        |   17951000 | PA      | $19749884.34   | 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        |    7570000 | PA      | $7671675.70    | 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        |   35633868 | PA      | $34647693.93   | 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        |   23092000 | PA      | $23581614.87   | 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        |    8025000 | PA      | $7708858.42    | 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        |   11498000 | PA      | $11621404.41   | 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        |    2900000 | PA      | $2693694.00    | 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        |    4509498 | PA      | $4208298.80    | 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        |    3000000 | PA      | $3033885.10    | 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        |    1465809 | PA      | $1428349.88    | 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        |   47729356 | PA      | $43138216.35   | 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        |    9157000 | PA      | $9462321.85    | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01042                      | CUSIP: 31283HEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        784 | PA      | $822.67        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | 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        |    2400000 | PA      | $2022329.76    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | 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        |     525000 | PA      | $531605.08     | 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        |   17672000 | PA      | $16754860.26   | 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        |      52418 | PA      | $51412.20      | 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      |
| Fannie Mae Pool                                                                  | FN 838531                      | CUSIP: 31407RSU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20284 | PA      | $20911.61      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   34575000 | PA      | $34827599.64   | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80399                      | CUSIP: 31335GNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $5.14          | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   21472000 | PA      | $21660141.65   | 0.01%             | 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        |   13550000 | PA      | $13584604.58   | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1246363 | PA      | $1240581.44    | 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        |    2727735 | PA      | $2661594.46    | 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        |    4336000 | PA      | $4192067.41    | 0.00%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3619                      | CUSIP: 3140XKAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36086 | PA      | $30512.32      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955356                      | CUSIP: 31413TZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1072 | PA      | $1120.25       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | 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        |  -98450000 | PA      | $-97038630.65  | -0.03%            | 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        |   10552000 | PA      | $5600675.82    | 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        |       2444 | PA      | $2461.52       | 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        |    3115000 | PA      | $3017145.69    | 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        |   59822110 | PA      | $50779106.55   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8948                      | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   72099372 | PA      | $73184871.32   | 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        |   38599000 | PA      | $42452143.40   | 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        |    5928562 | PA      | $5347947.85    | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4911                      | CUSIP: 3140XLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7177854 | PA      | $6193753.18    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839257                      | CUSIP: 31407SME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19722 | PA      | $20322.16      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   17233000 | PA      | $13957144.84   | 0.00%             | 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        |   15105000 | PA      | $15304412.32   | 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        |   11325000 | PA      | $8896441.63    | 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        |    1397510 | PA      | $1398766.18    | 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        |   40198000 | PA      | $30973842.01   | 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        |    2631000 | PA      | $2628807.46    | 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        |    5472623 | PA      | $5370741.16    | 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        |   12861000 | PA      | $7832138.47    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01806                      | CUSIP: 3128LXAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435948 | PA      | $442669.72     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462444                      | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        346 | PA      | $359.72        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                       | FIFTH THIRD FIN                | CUSIP: 200340AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8819000 | PA      | $8690153.83    | 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        |    4025000 | PA      | $4006855.04    | 0.00%             | 2056-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0203                      | CUSIP: 3618N5GM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2213520 | PA      | $2136177.48    | 0.00%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  281469125 | PA      | $228965169.40  | 0.06%             | 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        |    4700000 | PA      | $3659960.50    | 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        |    5384000 | PA      | $5325463.24    | 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        |    4611095 | PA      | $4153440.59    | 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        |   15189444 | PA      | $15121143.56   | 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        |    1435000 | PA      | $1435440.83    | 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        |   22355000 | PA      | $17093181.36   | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class A Pass Through Trust                              | AM AIRLN 15-1 A                | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     231828 | PA      | $228896.17     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3019614.21    | 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        |       6409 | PA      | $6728.97       | 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        |   18110000 | PA      | $18300940.53   | 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        |    4722527 | PA      | $3893725.80    | 0.00%             | 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        |   10154000 | PA      | $10154150.18   | 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        |  887622700 | PA      | $877047509.89  | 0.23%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   38410000 | PA      | $32201759.84   | 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        |   41076000 | PA      | $36646749.89   | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486598                      | CUSIP: 36210ART6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2811 | PA      | $2920.62       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313873                      | CUSIP: 31374GT64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        370 | PA      | $388.91        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784605                      | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2508356 | PA      | $2493945.88    | 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        |   13388000 | PA      | $13382191.65   | 0.00%             | 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        |    6447000 | PA      | $5495488.51    | 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        |    8377412 | PA      | $8593993.15    | 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        |   19415000 | PA      | $18446100.48   | 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        |   17629000 | PA      | $16414970.99   | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555998                      | CUSIP: 36213JUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        957 | PA      | $995.12        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12445000 | PA      | $13034338.20   | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   13183000 | PA      | $12410172.65   | 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        |    5105000 | PA      | $4338336.52    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6156                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5581252 | PA      | $5491322.67    | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86967                      | CUSIP: 312933W42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     356880 | PA      | $356072.50     | 0.00%             | 2039-06-01      | 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        |    2723368 | PA      | $2751215.65    | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 644141                      | CUSIP: 31390ES60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10640 | PA      | $11181.36      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   35255000 | PA      | $28018979.19   | 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        |   20704000 | PA      | $20658947.15   | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6312                      | CUSIP: 3140XNAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19319054 | PA      | $20461420.23   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3111000 | PA      | $3532200.22    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1458                      | CUSIP: 3132DNTP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29215898 | PA      | $26115340.20   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                      | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43925 | PA      | $45824.20      | 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        |   13323000 | PA      | $10690856.42   | 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        |    1815000 | PA      | $1795897.23    | 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        |   19475000 | PA      | $19426800.52   | 0.01%             | 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        |   36705242 | PA      | $35043933.33   | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN4642                      | CUSIP: 3131YBEP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21329 | PA      | $19827.07      | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11740140 | PA      | $11211981.62   | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | 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        |  141377000 | PA      | $127469213.67  | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535055                      | CUSIP: 31384VMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        725 | PA      | $761.50        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | 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        |    1954671 | PA      | $1967731.70    | 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        |    5050000 | PA      | $4809054.80    | 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        |   13250172 | PA      | $12808105.38   | 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        |   14816000 | PA      | $11932848.62   | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2871000 | PA      | $2834980.82    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    5428000 | PA      | $4624481.02    | 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        |    6830000 | PA      | $7087287.34    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3953                      | CUSIP: 3140XKMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17008558 | PA      | $15741554.99   | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8469                      | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43147609 | PA      | $43407275.53   | 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        |  282771423 | PA      | $285349760.86  | 0.07%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83953                      | CUSIP: 3132L9MA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230834 | PA      | $214839.15     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   22893000 | PA      | $15608439.08   | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5090                      | CUSIP: 3132DSUP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18203808 | PA      | $17600505.00   | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5447918 | PA      | $5242199.98    | 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        |    8906225 | PA      | $8843679.33    | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57505                      | CUSIP: 3132Y1KT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1178639 | PA      | $1124447.91    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29976000 | PA      | $29891558.75   | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3965911 | PA      | $3704357.28    | 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        |   13942452 | PA      | $13337002.87   | 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        |  873828000 | PA      | $866489207.97  | 0.22%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  178312891 | PA      | $147019067.64  | 0.04%             | 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        |   17234000 | PA      | $17139821.59   | 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        |    9850000 | PA      | $10001279.97   | 0.00%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698479                      | CUSIP: 36296Q6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615874 | PA      | $596379.92     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0137                      | CUSIP: 3140Y6EK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20412273 | PA      | $21388051.03   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5722                      | CUSIP: 3138WFLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9856991 | PA      | $9197554.11    | 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        |   27045944 | PA      | $28645214.08   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545222                      | CUSIP: 36212VVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4484 | PA      | $4577.83       | 0.00%             | 2030-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    6332000 | PA      | $6215413.70    | 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        |    6365000 | PA      | $6344183.54    | 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        |     102492 | PA      | $105523.19     | 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        |   30413000 | PA      | $21622500.18   | 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        |        150 | PA      | $149.42        | 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        |    8725000 | PA      | $8912776.75    | 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        |   16137000 | PA      | $15527815.64   | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C11920                      | CUSIP: 31292WDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2277 | PA      | $2320.17       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   93249143 | PA      | $90522752.82   | 0.02%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9262357.15    | 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        |     880271 | PA      | $856670.35     | 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        |   12720000 | PA      | $11360513.74   | 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        |      32049 | PA      | $32654.24      | 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        |  851725000 | PA      | $858678534.00  | 0.22%             | 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        |     398948 | PA      | $394297.58     | 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        |    1000000 | PA      | $1012621.50    | 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        |   18650000 | PA      | $18710377.23   | 0.00%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 520975                      | CUSIP: 31384DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4049 | PA      | $4191.58       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                      | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57186 | PA      | $59585.84      | 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        |   12995000 | PA      | $11483634.88   | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2346000 | PA      | $2345589.24    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    9682000 | PA      | $6455319.46    | 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        |   10391000 | PA      | $10293118.60   | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO1063                      | CUSIP: 3133WKFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260481 | PA      | $245914.41     | 0.00%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     329840 | PA      | $338441.55     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5062                      | CUSIP: 3138XUTU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25399 | PA      | $24451.12      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  101936135 | PA      | $93641887.08   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   11456000 | PA      | $11316229.50   | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | 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        |   19866000 | PA      | $19721319.90   | 0.01%             | 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        |    5600000 | PA      | $5788070.40    | 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        |   15870000 | PA      | $15014097.57   | 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        |    6500000 | PA      | $6464913.86    | 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        |   11270560 | PA      | $11572035.88   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC6891                      | CUSIP: 3140AUUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5475611 | PA      | $5406499.91    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725250                      | CUSIP: 31402CWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124415 | PA      | $125998.38     | 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        |   44640000 | PA      | $45053143.20   | 0.01%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     655000 | PA      | $583747.39     | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    6495000 | PA      | $5486993.05    | 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        |    5293242 | PA      | $5135231.96    | 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        |   10000000 | PA      | $10228771.75   | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4808                      | CUSIP: 3140QQKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405425 | PA      | $382387.00     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3812392.85    | 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        |  106272189 | PA      | $108325388.65  | 0.03%             | 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        |    1938542 | PA      | $1935102.78    | 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        |   34087103 | PA      | $28934329.91   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11001673 | PA      | $10250699.51   | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   29141000 | PA      | $29000173.86   | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   12129000 | PA      | $11786337.22   | 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        |   12331000 | PA      | $12070351.55   | 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        |    4603000 | PA      | $4850268.88    | 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        |   25670000 | PA      | $19979763.28   | 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        |   35019000 | PA      | $28623400.09   | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 542939                      | CUSIP: 31385FEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         69 | PA      | $71.94         | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | 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        |    1569698 | PA      | $1508479.53    | 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        |   18755000 | PA      | $18774364.15   | 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        |   33064088 | PA      | $32853416.45   | 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        |   11581000 | PA      | $11467133.17   | 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        |   11535000 | PA      | $10791064.75   | 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        |       1403 | PA      | $1442.28       | 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        |    2640000 | PA      | $2241254.66    | 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        |       3471 | PA      | $3536.74       | 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        |   13885000 | PA      | $13852755.83   | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436017                      | CUSIP: 36207MK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        396 | PA      | $398.82        | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6598                      | CUSIP: 3140XNKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23062806 | PA      | $21143009.62   | 0.01%             | 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        |     881343 | PA      | $878923.43     | 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        |    1373994 | PA      | $1332283.00    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4252980.26    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34825067 | PA      | $32127764.89   | 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        |       6197 | PA      | $6453.84       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     922000 | PA      | $533537.79     | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   31140000 | PA      | $28202515.01   | 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        |   39124000 | PA      | $36521657.38   | 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        |   14022000 | PA      | $8325946.50    | 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        |      51643 | PA      | $52385.95      | 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        |   63045000 | PA      | $63121734.15   | 0.02%             | 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        |    4000000 | PA      | $3681387.60    | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    5535000 | PA      | $5583620.28    | 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        |   27241891 | PA      | $23353726.75   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1691129.76    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1272755 | PA      | $1248150.25    | 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        |   18517236 | PA      | $16407415.72   | 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        |    2855000 | PA      | $2553665.27    | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1746747 | PA      | $1710145.72    | 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        |   11014000 | PA      | $11102014.90   | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11301                      | CUSIP: 31296KNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14003 | PA      | $14400.76      | 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        |      80921 | PA      | $84496.94      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9170                      | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48111397 | PA      | $47852874.81   | 0.01%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $8644381.63    | 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        |    4625000 | PA      | $4533472.64    | 0.00%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00495                      | CUSIP: 31292GRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        155 | PA      | $156.26        | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q29865                      | CUSIP: 3132MATW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49040 | PA      | $47281.33      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564402                      | CUSIP: 36213UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7800 | PA      | $8129.62       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   32152000 | PA      | $31056207.64   | 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        |    3510000 | PA      | $3313100.10    | 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        |   10711000 | PA      | $10781349.85   | 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        |    1146946 | PA      | $1125557.73    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   10789000 | PA      | $9109436.62    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4362000 | PA      | $4110203.75    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12667000 | PA      | $12389108.21   | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    9198000 | PA      | $9074780.25    | 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        |   11593000 | PA      | $10110593.19   | 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        |     374519 | PA      | $385749.05     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $6659628.47    | 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        |      11330 | PA      | $12041.27      | 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        |    2555000 | PA      | $2574639.25    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7582                      | CUSIP: 3138WHM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2547980 | PA      | $2295091.18    | 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        |   15140000 | PA      | $15343337.55   | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    8890000 | PA      | $9063851.05    | 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        |   74383000 | PA      | $64930605.62   | 0.02%             | 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        |   14820000 | PA      | $14858721.83   | 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        |   10465000 | PA      | $8935565.48    | 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        |   15709000 | PA      | $15374429.25   | 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        |   10286869 | PA      | $8419438.43    | 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        |   10007000 | PA      | $9987842.98    | 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        |    5228540 | PA      | $4259768.07    | 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        |  103902000 | PA      | $67556705.43   | 0.02%             | 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        |   41112000 | PA      | $38749886.33   | 0.01%             | 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        |    6497480 | PA      | $5995530.92    | 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        |   17660000 | PA      | $17982195.91   | 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        |    5175000 | PA      | $5705799.75    | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1582                      | CUSIP: 3128QHXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7983 | PA      | $8148.14       | 0.00%             | 2037-05-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     470308 | PA      | $468933.02     | 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        |   11693000 | PA      | $10344546.04   | 0.00%             | 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        |    4748064 | PA      | $4735747.18    | 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        |   27910000 | PA      | $20382701.70   | 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        |   14990058 | PA      | $12924382.88   | 0.00%             | 2050-06-20      | Fixed         | 2.50%                 | 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        |    8400000 | PA      | $7259004.89    | 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        |    3245000 | PA      | $3201231.50    | 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        |    1241106 | PA      | $1203339.49    | 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        |    1581266 | PA      | $1525877.80    | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   11408000 | PA      | $9057057.58    | 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        |    5123000 | PA      | $5168037.10    | 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        |   19414000 | PA      | $16131077.61   | 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        |      42583 | PA      | $43139.34      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5781759.06    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2016-C1                               | JPMBB 2016-C1 B                | CUSIP: 46645LBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     328957 | PA      | $324022.50     | 0.00%             | 2049-03-17      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0557                      | CUSIP: 3618N5TP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13164172 | PA      | $13378396.58   | 0.00%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7314000 | PA      | $7210688.26    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   10569000 | PA      | $10345397.11   | 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        |  115959000 | PA      | $111934844.59  | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 391164                      | CUSIP: 36205HQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        443 | PA      | $443.39        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737429                      | CUSIP: 3620ARHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380438 | PA      | $378273.28     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16728000 | PA      | $16059820.52   | 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        |   21263720 | PA      | $21495813.17   | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | 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        |    6600000 | PA      | $6606838.92    | 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        |   13329000 | PA      | $13089655.48   | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901717                      | CUSIP: 31410YYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        764 | PA      | $781.24        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725249                      | CUSIP: 31402CWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156026 | PA      | $158011.20     | 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        |    7012399 | PA      | $6849583.99    | 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        |    7923467 | PA      | $7797921.02    | 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        |    8775000 | PA      | $6199533.87    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | 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        |    5800000 | PA      | $5515225.22    | 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        |   13744000 | PA      | $14610022.28   | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2481898 | PA      | $2406895.40    | 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        |       7255 | PA      | $7536.49       | 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        |     524000 | PA      | $514855.42     | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   20205000 | PA      | $20461228.34   | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7081000 | PA      | $6915477.31    | 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        |   20300000 | PA      | $19825381.53   | 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        |   24631000 | PA      | $24719119.62   | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   24144000 | PA      | $21702173.42   | 0.01%             | 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        |   10566000 | PA      | $8574276.44    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253671                      | CUSIP: 31371JW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        620 | PA      | $650.27        | 0.00%             | 2031-01-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   18680000 | PA      | $18465386.06   | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   26150000 | PA      | $25836028.90   | 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        |   10226000 | PA      | $10485732.27   | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 569433                      | CUSIP: 31386PSW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         50 | PA      | $50.32         | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2987876 | PA      | $2978147.92    | 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        |    7917000 | PA      | $4970694.58    | 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        |    5460000 | PA      | $5554842.22    | 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        | 1624973000 | PA      | $1624465195.94 | 0.42%             | 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        |  693796000 | PA      | $649891721.88  | 0.17%             | 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        |    6185102 | PA      | $6435707.88    | 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        |    4025000 | PA      | $3923014.55    | 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        |      16468 | PA      | $17008.55      | 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        |   34754000 | PA      | $21854802.70   | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4511                      | CUSIP: 31418SAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     874585 | PA      | $870774.52     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   29304000 | PA      | $21780753.95   | 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       |   30220000 | PA      | $29636606.49   | 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        |   27576166 | PA      | $27236727.87   | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 566699                      | CUSIP: 31386LRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        459 | PA      | $481.47        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   22089000 | PA      | $21863519.33   | 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        |   11441511 | PA      | $10232746.68   | 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        |    4000000 | PA      | $4176832.40    | 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        |  193528549 | PA      | $166254957.39  | 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        |    2493165 | PA      | $2442052.91    | 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        |   38580573 | PA      | $38788641.49   | 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        |    6180000 | PA      | $6164692.70    | 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        |    7550000 | PA      | $7576263.43    | 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        |    1447000 | PA      | $1323459.56    | 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        |      25955 | PA      | $27080.36      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2433                      | CUSIP: 3140XHV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5889251 | PA      | $5881173.39    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   60309000 | PA      | $59593750.10   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   14613000 | PA      | $14357004.81   | 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        |      10806 | PA      | $11059.76      | 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        |   21587000 | PA      | $15304146.14   | 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        |     765881 | PA      | $789398.37     | 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        |    5050120 | PA      | $4672347.81    | 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        |     475976 | PA      | $496576.55     | 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        |     299825 | PA      | $283959.41     | 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        |   36235000 | PA      | $35496304.27   | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $275627.44     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   18147000 | PA      | $20969326.61   | 0.01%             | 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        |    1000000 | PA      | $1044271.10    | 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        |    7134000 | PA      | $5880468.28    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 551252                      | CUSIP: 31385SL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1792 | PA      | $1865.87       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6300                      | CUSIP: 3140QSAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164418 | PA      | $155023.62     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 429362                      | CUSIP: 31379T5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3637 | PA      | $3705.75       | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2675000 | PA      | $2728588.70    | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4933499.24    | 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        |   14295000 | PA      | $14980117.82   | 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        |    2365000 | PA      | $2370476.58    | 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        |      81644 | PA      | $85666.94      | 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        |    2959000 | PA      | $2942736.56    | 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        |    3753000 | PA      | $3775729.37    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58057                      | CUSIP: 3128KL5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22983 | PA      | $24082.61      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1202512100 | PA      | $1203357610.31 | 0.31%             | 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        |   28514666 | PA      | $29044143.05   | 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        |   20555000 | PA      | $20628915.63   | 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        |   20573883 | PA      | $19154704.84   | 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        |   19013140 | PA      | $19258278.10   | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9278000 | PA      | $8918805.14    | 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        |    8205000 | PA      | $8278406.97    | 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        |    1256848 | PA      | $1243809.72    | 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       |    3597000 | PA      | $3539201.58    | 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        |   19053397 | PA      | $15582622.73   | 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        |    1430000 | PA      | $1448216.20    | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5570000 | PA      | $5531297.11    | 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        |   15658124 | PA      | $15744297.11   | 0.00%             | 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        |   25401602 | PA      | $22602645.30   | 0.01%             | 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        |    6302618 | PA      | $6526472.52    | 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        |   10045000 | PA      | $9654038.28    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734085                      | CUSIP: 31402NRE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4910 | PA      | $5045.27       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | NORSK HYDRO A/S                | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7545000 | PA      | $7872212.27    | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-150 A2                  | CUSIP: 3137H9C98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49000000 | PA      | $47051549.30   | 0.01%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $7902691.77    | 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        |    5163878 | PA      | $4988141.39    | 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        |   17263000 | PA      | $15633632.76   | 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        |   14831000 | PA      | $14662202.91   | 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        |   13757000 | PA      | $13711266.71   | 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        |     327794 | PA      | $305014.93     | 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        |   20375000 | PA      | $19195404.11   | 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        |   12145000 | PA      | $12498723.60   | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0953                      | CUSIP: 3140W1BX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14528363 | PA      | $13332612.13   | 0.00%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4694                      | CUSIP: 3140QQGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573696 | PA      | $584050.90     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490187                      | CUSIP: 36210ERG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        476 | PA      | $483.95        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  106447000 | PA      | $91305954.27   | 0.02%             | 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        |    8338000 | PA      | $7506861.82    | 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        |  672916600 | PA      | $678147476.82  | 0.18%             | 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        |     761429 | PA      | $700460.47     | 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        |   10185000 | PA      | $10083448.59   | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2396000 | PA      | $1410547.69    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16586560 | PA      | $14701900.71   | 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        |   36757038 | PA      | $30141767.32   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 541020                      | CUSIP: 36212RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11370 | PA      | $11821.62      | 0.00%             | 2031-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23952000 | PA      | $24386671.45   | 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        |   18763000 | PA      | $18586721.64   | 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        |    4505000 | PA      | $3392082.16    | 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        |    3795000 | PA      | $3871393.72    | 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        |    1031308 | PA      | $1016624.84    | 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        |  796120000 | PA      | $748570491.05  | 0.19%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 531265                      | CUSIP: 31384RFE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3816 | PA      | $3989.22       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   10285000 | PA      | $7725928.68    | 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        |   23332000 | PA      | $22566396.35   | 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        |   13332000 | PA      | $12051676.01   | 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        |  129950000 | PA      | $122462644.86  | 0.03%             | 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        |   28609000 | PA      | $28956295.67   | 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        |    2675000 | PA      | $2118416.57    | 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        |   10000000 | PA      | $9743071.00    | 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        |    4684348 | PA      | $4736692.68    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733756                      | CUSIP: 31402NE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35398 | PA      | $35834.06      | 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        |   17223000 | PA      | $10428970.49   | 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        |   31869000 | PA      | $32436035.10   | 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        |   11001000 | PA      | $11083462.00   | 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        |    3310106 | PA      | $3415099.08    | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7888000 | PA      | $7417681.84    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                      | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10941 | PA      | $10915.60      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2076                      | CUSIP: 36179QJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     740194 | PA      | $748313.07     | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5617                      | CUSIP: 31418FG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     289263 | PA      | $291331.55     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697936                      | CUSIP: 36296QLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         42 | PA      | $41.28         | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0727                      | CUSIP: 3140W0YZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14151648 | PA      | $14974085.67   | 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        |     586906 | PA      | $585164.33     | 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        |   21991000 | PA      | $22535313.74   | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00669                      | CUSIP: 31283GW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         39 | PA      | $39.71         | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 611998                      | CUSIP: 31388Q3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1807 | PA      | $1897.32       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5547000 | PA      | $5709108.87    | 0.00%             | 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        |   14134000 | PA      | $12562958.25   | 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        |    9763000 | PA      | $10425955.24   | 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        |      11613 | PA      | $11888.78      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10095000 | PA      | $10023963.46   | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $2491362.10    | 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        |   59975036 | PA      | $59424219.16   | 0.02%             | 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        |    4158236 | PA      | $3932347.32    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q07064                      | CUSIP: 3132GSFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46082 | PA      | $44757.12      | 0.00%             | 2042-03-01      | 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        |    2600000 | PA      | $2627913.34    | 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        |   11544000 | PA      | $11390700.33   | 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        |   26201000 | PA      | $25546835.78   | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE6953                      | CUSIP: 36181AWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362704 | PA      | $334699.14     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31437000 | PA      | $30596988.74   | 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        |   41292000 | PA      | $36847310.80   | 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        |     583552 | PA      | $568978.82     | 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        |   11433000 | PA      | $11381176.86   | 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        |      31244 | PA      | $32737.81      | 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        |   16611000 | PA      | $16680647.48   | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | 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        |    1300000 | PA      | $1343635.41    | 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        |   15617446 | PA      | $14175859.03   | 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        |   14500000 | PA      | $14513128.30   | 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        |   62083621 | PA      | $58924446.45   | 0.02%             | 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        |    6571000 | PA      | $6691729.53    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   12053000 | PA      | $11741221.35   | 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        |   13407326 | PA      | $12496571.61   | 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        |   10113042 | PA      | $9683760.64    | 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        |   19475000 | PA      | $20735648.20   | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    8522000 | PA      | $8480000.18    | 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        |    1432193 | PA      | $1426287.51    | 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       |   11440000 | PA      | $11133540.39   | 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        |    4948904 | PA      | $4554723.48    | 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        |      10228 | PA      | $10737.41      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6437000 | PA      | $6363596.84    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470640                      | CUSIP: 36209FZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2233 | PA      | $2269.82       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10063000 | PA      | $10365830.86   | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9004000 | PA      | $8715515.67    | 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        |    7295000 | PA      | $4780334.71    | 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        |  161575237 | PA      | $131233766.75  | 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        |    7015000 | PA      | $5515237.05    | 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        |    6071000 | PA      | $5067321.35    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   27682000 | PA      | $27296102.69   | 0.01%             | 2030-10-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3496                      | CUSIP: 31418C3E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1067194 | PA      | $1041497.23    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7270232 | PA      | $7142910.32    | 0.00%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   14427000 | PA      | $11221491.53   | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3195164 | PA      | $3039440.35    | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9865                      | CUSIP: 3138ER6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7820291 | PA      | $7041677.71    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                      | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81195250 | PA      | $69403474.54   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545723                      | CUSIP: 31385JG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8344 | PA      | $8760.11       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575430                      | CUSIP: 36200XHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5922 | PA      | $6184.67       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7581570 | PA      | $6963899.87    | 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        |    5676000 | PA      | $5725999.56    | 0.00%             | 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        |    3532243 | PA      | $3298387.64    | 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        |   11885308 | PA      | $11793237.13   | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836937                      | CUSIP: 31407PZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5976 | PA      | $6063.38       | 0.00%             | 2035-10-01      | 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        |     127524 | PA      | $131132.58     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830762                      | CUSIP: 31407G5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38073 | PA      | $38594.14      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08628                      | CUSIP: 3128MJVW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65799 | PA      | $63399.11      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479341                      | CUSIP: 36209RP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4385 | PA      | $4510.76       | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6724915.29    | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2989                        | CUSIP: 36202DKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1410 | PA      | $1458.31       | 0.00%             | 2030-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4689                      | CUSIP: 31417BF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111364 | PA      | $105154.59     | 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        |   13572000 | PA      | $12854631.51   | 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        |  693184800 | PA      | $655140870.33  | 0.17%             | 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        |    2711948 | PA      | $2687918.62    | 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        |    3850000 | PA      | $4025048.34    | 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        |   42065000 | PA      | $34103301.59   | 0.01%             | 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        |   13450000 | PA      | $13492344.22   | 0.00%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   31154000 | PA      | $30876337.36   | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14237                      | CUSIP: 31296NV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18732 | PA      | $18993.49      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   15095000 | PA      | $15402464.79   | 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        |    3945000 | PA      | $3997991.92    | 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        |     106301 | PA      | $90099.49      | 0.00%             | 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        |   50292000 | PA      | $36275091.60   | 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        |   19340000 | PA      | $19843811.87   | 0.01%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $10411148.78   | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   11587000 | PA      | $8896822.51    | 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        |   23339000 | PA      | $19226747.05   | 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        |   18834000 | PA      | $18485472.71   | 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        |    8139217 | PA      | $8596974.94    | 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        |    3449146 | PA      | $3360727.00    | 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        |    9478000 | PA      | $10133195.30   | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8583                      | CUSIP: 3140XCRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10096921 | PA      | $9256432.05    | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8422                      | CUSIP: 3133KQLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16256868 | PA      | $16680596.48   | 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        |      31313 | PA      | $32235.24      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    5714000 | PA      | $5462390.45    | 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        |  103167789 | PA      | $104761339.61  | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7505000 | PA      | $6813860.57    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   56772000 | PA      | $57560648.16   | 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        |   30879959 | PA      | $28904512.90   | 0.01%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19834000 | PA      | $13644533.02   | 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        |   10615000 | PA      | $10928999.96   | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782813                      | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66336 | PA      | $67467.23      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   16501000 | PA      | $12005358.86   | 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        |   37210050 | PA      | $38078167.52   | 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        |    5857058 | PA      | $5909204.44    | 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        |   10693652 | PA      | $10199623.25   | 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        |    2565000 | PA      | $2524185.19    | 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        |    7760000 | PA      | $6707809.10    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6394                      | CUSIP: 3140QSC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10381858 | PA      | $10057252.15   | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4073719 | PA      | $3880124.48    | 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        |       3789 | PA      | $3957.96       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   10835000 | PA      | $6269853.04    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | 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        |   48000000 | PA      | $47997883.20   | 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        |    5185000 | PA      | $5235128.91    | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2952759.96    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22371                      | CUSIP: 31296YT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34699 | PA      | $35695.83      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $3709923.59    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510706                      | CUSIP: 36211EKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9928 | PA      | $10172.11      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555965                      | CUSIP: 36213JTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3110 | PA      | $3231.09       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55837000 | PA      | $56919798.52   | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2807                      | CUSIP: 3132DQDL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14210428 | PA      | $11657377.08   | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5763000 | PA      | $6029978.85    | 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        |    5387000 | PA      | $4557672.40    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698199                      | CUSIP: 36296QUY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3431811 | PA      | $3414735.34    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   23867000 | PA      | $18642430.78   | 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        |   14190000 | PA      | $13744179.49   | 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        |   39523000 | PA      | $49710314.45   | 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        |   11193000 | PA      | $7130651.54    | 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        |    5820000 | PA      | $6218927.36    | 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        |    3244000 | PA      | $2343394.53    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   13519000 | PA      | $13312200.56   | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6077                      | CUSIP: 3140X9XF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3812674 | PA      | $3663343.29    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    9005000 | PA      | $7303123.38    | 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        |   12779000 | PA      | $13113475.08   | 0.00%             | 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        |    5205000 | PA      | $3259507.35    | 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        |    6856000 | PA      | $6165848.44    | 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        |    8135000 | PA      | $7998225.86    | 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        |   41049049 | PA      | $41850889.13   | 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        |   19800000 | PA      | $15921566.63   | 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        |    5767000 | PA      | $4690284.00    | 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        |     194563 | PA      | $204291.03     | 0.00%             | 2039-08-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320506 | PA      | $330090.76     | 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        |    6430000 | PA      | $6085373.40    | 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        |   28012000 | PA      | $27813465.35   | 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        |   19375000 | PA      | $18463734.47   | 0.00%             | 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        |    9691000 | PA      | $7897077.28    | 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        |   13730000 | PA      | $13786040.59   | 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        |   20597000 | PA      | $12555515.29   | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835715                      | CUSIP: 31407NN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18895 | PA      | $19459.46      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1589469 | PA      | $1556163.12    | 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        |   33573000 | PA      | $36223620.87   | 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        |   11864460 | PA      | $11240744.04   | 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        |    2592031 | PA      | $2384374.32    | 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        |    2176445 | PA      | $1872273.20    | 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        |   33106000 | PA      | $32845926.42   | 0.01%             | 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        |  476755000 | PA      | $485396184.38  | 0.13%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    7509000 | PA      | $7876734.74    | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8213                      | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  126169828 | PA      | $111173269.62  | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8535                      | CUSIP: 3132DWPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42184369 | PA      | $43587936.16   | 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        |   20360731 | PA      | $19483727.58   | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10110319.93   | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | 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        |   13430000 | PA      | $13243194.07   | 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        |   11066000 | PA      | $11235693.28   | 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        |    2764000 | PA      | $2783067.11    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7593125.44    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   47592000 | PA      | $43097247.84   | 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        |    2705000 | PA      | $2662844.81    | 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        |   23318439 | PA      | $23760444.63   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | FEMSA                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |        500 | PA      | $357.54        | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3426778.35    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   27300000 | PA      | $27284331.38   | 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        |      32273 | PA      | $33716.70      | 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        |   13955178 | PA      | $13313546.96   | 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        |   19346072 | PA      | $20340405.65   | 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        |   27207000 | PA      | $24834801.61   | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG          | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    5150000 | PA      | $3475681.44    | 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        |       4538 | PA      | $4764.21       | 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        |    5535000 | PA      | $5578253.26    | 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        |   13395031 | PA      | $12704566.82   | 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        |   14346626 | PA      | $13144796.32   | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    7747000 | PA      | $7670728.00    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    8875000 | PA      | $8520159.84    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256811                      | CUSIP: 31371NGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78775 | PA      | $84748.61      | 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        |    6500000 | PA      | $6458996.05    | 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        |    1150000 | PA      | $1152970.57    | 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        |    5345000 | PA      | $5442311.86    | 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        |    7473000 | PA      | $7381638.05    | 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        |   22939435 | PA      | $20368768.77   | 0.01%             | 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        |   18285000 | PA      | $16098145.82   | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C30253                      | CUSIP: 31293VH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        568 | PA      | $583.57        | 0.00%             | 2029-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6415111 | PA      | $6108719.84    | 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        |   74824649 | PA      | $75795214.16   | 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        |   41144000 | PA      | $40794733.90   | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    8506000 | PA      | $6816435.51    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8443                      | CUSIP: 3140XQLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16782920 | PA      | $17337053.06   | 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        |   39923000 | PA      | $40800301.75   | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1957                      | CUSIP: 31418BE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17395 | PA      | $16314.31      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   25835000 | PA      | $25588799.71   | 0.01%             | 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        |  110690203 | PA      | $110406736.76  | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SA0134                      | CUSIP: 3132CJEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7346509 | PA      | $7499705.80    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4188000 | PA      | $3117699.79    | 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        |    8196000 | PA      | $8359560.34    | 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        |    2684617 | PA      | $2675065.92    | 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        |   30646000 | PA      | $30137026.81   | 0.01%             | 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        |   12223513 | PA      | $10413945.51   | 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        |    1213000 | PA      | $869459.72     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773385                      | CUSIP: 31404NF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95992 | PA      | $98668.06      | 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        |       4437 | PA      | $4497.34       | 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        |    8345000 | PA      | $7699838.22    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5046000 | PA      | $4235419.75    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2763000 | PA      | $2934738.82    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25596104 | PA      | $22854428.48   | 0.01%             | 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        |     649964 | PA      | $658070.34     | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4118000 | PA      | $4156594.85    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A74793                      | CUSIP: 3128L8KE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     598656 | PA      | $608536.81     | 0.00%             | 2038-03-01      | 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        |    1456433 | PA      | $1341182.16    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33360000 | PA      | $32279894.70   | 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        |    1258453 | PA      | $1227364.41    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5283                      | CUSIP: 3140HJ2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2330371 | PA      | $2275714.45    | 0.00%             | 2048-06-01      | 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        |  884481000 | PA      | $709899654.83  | 0.18%             | 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        |    5384000 | PA      | $5306459.55    | 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        |      21228 | PA      | $21858.20      | 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        |    9378625 | PA      | $9583072.62    | 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        |    5325000 | PA      | $5214632.45    | 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        |    9953000 | PA      | $9284434.25    | 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        |    1356000 | PA      | $1388568.61    | 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        |    6191637 | PA      | $6065766.11    | 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        |     938720 | PA      | $941038.48     | 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        |      64290 | PA      | $65074.39      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   15396000 | PA      | $15064715.27   | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A3                 | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13012500 | PA      | $13080814.32   | 0.00%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7555                      | CUSIP: 3140XPMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5263048 | PA      | $5338510.93    | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5156788 | PA      | $4639687.62    | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434765                      | CUSIP: 36207K6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $387.58        | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9815928 | PA      | $9409638.96    | 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        |     115109 | PA      | $116925.38     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353922                      | CUSIP: 36203ND39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3014 | PA      | $3056.80       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   14575000 | PA      | $15887265.19   | 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        |    7058000 | PA      | $6871494.77    | 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        |    6188000 | PA      | $5445379.36    | 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        |    7905000 | PA      | $8252883.47    | 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        |   12577000 | PA      | $12445837.38   | 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        |   12569000 | PA      | $10954420.93   | 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        |    6613000 | PA      | $6423730.23    | 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        |    2005976 | PA      | $1996992.32    | 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        |   28955000 | PA      | $32312650.76   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $10504523.55   | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    2065000 | PA      | $2136274.92    | 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        |       3676 | PA      | $3833.64       | 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        |    9724000 | PA      | $9637488.61    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   10284000 | PA      | $10453109.13   | 0.00%             | 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        |   47476000 | PA      | $46339887.38   | 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        |       1772 | PA      | $1787.57       | 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        |    1100000 | PA      | $948644.95     | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $6394078.56    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   16765000 | PA      | $16187381.30   | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1784                      | CUSIP: 3140QL6W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4943872 | PA      | $4208891.40    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   25377000 | PA      | $16936143.90   | 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        |    7055000 | PA      | $6250210.56    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946064                      | CUSIP: 31413HQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23233 | PA      | $24311.52      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D77482                      | CUSIP: 3128FKJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        582 | PA      | $585.43        | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4538                      | CUSIP: 3138WEBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     815004 | PA      | $799944.82     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17405000 | PA      | $17701008.54   | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835178                      | CUSIP: 31407M2K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105212 | PA      | $108232.59     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6464000 | PA      | $5915900.82    | 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        |    6200000 | PA      | $5746780.59    | 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        |    4831445 | PA      | $4778084.90    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492140                      | CUSIP: 36210GV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3448 | PA      | $3581.41       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    4796000 | PA      | $2922475.98    | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5622403.86    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2780                      | CUSIP: 31418CCS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132681 | PA      | $129477.40     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     476000 | PA      | $445404.46     | 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        |      60138 | PA      | $62225.32      | 0.00%             | 2036-02-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   11362000 | PA      | $11323415.56   | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   12171000 | PA      | $12005733.04   | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5822                      | CUSIP: 31418FPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39348829 | PA      | $39527225.00   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    3652000 | PA      | $3454855.59    | 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        |    2960046 | PA      | $2856534.09    | 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        |    2049687 | PA      | $1880206.48    | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6828                      | CUSIP: 3138WGSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     574852 | PA      | $534314.44     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    3673000 | PA      | $3415161.11    | 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        |    9795000 | PA      | $9883183.84    | 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        |   18911996 | PA      | $19615115.87   | 0.01%             | 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        |    4631000 | PA      | $5053872.77    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523183                      | CUSIP: 36211UFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4329 | PA      | $4469.56       | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   17873000 | PA      | $16368717.77   | 0.00%             | 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        |    5000000 | PA      | $4856323.84    | 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        |     694253 | PA      | $689582.35     | 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        |   36178739 | PA      | $35722105.55   | 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        |     937688 | PA      | $947948.88     | 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        |      31640 | PA      | $32988.72      | 0.00%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 630806                      | CUSIP: 31389NYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        214 | PA      | $213.81        | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5189000 | PA      | $5229909.96    | 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        |    3003777 | PA      | $2477554.12    | 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        |     375226 | PA      | $387704.03     | 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        |    5550000 | PA      | $5497339.94    | 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        |       5651 | PA      | $5932.89       | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254148                      | CUSIP: 31371KHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8069 | PA      | $8471.02       | 0.00%             | 2032-01-01      | 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        |  925949000 | PA      | $937414850.54  | 0.24%             | 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        |  107696081 | PA      | $108804274.03  | 0.03%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4361                      | CUSIP: 31418DZ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10002746 | PA      | $9459008.78    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3562897.85    | 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        |    7713000 | PA      | $7056267.40    | 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        |   11695000 | PA      | $10138935.01   | 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        |    5424000 | PA      | $5366303.01    | 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        |   32883000 | PA      | $36286579.07   | 0.01%             | 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        |   11214500 | PA      | $9787253.52    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5258                      | CUSIP: 3140JMZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13017 | PA      | $12395.57      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8938                      | CUSIP: 3140XC4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2681236 | PA      | $2194497.15    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3766                      | CUSIP: 3140XKFG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4341165 | PA      | $3550377.03    | 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        |   19212000 | PA      | $17216749.44   | 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        |     632376 | PA      | $648549.89     | 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        |   22277000 | PA      | $16698570.61   | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1499                      | CUSIP: 31418AUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1420575 | PA      | $1335656.64    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7614                      | CUSIP: 31418VN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135515 | PA      | $137593.25     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7530                      | CUSIP: 3140XBLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12359882 | PA      | $11059768.26   | 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        |   20519000 | PA      | $20974955.66   | 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        |    3600000 | PA      | $3064803.84    | 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        |   12582000 | PA      | $12490651.95   | 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        |   14040000 | PA      | $14534030.47   | 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        |    8133000 | PA      | $8013506.54    | 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        |    5775000 | PA      | $5726240.23    | 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        |    5330000 | PA      | $4158413.15    | 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        |     975000 | PA      | $919731.93     | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   22494000 | PA      | $21547871.01   | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 581979                      | CUSIP: 31387EQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2283 | PA      | $2396.97       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4943                      | CUSIP: 31418EP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4823781 | PA      | $5017441.97    | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   11015000 | PA      | $10160037.34   | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4923279 | PA      | $4847028.96    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   22223000 | PA      | $19550264.83   | 0.01%             | 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        |      10455 | PA      | $11175.46      | 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        |    5662000 | PA      | $5473627.90    | 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        |    3235000 | PA      | $3158611.95    | 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        |   56874000 | PA      | $51890627.04   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10496000 | PA      | $10128724.83   | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   10777000 | PA      | $11726646.68   | 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        |    1297757 | PA      | $1294482.04    | 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        |   56190138 | PA      | $53069658.28   | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5927478.98    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $15041517.67   | 0.00%             | 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        |      82907 | PA      | $86628.51      | 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        |   13194000 | PA      | $13004465.55   | 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        |   15013000 | PA      | $11404774.27   | 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        |    5770000 | PA      | $5492748.92    | 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        |   11483000 | PA      | $11127530.61   | 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        |   35741000 | PA      | $29947692.41   | 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        |   44501048 | PA      | $41085601.66   | 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        |    4285000 | PA      | $3796772.63    | 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        |   10050000 | PA      | $8550398.30    | 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        |   10038000 | PA      | $7771806.54    | 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        |   29535680 | PA      | $29347490.00   | 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        |    6002000 | PA      | $5477545.92    | 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        |     719287 | PA      | $711463.67     | 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        |    9680000 | PA      | $9936752.32    | 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        |   10983000 | PA      | $10397416.88   | 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        |      23843 | PA      | $24523.52      | 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        |   16734000 | PA      | $11978646.45   | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561035                      | CUSIP: 31386EHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5982 | PA      | $6273.94       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9761000 | PA      | $7710385.47    | 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        |  227977869 | PA      | $185594412.27  | 0.05%             | 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        |    1781526 | PA      | $1773030.30    | 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        |   23838956 | PA      | $20563128.24   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $5152969.21    | 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        |   14220000 | PA      | $14275632.36   | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91982                      | CUSIP: 3128P8FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1171106 | PA      | $1134561.70    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3955                      | CUSIP: 31417AMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31278 | PA      | $31094.60      | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4910                      | CUSIP: 31418EN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800435 | PA      | $673433.82     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   10790000 | PA      | $10797446.75   | 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        |    5181000 | PA      | $4418649.97    | 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        |    3316000 | PA      | $2433009.38    | 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        |   39259717 | PA      | $39958147.80   | 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        |   19180000 | PA      | $19076792.17   | 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        |    2668918 | PA      | $2579332.31    | 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        |   38141221 | PA      | $32376560.99   | 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        |    6234849 | PA      | $5814777.50    | 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        |    8290000 | PA      | $8243571.33    | 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        |   19134000 | PA      | $18840236.99   | 0.00%             | 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        |    1284000 | PA      | $912864.33     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930866                      | CUSIP: 31412PFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191816 | PA      | $191301.05     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570036                      | CUSIP: 36200RHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10040 | PA      | $10464.05      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9719                      | CUSIP: 3138ABYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1532722 | PA      | $1525293.31    | 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        |   21032873 | PA      | $20607386.11   | 0.01%             | 2028-01-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4712                      | CUSIP: 3140XLGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2510560 | PA      | $2112222.28    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  118520005 | PA      | $120156244.65  | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1941                      | CUSIP: 3140EWEP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20514 | PA      | $20063.96      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6317000 | PA      | $6533326.28    | 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        |    3099000 | PA      | $3137066.13    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3499000 | PA      | $2526860.83    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   39898000 | PA      | $36635498.75   | 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        |    7537000 | PA      | $7305002.36    | 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        |   13600000 | PA      | $14004137.60   | 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        |   13145000 | PA      | $12552374.68   | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8234                      | CUSIP: 3132DWEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2482630 | PA      | $2094542.74    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00969                      | CUSIP: 31292HCE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        351 | PA      | $368.23        | 0.00%             | 2030-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7904                      | CUSIP: 3138WHYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14956619 | PA      | $13472164.41   | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 757687                      | CUSIP: 31403TXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14012 | PA      | $14417.27      | 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        |    8736000 | PA      | $7191522.98    | 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        |    2653007 | PA      | $2591163.74    | 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        |      66744 | PA      | $68650.35      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1244851 | PA      | $1266313.42    | 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        |     971191 | PA      | $921674.78     | 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        |      27291 | PA      | $27679.92      | 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        |   23360000 | PA      | $19106606.61   | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7444000 | PA      | $7365294.34    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2964703 | PA      | $2663042.65    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7860000 | PA      | $6457493.14    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9829000 | PA      | $9968302.08    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                      | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138008 | PA      | $142114.52     | 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        |    2914209 | PA      | $2646729.64    | 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        |    4020000 | PA      | $4024432.40    | 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        |    1677868 | PA      | $1592428.69    | 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        |   10236000 | PA      | $10031625.41   | 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        |    4587000 | PA      | $4782382.44    | 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        |   15088215 | PA      | $14052789.31   | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01311                      | CUSIP: 31292HN42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2454 | PA      | $2575.87       | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $11854801.97   | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | 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        |    4620000 | PA      | $4716644.39    | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1872                      | CUSIP: 3138A3CJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78029 | PA      | $77708.82      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   12901500 | PA      | $10843887.08   | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05894                      | CUSIP: 3128M73B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64514 | PA      | $64343.82      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    8922500 | PA      | $8254538.30    | 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        |  144063000 | PA      | $143674705.56  | 0.04%             | 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        |   27450000 | PA      | $27500610.75   | 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        |  111904193 | PA      | $112866143.63  | 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        |     998000 | PA      | $1000587.69    | 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        |     478681 | PA      | $476673.06     | 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       |   23735000 | PA      | $23899100.01   | 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        |   18704000 | PA      | $18494670.58   | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6943                      | CUSIP: 31418UWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     278292 | PA      | $282563.58     | 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        |    6100000 | PA      | $6082704.05    | 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        |   49970000 | PA      | $49162971.58   | 0.01%             | 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        |    5792084 | PA      | $5327408.13    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01097                      | CUSIP: 31292HGE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4455 | PA      | $4686.52       | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 663306                      | CUSIP: 31391C3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5718 | PA      | $6003.51       | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    9921000 | PA      | $9334554.82    | 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        |    3865000 | PA      | $3873901.60    | 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        |    9580000 | PA      | $9581344.07    | 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        |   14865360 | PA      | $14241166.55   | 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        |   16715000 | PA      | $12869876.71   | 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        |  822092000 | PA      | $795374010.00  | 0.21%             | 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        |    5671801 | PA      | $5458972.57    | 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        |   13733000 | PA      | $14885937.68   | 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        |   43556000 | PA      | $42554317.49   | 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        |     573986 | PA      | $529871.56     | 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        |    6965000 | PA      | $6939214.20    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2489397 | PA      | $2324949.33    | 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        |   28917000 | PA      | $27997132.38   | 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        |   13160000 | PA      | $13326884.05   | 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        |   69202000 | PA      | $65845827.29   | 0.02%             | 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        |   18010000 | PA      | $18401113.58   | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741123                      | CUSIP: 31402XLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8743 | PA      | $8962.61       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3538                      | CUSIP: 31418C4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2520942 | PA      | $2537966.49    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225043 | PA      | $223065.65     | 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        |    4392000 | PA      | $3534689.70    | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    8204000 | PA      | $6678268.61    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $5053896.41    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  776167000 | PA      | $772437758.18  | 0.20%             | 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        |   13191874 | PA      | $11635223.82   | 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        |    5791000 | PA      | $5675636.40    | 0.00%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908789                      | CUSIP: 31411HUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9867 | PA      | $10215.10      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2920332.15    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 366879                      | CUSIP: 31376VQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        737 | PA      | $742.50        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1309412.52    | 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        |  178642000 | PA      | $145488556.51  | 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        |    6115000 | PA      | $4616269.08    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5404                      | CUSIP: 3140MKAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8938996 | PA      | $8518766.67    | 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        |   16029000 | PA      | $14232900.28   | 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        |   16713000 | PA      | $15058751.17   | 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        |   70420430 | PA      | $71486151.70   | 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        |     234196 | PA      | $237859.64     | 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        |    9892000 | PA      | $6524143.77    | 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        |   18213000 | PA      | $12652042.60   | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   21944000 | PA      | $16577854.99   | 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 AS0315                      | CUSIP: 3138W9K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2703110 | PA      | $2619223.97    | 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        |   21050000 | PA      | $20215540.23   | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   80779000 | PA      | $65507407.06   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2020122.30    | 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        |    2060000 | PA      | $2034246.09    | 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        |   34773000 | PA      | $28834660.88   | 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        |   11690000 | PA      | $7372927.02    | 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        |  680127000 | PA      | $697502116.05  | 0.18%             | 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        |    3659844 | PA      | $3499453.32    | 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        |   11949000 | PA      | $12115140.59   | 0.00%             | 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        |   10296000 | PA      | $10397638.34   | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9109                      | CUSIP: 3138ERDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     269566 | PA      | $269892.39     | 0.00%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2538                      | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15491875 | PA      | $13242030.19   | 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        |    3261055 | PA      | $3006452.66    | 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        |   22136000 | PA      | $20196197.64   | 0.01%             | 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        |   43014928 | PA      | $43895882.26   | 0.01%             | 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        |  863971500 | PA      | $878753508.06  | 0.23%             | 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        |  884831600 | PA      | $885903077.98  | 0.23%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253515                      | CUSIP: 31371JSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        242 | PA      | $252.40        | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6961                      | CUSIP: 3138X6WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     508552 | PA      | $502798.11     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8154                      | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5501042 | PA      | $4238114.93    | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4380                      | CUSIP: 3138WD2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107504 | PA      | $100474.94     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   11577000 | PA      | $11659820.31   | 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        |   10158000 | PA      | $9803376.52    | 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        |   22558004 | PA      | $23504179.50   | 0.01%             | 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        |    5600000 | PA      | $5148716.72    | 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        |   22294000 | PA      | $22540620.54   | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    8607000 | PA      | $6269724.75    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | 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       |   12730000 | PA      | $9254589.56    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                      | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     568450 | PA      | $596106.18     | 0.00%             | 2041-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0337                      | CUSIP: 31416HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60726 | PA      | $60478.64      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3535                      | CUSIP: 3131XW4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2322579 | PA      | $2232698.73    | 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        |   14081000 | PA      | $11556552.60   | 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        |    8010000 | PA      | $8893555.08    | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4574                      | CUSIP: 3140QCCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1494365 | PA      | $1422525.76    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2731142.33    | 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        |       8070 | PA      | $8698.90       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7533000 | PA      | $5113230.85    | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $9861250.44    | 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        |   18034000 | PA      | $17345806.30   | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL3846                      | CUSIP: 3617JGHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37419 | PA      | $36525.64      | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8505                      | CUSIP: 3132DWNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62650791 | PA      | $61820880.59   | 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        |    8541000 | PA      | $6744258.07    | 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        |      13193 | PA      | $13159.28      | 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        |    1294000 | PA      | $1309502.64    | 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        |   12795000 | PA      | $8611221.16    | 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        |    1714000 | PA      | $1716189.84    | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75266759 | PA      | $76060770.47   | 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       |   48154000 | PA      | $48087828.72   | 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        |   14105000 | PA      | $13727214.22   | 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        |   17823000 | PA      | $16025493.72   | 0.00%             | 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        |   15638849 | PA      | $15203634.06   | 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        |      24967 | PA      | $25495.36      | 0.00%             | 2043-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18516                      | CUSIP: 3128MMSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6477 | PA      | $6434.58       | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3638                      | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12767177 | PA      | $12153416.96   | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11341815 | PA      | $11002955.24   | 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        |     772961 | PA      | $746163.94     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377349                      | CUSIP: 36204REW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $456.67        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18982000 | PA      | $22545815.72   | 0.01%             | 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        |     175426 | PA      | $181844.67     | 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        |    4580889 | PA      | $4333700.45    | 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        |   65513204 | PA      | $61839150.99   | 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        |    8975000 | PA      | $8511500.49    | 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        |    7953000 | PA      | $7859747.56    | 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        |       4929 | PA      | $5174.76       | 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        |    7522000 | PA      | $7422453.63    | 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        |     428631 | PA      | $435229.54     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   39530000 | PA      | $40228401.20   | 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        |   15955000 | PA      | $16306651.47   | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2690000 | PA      | $2652725.87    | 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        |   13930000 | PA      | $13122016.79   | 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        |   10980000 | PA      | $9613473.93    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9908                      | CUSIP: 36180AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21979050 | PA      | $22857049.61   | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3462                      | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1875128 | PA      | $1831777.92    | 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        |   25122000 | PA      | $28713753.80   | 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        |   12378000 | PA      | $12184972.18   | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL CAPITAL FDG                | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2457362.26    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                      | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26184972 | PA      | $22382196.26   | 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        |    3178220 | PA      | $2999983.66    | 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        |   20468875 | PA      | $20683208.83   | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 525906                      | CUSIP: 31384KGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8965 | PA      | $9411.66       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11251363 | PA      | $9254550.75    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   19340000 | PA      | $19765959.22   | 0.01%             | 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        |    1058809 | PA      | $955706.90     | 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        |   16041126 | PA      | $16220374.20   | 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        |   36990000 | PA      | $22492528.38   | 0.01%             | 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        |    5900000 | PA      | $6265342.31    | 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        |   10734000 | PA      | $10449057.26   | 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        |    7456000 | PA      | $6679190.84    | 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        |    7510000 | PA      | $7432047.16    | 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        |   36290947 | PA      | $37007203.55   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782548                      | CUSIP: 31349TZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        430 | PA      | $443.23        | 0.00%             | 2035-06-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7636796.16    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323572                      | CUSIP: 31374TMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         14 | PA      | $14.09         | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459240                      | CUSIP: 36208SEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4248 | PA      | $4372.52       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 432996                      | CUSIP: 36207H7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         37 | PA      | $36.50         | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | 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        |   10700000 | PA      | $10161315.99   | 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        |   10325000 | PA      | $10188873.14   | 0.00%             | 2028-09-15      | Fixed         | 1.03%                 | 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        |    3243000 | PA      | $3171424.72    | 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        |   51954237 | PA      | $47874166.51   | 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        |    2280377 | PA      | $1990633.41    | 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        |    3765000 | PA      | $3603221.63    | 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        |    7998000 | PA      | $7483517.09    | 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        |    2413928 | PA      | $2272886.71    | 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        |    3735764 | PA      | $3641432.22    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7597                      | CUSIP: 3138Y9NP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185510 | PA      | $182366.18     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00782                      | CUSIP: 31292G2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        113 | PA      | $118.91        | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   17308000 | PA      | $17663591.24   | 0.00%             | 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        |    2589767 | PA      | $2614981.52    | 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        |   13886000 | PA      | $12243293.46   | 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        |    7070000 | PA      | $7278367.21    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451441                      | CUSIP: 36208HP26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        186 | PA      | $188.14        | 0.00%             | 2027-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14990000 | PA      | $10304548.68   | 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        |    9316000 | PA      | $8669345.17    | 0.00%             | 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        |        693 | PA      | $712.04        | 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        |    9398572 | PA      | $8824086.39    | 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        |    4173000 | PA      | $3958491.45    | 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        |   11950000 | PA      | $12198526.20   | 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        |   10324394 | PA      | $9561994.26    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9204                      | CUSIP: 3140XRGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40126903 | PA      | $41505904.30   | 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        |   11990500 | PA      | $11838077.90   | 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        |   11272000 | PA      | $11420043.65   | 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        |     158226 | PA      | $158614.35     | 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        |    5895000 | PA      | $6037795.56    | 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        |   11071000 | PA      | $6466847.50    | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | 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        |     983632 | PA      | $919073.24     | 0.00%             | 2031-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 917069                      | CUSIP: 31411W2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206906 | PA      | $216335.61     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    8326000 | PA      | $8195597.43    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08654                      | CUSIP: 3128MJWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1384823 | PA      | $1294305.67    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814476                      | CUSIP: 31406M2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3427 | PA      | $3530.54       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   24957000 | PA      | $23663016.33   | 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        |   17562000 | PA      | $16976438.00   | 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        |   10043000 | PA      | $6716274.52    | 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        |   20197000 | PA      | $18264716.93   | 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        |   18943000 | PA      | $19079272.61   | 0.00%             | 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        |    1883821 | PA      | $1912730.11    | 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        |   18130000 | PA      | $17004108.87   | 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        |   15085000 | PA      | $14985404.30   | 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        |     387673 | PA      | $155309.41     | 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        |    8420000 | PA      | $6137311.78    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   18872000 | PA      | $18996542.44   | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | 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        |     611597 | PA      | $615233.02     | 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        |   16568292 | PA      | $16462725.23   | 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        |    5700000 | PA      | $5004314.55    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | 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        |    6881000 | PA      | $6761053.35    | 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        |    7890000 | PA      | $5371538.83    | 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        |    7657000 | PA      | $7162083.20    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3990                      | CUSIP: 3140XKNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5661252 | PA      | $5619873.77    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |   15000000 | PA      | $15205290.00   | 0.00%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1138693.60    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   23015000 | PA      | $22749987.50   | 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        |    3250000 | PA      | $3136243.50    | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3531                      | CUSIP: 3131XJ4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20778100 | PA      | $19731447.19   | 0.01%             | 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        |    4990481 | PA      | $5238705.86    | 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        |   15044000 | PA      | $10663297.90   | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07033                      | CUSIP: 3128M9EE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     523185 | PA      | $521860.43     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   17754000 | PA      | $15476634.63   | 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        |   12000000 | PA      | $12096007.20   | 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        |   13175000 | PA      | $12966258.46   | 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        |   11475000 | PA      | $10143055.36   | 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        |     249323 | PA      | $247039.96     | 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        |    1708473 | PA      | $1671644.62    | 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        |    6700000 | PA      | $6617338.05    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523228                      | CUSIP: 36211UHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1177 | PA      | $1210.78       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   10136000 | PA      | $9748736.33    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7829                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11434042 | PA      | $10563627.90   | 0.00%             | 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        |   20395336 | PA      | $20992498.74   | 0.01%             | 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        |   11582000 | PA      | $8834727.68    | 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        |    9541000 | PA      | $7773014.41    | 0.00%             | 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        |      20359 | PA      | $20982.17      | 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        |   14926000 | PA      | $15069391.18   | 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        |   10922000 | PA      | $10089838.77   | 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        |    8579000 | PA      | $8653418.43    | 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        |  112025000 | PA      | $110056696.64  | 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        |    4101374 | PA      | $3930864.31    | 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        |   37312000 | PA      | $38224975.36   | 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        |   32506184 | PA      | $32795772.16   | 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        |    3727974 | PA      | $3532016.87    | 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        |    5786000 | PA      | $5263416.68    | 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        |    2298000 | PA      | $2325607.49    | 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        |   28846000 | PA      | $25187045.43   | 0.01%             | 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        |     780038 | PA      | $735435.04     | 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        |   21595000 | PA      | $21540188.18   | 0.01%             | 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        |   33977791 | PA      | $27660966.30   | 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        |   21940000 | PA      | $19432352.20   | 0.01%             | 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        |   37870000 | PA      | $28590659.64   | 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        |   35670000 | PA      | $35436979.34   | 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        |    7055000 | PA      | $7779708.59    | 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        |   13597000 | PA      | $11005361.56   | 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        |   10880000 | PA      | $9687510.66    | 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        |   12839795 | PA      | $10545029.78   | 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        |    5105000 | PA      | $4844053.12    | 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        |    2965000 | PA      | $3000785.06    | 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        |   20279450 | PA      | $19266525.84   | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3293000 | PA      | $2602829.84    | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4743843 | PA      | $4346337.72    | 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        |      39569 | PA      | $41326.61      | 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        |   37890519 | PA      | $36638715.14   | 0.01%             | 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        |   10500000 | PA      | $10361887.80   | 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        |   16002000 | PA      | $16295875.17   | 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        |       1325 | PA      | $1322.86       | 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        |   14794000 | PA      | $14586673.93   | 0.00%             | 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        | 1608530000 | PA      | $1625683460.43 | 0.42%             | 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        |    3025000 | PA      | $3368035.30    | 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        |   11410000 | PA      | $9338006.70    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4707                      | CUSIP: 3140K0GR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22195131 | PA      | $19777233.15   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17807829 | PA      | $16108507.79   | 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        |   11043000 | PA      | $10855832.31   | 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        |   31278792 | PA      | $29121193.79   | 0.01%             | 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        |    1550000 | PA      | $1515914.43    | 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        |   10050000 | PA      | $8851199.82    | 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        |    9478000 | PA      | $9330712.48    | 0.00%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2299000 | PA      | $2397753.37    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4611936 | PA      | $4121049.58    | 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        |    1281077 | PA      | $1279917.67    | 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        |  370980000 | PA      | $367748415.48  | 0.10%             | 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        |    3371620 | PA      | $3355121.33    | 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        |    5415000 | PA      | $3680579.83    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6610                      | CUSIP: 3138WGKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102494 | PA      | $100215.48     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $4394886.11    | 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        |    4146000 | PA      | $4174938.81    | 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        |   21107000 | PA      | $17412362.99   | 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        |    4225000 | PA      | $4114695.39    | 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        |    6525000 | PA      | $6593793.37    | 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        |    2080000 | PA      | $2104921.52    | 0.00%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   49125000 | PA      | $48542146.17   | 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        |    2145000 | PA      | $2122414.68    | 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        |    8200000 | PA      | $8406167.68    | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26675                      | CUSIP: 31297EMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9588 | PA      | $9845.19       | 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        |    5840330 | PA      | $5953043.82    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21136563 | PA      | $19834353.84   | 0.01%             | 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        |   11749000 | PA      | $11411418.86   | 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        |    1974617 | PA      | $1960225.65    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62910                      | CUSIP: 31287NGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         32 | PA      | $32.12         | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   24293000 | PA      | $21334191.70   | 0.01%             | 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        |   12532000 | PA      | $12858193.12   | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   62431000 | PA      | $57827369.72   | 0.01%             | 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        |       5591 | PA      | $5727.90       | 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        |   25707192 | PA      | $26000477.57   | 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        |     478537 | PA      | $473930.15     | 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        |   33834658 | PA      | $31101558.25   | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12642397.95   | 0.00%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    6293000 | PA      | $7345070.02    | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2516                      | CUSIP: 3138WBYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112657 | PA      | $111720.62     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8422022 | PA      | $6890494.63    | 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        |   28294882 | PA      | $28796742.68   | 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        |   16810000 | PA      | $17172854.93   | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5579                      | CUSIP: 3140MKFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2930545 | PA      | $2701253.34    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1991731 | PA      | $1911790.80    | 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        |    6507000 | PA      | $5756395.58    | 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        |   33078000 | PA      | $34260786.49   | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254250                      | CUSIP: 31371KL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5963 | PA      | $6262.02       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  123338387 | PA      | $95215125.67   | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457775                      | CUSIP: 36208QQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4578 | PA      | $4755.98       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP               | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    4655000 | PA      | $4618134.73    | 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        |   17650000 | PA      | $16913823.80   | 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        |   17641715 | PA      | $17925679.83   | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00766                      | CUSIP: 31283GZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        971 | PA      | $982.41        | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5387                      | CUSIP: 3133KY6Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59613828 | PA      | $58346044.68   | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9291156.73    | 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        |     750000 | PA      | $748771.80     | 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        |    5551000 | PA      | $3718580.44    | 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        |  780340000 | PA      | $734799841.41  | 0.19%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27689                      | CUSIP: 3132M8F68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         54 | PA      | $52.64         | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   35218000 | PA      | $33766910.70   | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   66364000 | PA      | $65732869.98   | 0.02%             | 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        |   12597000 | PA      | $13027170.44   | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2534852.18    | 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        |    6948000 | PA      | $6509980.52    | 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        |         25 | PA      | $25.69         | 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        |   22015000 | PA      | $14384940.27   | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00848                      | CUSIP: 31283G5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.13          | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    9186000 | PA      | $7037115.25    | 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       |   57864000 | PA      | $57458492.93   | 0.01%             | 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        |   10454000 | PA      | $10401831.47   | 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        |   33203000 | PA      | $30226055.56   | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745138                      | CUSIP: 3620C0ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84684 | PA      | $84215.96      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    8499000 | PA      | $8511164.01    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941904                      | CUSIP: 31413C3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5975 | PA      | $6262.17       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     827166 | PA      | $822445.80     | 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        |    5706000 | PA      | $4915089.93    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5135                      | CUSIP: 31418EV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     359633 | PA      | $339084.90     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2901                      | CUSIP: 3140QNGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25018711 | PA      | $23233198.55   | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535254                      | CUSIP: 31384VTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        199 | PA      | $206.40        | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8805000 | PA      | $6813425.77    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928147                      | CUSIP: 31412LEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83821 | PA      | $87566.42      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16219000 | PA      | $16329635.15   | 0.00%             | 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        |    3510000 | PA      | $3338171.75    | 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        |   21293000 | PA      | $20283063.05   | 0.01%             | 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        |    2855397 | PA      | $2662520.73    | 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        |    7010000 | PA      | $5490804.80    | 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        |    7240000 | PA      | $7251482.75    | 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        |   20915000 | PA      | $19323197.80   | 0.00%             | 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        |     743680 | PA      | $725108.83     | 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        |    8574426 | PA      | $8106788.75    | 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        |    1899000 | PA      | $1861235.83    | 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        |      21365 | PA      | $22223.06      | 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        |    2710000 | PA      | $2696918.91    | 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        |   11159000 | PA      | $10161172.18   | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT8069                      | CUSIP: 3140LW6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214582 | PA      | $202321.85     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   24842000 | PA      | $22503399.13   | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600631.29     | 0.00%             | 2028-05-26      | Floating      | 4.52%                 | 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        |    3775000 | PA      | $3480109.84    | 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        |       4710 | PA      | $4799.40       | 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        |    6455000 | PA      | $6512177.77    | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5449773.74    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5278000 | PA      | $3500606.30    | 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        |  690156000 | PA      | $683416191.86  | 0.18%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07171                      | CUSIP: 3128M9JQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91283 | PA      | $88977.83      | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34107414 | PA      | $30500964.46   | 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        |   50427376 | PA      | $43434869.15   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00729                      | CUSIP: 31283GY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        567 | PA      | $572.97        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   11805000 | PA      | $11814176.02   | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49494                      | CUSIP: 3132WPRQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78370 | PA      | $76870.76      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27599268 | PA      | $24698226.07   | 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        |   19762165 | PA      | $18302837.69   | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   11184000 | PA      | $11261474.98   | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $4129227.84    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8437000 | PA      | $9228572.24    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   52583000 | PA      | $52683423.77   | 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        |    6620000 | PA      | $5832861.25    | 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        |  427788100 | PA      | $302576529.46  | 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        |   10797000 | PA      | $6623956.33    | 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        |    9816000 | PA      | $9346661.96    | 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        |     683668 | PA      | $663560.86     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18941000 | PA      | $18017096.99   | 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        |  167704827 | PA      | $144070521.46  | 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        |    6975000 | PA      | $7182196.69    | 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        |    6575998 | PA      | $6336799.76    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco Inc                                                    | TRANE TECH HOLD                | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7520000 | PA      | $7635145.94    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7806927.20    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   15857000 | PA      | $14311823.52   | 0.00%             | 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        |    5634000 | PA      | $5567908.01    | 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        |  -95980000 | PA      | $-77140172.18  | -0.02%            | 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        |   18125000 | PA      | $18025410.38   | 0.00%             | 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        |       9638 | PA      | $9890.83       | 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        |    5679000 | PA      | $4847958.48    | 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        |    7216912 | PA      | $6435225.20    | 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        |   19900000 | PA      | $19128210.60   | 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        |   12150000 | PA      | $10658255.81   | 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        |    5478812 | PA      | $5546368.64    | 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        |    2822000 | PA      | $2900902.16    | 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        |   14935000 | PA      | $14744396.00   | 0.00%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     315000 | PA      | $303137.19     | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   18638000 | PA      | $22438402.48   | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1810000 | PA      | $1287577.71    | 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        |    6585000 | PA      | $6763210.66    | 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        |     725000 | PA      | $677308.12     | 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        |    2775000 | PA      | $2476304.83    | 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        |    3462000 | PA      | $3643405.36    | 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        |  471098000 | PA      | $473103845.78  | 0.12%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2422                      | CUSIP: 3142GSVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35087601 | PA      | $35375515.53   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    6711000 | PA      | $6983145.78    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 560457                      | CUSIP: 31386DTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        445 | PA      | $462.75        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | 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        |    1597617 | PA      | $1609395.11    | 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        |     291702 | PA      | $305751.84     | 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        |   15047918 | PA      | $13175985.93   | 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        |   11630000 | PA      | $11925385.51   | 0.00%             | 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        |   14760000 | PA      | $15176602.49   | 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        |  723077000 | PA      | $724178564.42  | 0.19%             | 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        |   10457000 | PA      | $10558373.98   | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5536                      | CUSIP: 3138YXEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3305232 | PA      | $2995631.76    | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | MORGAN STANLEY                 | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   22809000 | PA      | $22459976.43   | 0.01%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D85746                      | CUSIP: 3128FVL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        846 | PA      | $887.65        | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   93456946 | PA      | $75673453.48   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   11312000 | PA      | $11676002.88   | 0.00%             | 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        |   10676400 | PA      | $10129407.93   | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0848                      | CUSIP: 31417Y5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8703 | PA      | $8674.68       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18031352 | PA      | $17209409.39   | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0322                      | CUSIP: 3133B9LB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234298 | PA      | $198111.27     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9308                      | CUSIP: 36179YKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16726163 | PA      | $17438286.17   | 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        |      64979 | PA      | $66889.62      | 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        |      47860 | PA      | $47869.50      | 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        |    8415789 | PA      | $7577886.14    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467764                      | CUSIP: 36209CTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1687 | PA      | $1706.78       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   13021000 | PA      | $11784119.70   | 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        |    8335000 | PA      | $7984787.86    | 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        |   29756465 | PA      | $30368561.23   | 0.01%             | 2055-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2994                      | CUSIP: 31418CKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1451960 | PA      | $1351060.12    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24660                      | CUSIP: 31297CE97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20180 | PA      | $20785.59      | 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        |    5275000 | PA      | $4627390.89    | 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        |    8431000 | PA      | $9204800.31    | 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        |   25215000 | PA      | $22493013.01   | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4771                      | CUSIP: 3132A5JQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290631 | PA      | $269889.64     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6154152.91    | 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        |    5555000 | PA      | $4597718.39    | 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        |   18697000 | PA      | $17045851.25   | 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       |   65420000 | PA      | $65137685.70   | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6169                      | CUSIP: 3140H72B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17720 | PA      | $16906.90      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12659803 | PA      | $11859170.58   | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   18390000 | PA      | $18320315.31   | 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        |   10365000 | PA      | $8655678.64    | 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        |   15755000 | PA      | $15245222.31   | 0.00%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1095937.73    | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730778                      | CUSIP: 31402J2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11114 | PA      | $11257.69      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26513769 | PA      | $26286835.01   | 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        |    5688734 | PA      | $5898899.27    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $6790799.00    | 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        |   19272361 | PA      | $17311384.57   | 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        |    6614000 | PA      | $6181059.19    | 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        |    4162000 | PA      | $4152600.66    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   23457000 | PA      | $23692635.58   | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942956                      | CUSIP: 31413EBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142644 | PA      | $149257.28     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381887 | PA      | $400969.36     | 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        |    6115000 | PA      | $6097287.50    | 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        |   11096000 | PA      | $11060309.82   | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   12897000 | PA      | $12747423.99   | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    7976000 | PA      | $6921461.28    | 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        |   12100000 | PA      | $11543124.30   | 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        |    2947000 | PA      | $1756008.32    | 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        |     705598 | PA      | $703986.48     | 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        |    3816966 | PA      | $3607625.47    | 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        |   25253000 | PA      | $27163982.43   | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535335                      | CUSIP: 31384VV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        255 | PA      | $264.87        | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4064000 | PA      | $3613198.56    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69606523 | PA      | $62698027.27   | 0.02%             | 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        |   16756028 | PA      | $17179676.03   | 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        |    4718000 | PA      | $4647764.28    | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   12715000 | PA      | $12150817.37   | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05695                      | CUSIP: 3128M7UU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120217 | PA      | $119936.00     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 520956                      | CUSIP: 31384DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1656 | PA      | $1721.67       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     713801 | PA      | $734934.08     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    8484000 | PA      | $6816579.97    | 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        |      86195 | PA      | $84396.22      | 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        |    6363965 | PA      | $6691055.38    | 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        |   20202000 | PA      | $20583598.94   | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   41609000 | PA      | $42361397.86   | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A           | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2110904.20    | 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        |    5835000 | PA      | $6044715.85    | 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        |    1424000 | PA      | $1252588.58    | 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        |   10290000 | PA      | $10199594.98   | 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        |    8250000 | PA      | $7341003.45    | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0459                      | CUSIP: 3140F7QM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5735 | PA      | $5605.62       | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5709                      | CUSIP: 36179UKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1377742 | PA      | $1291374.80    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    6931000 | PA      | $6884486.10    | 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        |    7897000 | PA      | $8194790.94    | 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        |    7923828 | PA      | $7217710.34    | 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        |   23158000 | PA      | $22142095.47   | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22252000 | PA      | $20022598.87   | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    8695000 | PA      | $8978295.78    | 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        |    8022691 | PA      | $7487177.68    | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF5224                      | CUSIP: 3140BVYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5829073 | PA      | $5622681.76    | 0.00%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10309000 | PA      | $11149863.88   | 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        |    8807000 | PA      | $8991324.21    | 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        |      98275 | PA      | $101093.04     | 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        |     550000 | PA      | $512097.21     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722777                      | CUSIP: 31401Y6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1316 | PA      | $1356.63       | 0.00%             | 2033-09-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8017                      | CUSIP: 3132DV4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25285933 | PA      | $23386527.29   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     514511 | PA      | $495027.74     | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | 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        |    4225714 | PA      | $4084398.54    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6285                      | CUSIP: 3140XM6X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42513008 | PA      | $32726317.90   | 0.01%             | 2052-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3535991.41    | 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        |   54538145 | PA      | $48669131.76   | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW9886                      | CUSIP: 3140N26Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46323 | PA      | $44874.89      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00582                      | CUSIP: 31283GUF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $23.53         | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   26214500 | PA      | $17652162.37   | 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        |      33763 | PA      | $35317.62      | 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        |     760070 | PA      | $756197.64     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20212                      | CUSIP: 3132JMGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6879647 | PA      | $6483734.67    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1864260 | PA      | $1812961.92    | 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        |    3258000 | PA      | $3379059.02    | 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        |    4700000 | PA      | $4719032.96    | 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        |   25703000 | PA      | $15582605.71   | 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        |  152762050 | PA      | $124361996.37  | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     400000 | PA      | $336281.72     | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    7673000 | PA      | $7476789.19    | 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        |  144885000 | PA      | $147145960.01  | 0.04%             | 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       |   11771000 | PA      | $10368412.25   | 0.00%             | 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        |    9628500 | PA      | $11033725.52   | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2207                      | CUSIP: 3140X5NZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1911116 | PA      | $1901367.50    | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   27902000 | PA      | $23349338.83   | 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        |    4025000 | PA      | $3994353.25    | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 B               | CUSIP: 05555AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2038535.00    | 0.00%             | 2057-05-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952319                      | CUSIP: 31413QPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19310 | PA      | $20237.26      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 621239                      | CUSIP: 31389CEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6402 | PA      | $6522.73       | 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        |   10947000 | PA      | $10626824.72   | 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        |   10775000 | PA      | $9446752.46    | 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        |    2690000 | PA      | $2834624.96    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5263088 | PA      | $4941383.14    | 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        |    4468000 | PA      | $3750265.69    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8126000 | PA      | $8829306.95    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16935000 | PA      | $17559957.27   | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    8569000 | PA      | $8923909.31    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    7446000 | PA      | $6376966.21    | 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        |   11830000 | PA      | $10941872.21   | 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        |   23700000 | PA      | $19997323.70   | 0.01%             | 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        |   35740662 | PA      | $33500176.47   | 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        |    4013000 | PA      | $3906591.66    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 649103                      | CUSIP: 31390LDG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25599 | PA      | $26957.57      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8955000 | PA      | $8873289.46    | 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        |    5150000 | PA      | $5275171.27    | 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        |    4709000 | PA      | $4789418.87    | 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        |    7565000 | PA      | $6190049.23    | 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        |   12688000 | PA      | $10534420.16   | 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        |    1881000 | PA      | $1818004.18    | 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        |    3525000 | PA      | $3709230.09    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8785                      | CUSIP: 31417FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2027230 | PA      | $1859790.30    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2160                      | CUSIP: 3132DPMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12933675 | PA      | $13231378.08   | 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        |    1300000 | PA      | $1302392.39    | 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        |   15685000 | PA      | $16619987.78   | 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        |    3813000 | PA      | $4026993.73    | 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        |    8611000 | PA      | $8563746.50    | 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        |   16983000 | PA      | $13540441.90   | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   15009000 | PA      | $14810149.47   | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   16457000 | PA      | $10684518.93   | 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        |    1012329 | PA      | $1043762.15    | 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        |   10175000 | PA      | $10245938.36   | 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        |    7305000 | PA      | $7489913.46    | 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        |    5059000 | PA      | $4529273.31    | 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        |   24950000 | PA      | $25974161.35   | 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        |   17981000 | PA      | $15061625.70   | 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        |      98835 | PA      | $102905.92     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254009                      | CUSIP: 31371KDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3013 | PA      | $3142.81       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   11393000 | PA      | $10799211.34   | 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        |   20621194 | PA      | $21635957.02   | 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        |   11451043 | PA      | $10879083.10   | 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        |     175314 | PA      | $178074.89     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    7869000 | PA      | $7442133.02    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8803000 | PA      | $8892580.58    | 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        |    9050000 | PA      | $9064525.25    | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830350                      | CUSIP: 31407GQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6075 | PA      | $6258.30       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   19085000 | PA      | $18808043.43   | 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        |    6903000 | PA      | $6521541.38    | 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        |   15577000 | PA      | $11135898.96   | 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        |   13966000 | PA      | $12153024.95   | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5368                      | CUSIP: 3133KY6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2207803 | PA      | $2204774.95    | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44863                      | CUSIP: 3132WJMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47525 | PA      | $45548.24      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9999                      | CUSIP: 3133KSDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5157533 | PA      | $5375368.82    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    5697000 | PA      | $4818192.55    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6543600.87    | 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        |   66126645 | PA      | $66431607.74   | 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        |   44273061 | PA      | $45870641.07   | 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        |    6564000 | PA      | $4906746.22    | 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        |    8365000 | PA      | $8607188.64    | 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        |    3004000 | PA      | $2988567.80    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D81498                      | CUSIP: 3128FQUX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1414 | PA      | $1436.61       | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832444                      | CUSIP: 31407JZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20570 | PA      | $21187.28      | 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        |   62877779 | PA      | $64082762.05   | 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        |   12791000 | PA      | $13044831.55   | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91130                      | CUSIP: 312939HF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159911 | PA      | $165005.75     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   19485000 | PA      | $19420676.69   | 0.01%             | 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        |    4695175 | PA      | $4217438.00    | 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        |   15082021 | PA      | $13415446.98   | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 455301                      | CUSIP: 36208MX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        333 | PA      | $337.42        | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8657655.77    | 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        |     590428 | PA      | $551478.51     | 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        |     664986 | PA      | $675135.79     | 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        |   68230000 | PA      | $68899929.90   | 0.02%             | 2059-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  691814000 | PA      | $697137723.19  | 0.18%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12376000 | PA      | $10793073.30   | 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        |    2106191 | PA      | $2050916.78    | 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        |    3948000 | PA      | $3098143.05    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0200                      | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     324426 | PA      | $324778.58     | 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        |   15722572 | PA      | $15833159.57   | 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        |    3922066 | PA      | $3898743.91    | 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        |    1666000 | PA      | $1705204.59    | 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        |     708870 | PA      | $710024.97     | 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        |   17380000 | PA      | $15446812.17   | 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        |   12443000 | PA      | $12257535.43   | 0.00%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    9930000 | PA      | $5934278.22    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4175000 | PA      | $4303257.81    | 0.00%             | 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        |    1717002 | PA      | $1684489.40    | 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        |    6674469 | PA      | $6235695.07    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   21659000 | PA      | $20174574.55   | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   17919000 | PA      | $16516849.09   | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF6600                      | CUSIP: 3140BXKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2143726 | PA      | $2114458.24    | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5331                      | CUSIP: 31418E4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13731394 | PA      | $13815103.69   | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $6259989.19    | 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        |   21115000 | PA      | $21735447.26   | 0.01%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   23249000 | PA      | $23061138.60   | 0.01%             | 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        |    5828000 | PA      | $5778905.32    | 0.00%             | 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        |      30317 | PA      | $31828.90      | 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        |   22555000 | PA      | $22885625.62   | 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        |   22578102 | PA      | $20047927.41   | 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        |   15549000 | PA      | $14787013.71   | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2263                      | CUSIP: 3140X5QR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     981155 | PA      | $976351.93     | 0.00%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1546                      | CUSIP: 3132ADWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136055 | PA      | $132779.06     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814026                      | CUSIP: 31406MLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13189 | PA      | $13569.45      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | 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        |   19302614 | PA      | $20092251.61   | 0.01%             | 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        |    2694000 | PA      | $2615784.64    | 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        |    8089000 | PA      | $5395636.79    | 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        |   23562000 | PA      | $22303939.12   | 0.01%             | 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        |    9954885 | PA      | $9978819.72    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21100000 | PA      | $21341779.71   | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3413000 | PA      | $3109390.62    | 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        |   13543000 | PA      | $11184991.18   | 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        |   55621878 | PA      | $49775295.15   | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3427                      | CUSIP: 31418CYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231740 | PA      | $230559.67     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   16550000 | PA      | $15837999.45   | 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        |   17167000 | PA      | $17197711.67   | 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        |  833812500 | PA      | $434983046.52  | 0.11%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451459                      | CUSIP: 36208HQL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        295 | PA      | $299.35        | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10998184.28   | 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        |    9261564 | PA      | $8972251.96    | 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        |   11117583 | PA      | $10242692.51   | 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        |   12106000 | PA      | $12008419.42   | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4855                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362068 | PA      | $366037.06     | 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        |   10790000 | PA      | $10972611.99   | 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        |  123438969 | PA      | $106042961.99  | 0.03%             | 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        |    3542000 | PA      | $3504078.29    | 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        |   13738000 | PA      | $15674838.63   | 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        |    9751000 | PA      | $8738143.31    | 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        |   11236000 | PA      | $10564614.62   | 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        |  146961863 | PA      | $121170129.70  | 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        |  609032000 | PA      | $446782068.75  | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19958951 | PA      | $17416466.09   | 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        |   12504000 | PA      | $12507420.06   | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423999                      | CUSIP: 36206W7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $92.75         | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   17459000 | PA      | $17037931.55   | 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        |   25029000 | PA      | $25453772.98   | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1374                      | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1170729 | PA      | $1072984.92    | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 528392                      | CUSIP: 31384M7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8641 | PA      | $9071.81       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2702                        | CUSIP: 36202DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7848 | PA      | $8101.51       | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   19534000 | PA      | $11691085.07   | 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        |    8872000 | PA      | $8349249.03    | 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        |    4321006 | PA      | $4306746.77    | 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        |   28607000 | PA      | $29070570.87   | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2622535.81    | 0.00%             | 2048-05-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   28582000 | PA      | $29294787.22   | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   18699000 | PA      | $17541418.60   | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2195                      | CUSIP: 3132AENL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7602 | PA      | $7579.83       | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8745328.35    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493524                      | CUSIP: 36210JG93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        924 | PA      | $959.41        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     571194 | PA      | $569851.91     | 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        |   14048000 | PA      | $11559800.49   | 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        |    3365000 | PA      | $3032633.68    | 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        |    1354988 | PA      | $1244050.28    | 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        |    6793000 | PA      | $6844301.59    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $424160.85     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28528000 | PA      | $25238674.91   | 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        |    7292000 | PA      | $6733889.13    | 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        |    4020000 | PA      | $4079489.22    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   10493000 | PA      | $10277937.35   | 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        |      83407 | PA      | $87196.89      | 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        |    5790000 | PA      | $4486366.19    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2898                      | CUSIP: 3132DQGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21612505 | PA      | $21808422.38   | 0.01%             | 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        |    1912120 | PA      | $1783354.07    | 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        |    1247000 | PA      | $1161272.78    | 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        |    1733994 | PA      | $1724688.35    | 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        |    3800000 | PA      | $3987699.86    | 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        |       8985 | PA      | $9108.00       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | 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        |    6436716 | PA      | $6313069.26    | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0208                      | CUSIP: 3140MRGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86352 | PA      | $81604.09      | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7598                      | CUSIP: 3140QFNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38864448 | PA      | $33487458.73   | 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        |  818650000 | PA      | $804355601.47  | 0.21%             | 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        |   18897657 | PA      | $17899930.93   | 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        |    3875119 | PA      | $3550148.76    | 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        |     148481 | PA      | $150871.38     | 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        |     173153 | PA      | $171230.53     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7510                      | CUSIP: 3138A9KY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3480432 | PA      | $3301453.57    | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4074000 | PA      | $3190108.96    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   17716000 | PA      | $15340164.46   | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16861000 | PA      | $15920972.01   | 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        |   25468000 | PA      | $23929301.70   | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C36259                      | CUSIP: 31294C5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $31.32         | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3384                      | CUSIP: 3140JKXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32387 | PA      | $32605.28      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | 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        |     850000 | PA      | $851948.46     | 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        |   13425000 | PA      | $13554264.30   | 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        |    2521193 | PA      | $2327868.79    | 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        |    1935000 | PA      | $1976022.44    | 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        |   24576000 | PA      | $24679984.60   | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252806                      | CUSIP: 31371HYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6190 | PA      | $6407.70       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS             | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5802089.74    | 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        |    1356922 | PA      | $1515239.95    | 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        |    2435000 | PA      | $2384704.02    | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M13 A2                | CUSIP: 3136AY2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     989569 | PA      | $974808.50     | 0.00%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   18520000 | PA      | $19038374.22   | 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        |      23735 | PA      | $24370.09      | 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        |    5839000 | PA      | $5040209.23    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0682                      | CUSIP: 3618N5XL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34706875 | PA      | $31815365.86   | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22101751 | PA      | $20545133.20   | 0.01%             | 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        |   10175000 | PA      | $10323191.64   | 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        |     834012 | PA      | $857788.00     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    9212000 | PA      | $5545990.84    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | 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        |    2110000 | PA      | $1956774.54    | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4679                      | CUSIP: 3138WEFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12725 | PA      | $12499.39      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1693470.36    | 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        |    7554000 | PA      | $5405359.51    | 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        |      51596 | PA      | $53852.01      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ7041                      | CUSIP: 3140KSZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46606281 | PA      | $37490190.57   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40981630 | PA      | $36440324.14   | 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        |    5127956 | PA      | $5106473.37    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442138                      | CUSIP: 36207UEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $83.65         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4695                        | CUSIP: 36202FGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     738070 | PA      | $715821.57     | 0.00%             | 2040-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807691                      | CUSIP: 31406EKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59676 | PA      | $61376.21      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     805000 | PA      | $794382.46     | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $9048677.51    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   82767000 | PA      | $77958809.52   | 0.02%             | 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        |    2132986 | PA      | $1907954.55    | 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        |     541284 | PA      | $488834.78     | 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        |   15335010 | PA      | $13511091.76   | 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        |      87671 | PA      | $91840.37      | 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        |   10508000 | PA      | $10680555.08   | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   12490000 | PA      | $13013320.14   | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5077000 | PA      | $5629233.63    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1018908000 | PA      | $637414518.95  | 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        |   11293000 | PA      | $12383432.67   | 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        |    5633000 | PA      | $4669959.88    | 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        |   12772000 | PA      | $12261829.58   | 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        |   16483445 | PA      | $14910504.16   | 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        |   16277628 | PA      | $14504372.56   | 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        |    7565000 | PA      | $5979338.73    | 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        |    4049000 | PA      | $3434938.44    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8053                      | CUSIP: 3132D55N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     799610 | PA      | $757643.28     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  521809000 | PA      | $430533188.72  | 0.11%             | 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        |      28692 | PA      | $29078.49      | 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        |    9642000 | PA      | $9701087.48    | 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        |   14272872 | PA      | $13871210.74   | 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        |    5539119 | PA      | $5576526.96    | 0.00%             | 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        |   55250000 | PA      | $55483406.64   | 0.01%             | 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        |      42441 | PA      | $43625.08      | 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        |    3565000 | PA      | $3155970.56    | 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        |     600000 | PA      | $602863.08     | 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        |    3500000 | PA      | $3128309.10    | 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        |   14555000 | PA      | $14117185.76   | 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        |    6865000 | PA      | $6325122.27    | 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        |    3215930 | PA      | $3180508.90    | 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        |   10915000 | PA      | $6888865.43    | 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        |     885091 | PA      | $860151.43     | 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        |    1212551 | PA      | $1205584.97    | 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        |      38049 | PA      | $39694.36      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5330                        | CUSIP: 36202F4P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     737678 | PA      | $680091.69     | 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        |   11268000 | PA      | $11172951.34   | 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        |   28149627 | PA      | $28342122.71   | 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        |     253319 | PA      | $265726.97     | 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       |   63844000 | PA      | $64973617.60   | 0.02%             | 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        |   76687000 | PA      | $86327322.77   | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4582                      | CUSIP: 3140H6CU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393180 | PA      | $375015.43     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3080                        | CUSIP: 36202DM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38297 | PA      | $39785.29      | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   11648000 | PA      | $12118801.91   | 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        |    9656000 | PA      | $9150171.82    | 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        |     233974 | PA      | $232499.27     | 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        |    4089000 | PA      | $3647049.80    | 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        |    3099000 | PA      | $2728898.63    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5778000 | PA      | $4430448.25    | 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        |     568053 | PA      | $595050.76     | 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        |   53793698 | PA      | $45485470.86   | 0.01%             | 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        |   15052000 | PA      | $15702256.54   | 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        |   38142000 | PA      | $32300023.21   | 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        |   38995000 | PA      | $32284761.02   | 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        |    6200000 | PA      | $6258355.07    | 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        |   34132000 | PA      | $34362897.80   | 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        |   19316000 | PA      | $19579534.34   | 0.01%             | 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        |   11642617 | PA      | $11195705.50   | 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        |   20902000 | PA      | $19465749.40   | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2796                        | CUSIP: 36202DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1122 | PA      | $1158.02       | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2281                      | CUSIP: 31416XRB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     390205 | PA      | $396229.87     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9696155.07    | 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        |   40042187 | PA      | $36190484.96   | 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        |    6985000 | PA      | $6560824.09    | 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        |    3131530 | PA      | $3055219.30    | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583605                      | CUSIP: 36201HKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2348 | PA      | $2438.37       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6884875.70    | 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        |   15762000 | PA      | $10632024.40   | 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        |   43999000 | PA      | $44497683.12   | 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        |  689341300 | PA      | $688533474.72  | 0.18%             | 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        |   36409302 | PA      | $31007894.96   | 0.01%             | 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        |   14409000 | PA      | $13287750.45   | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $2438729.09    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10622                      | CUSIP: 31296JVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8065 | PA      | $8289.72       | 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        |    3613950 | PA      | $3380447.66    | 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        |   11231000 | PA      | $10508728.73   | 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        |    5453000 | PA      | $4910186.73    | 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        |    3733000 | PA      | $3807634.11    | 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        |       5585 | PA      | $5839.97       | 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        |      50146 | PA      | $52646.45      | 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        |   16411000 | PA      | $14550999.26   | 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        |    8930000 | PA      | $7350585.65    | 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        |    5019000 | PA      | $4409374.59    | 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        |   17385000 | PA      | $17533472.43   | 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        |    4660000 | PA      | $4694219.85    | 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        |    9420000 | PA      | $9562024.02    | 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        |    1505314 | PA      | $1442561.62    | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5996                      | CUSIP: 31418FUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59999 | PA      | $57874.69      | 0.00%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01096                      | CUSIP: 31292HGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2379 | PA      | $2493.73       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    8615000 | PA      | $9561217.32    | 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        |    3750000 | PA      | $3720763.13    | 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        |      69447 | PA      | $72606.21      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839255                      | CUSIP: 31407SMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19772 | PA      | $20375.26      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7377                      | CUSIP: 3131Y2FS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25057 | PA      | $23268.37      | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6568000 | PA      | $6472720.42    | 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        |    5600000 | PA      | $5656705.60    | 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        |    9067180 | PA      | $7421165.47    | 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        |    3750000 | PA      | $3632527.05    | 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        |     209636 | PA      | $207618.93     | 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        |    1050000 | PA      | $1081817.00    | 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        |     220599 | PA      | $219919.37     | 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        |  111423000 | PA      | $72007870.40   | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10305000 | PA      | $11070114.27   | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96388                      | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     568220 | PA      | $566177.82     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19982                      | CUSIP: 3132JBRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6415262 | PA      | $6042390.66    | 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        |      11331 | PA      | $11981.13      | 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        |   52486890 | PA      | $52745351.42   | 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        |    2865000 | PA      | $2783645.56    | 0.00%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO8810                      | CUSIP: 3140K4YG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1816218 | PA      | $1723165.83    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    9837000 | PA      | $9690432.24    | 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        |   66999906 | PA      | $66828325.49   | 0.02%             | 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        |    2088025 | PA      | $2073465.49    | 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        |   13125000 | PA      | $12479016.97   | 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        |    8346042 | PA      | $6825723.88    | 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        |   59618875 | PA      | $57633554.75   | 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        |      38435 | PA      | $39144.75      | 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        |   15291000 | PA      | $9883792.63    | 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        |   18254000 | PA      | $17904317.21   | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94829                      | CUSIP: 312943LJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160524 | PA      | $160124.88     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    6308000 | PA      | $6510770.68    | 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        |    1568694 | PA      | $1502165.38    | 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        |    7925000 | PA      | $6987832.61    | 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        |   19215000 | PA      | $19701984.53   | 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        |    9335230 | PA      | $8525506.19    | 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        |   26647000 | PA      | $26002312.53   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5271                      | CUSIP: 31418E2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14097722 | PA      | $14196880.65   | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2088                      | CUSIP: 3132AEJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2413374 | PA      | $2355261.85    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   29181000 | PA      | $30193652.15   | 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        |    7464000 | PA      | $5256596.01    | 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        |   22670000 | PA      | $23419134.29   | 0.01%             | 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        |   11611000 | PA      | $10308515.33   | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783198                      | CUSIP: 36241LRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1065580 | PA      | $1028466.62    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | 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        |   15825000 | PA      | $15678769.09   | 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        |    5799000 | PA      | $4745667.29    | 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        |   10015000 | PA      | $9417050.26    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449487                      | CUSIP: 36208FJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $93.65         | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6936000 | PA      | $6892453.93    | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 869268                      | CUSIP: 31409EW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44985 | PA      | $45607.64      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    9775000 | PA      | $8042871.05    | 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        |   12100000 | PA      | $12159135.12   | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08488                      | CUSIP: 3128MJRJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191233 | PA      | $181163.90     | 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        |    3725000 | PA      | $3526235.31    | 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        |   11596000 | PA      | $9604789.85    | 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        |   10489000 | PA      | $10850662.40   | 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        |      11448 | PA      | $11368.11      | 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        |    8376578 | PA      | $7530251.07    | 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        |    7395000 | PA      | $7341771.59    | 0.00%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2025-A1 A                | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   38400000 | PA      | $38497678.08   | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4405894.66    | 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        |   18680000 | PA      | $14168197.14   | 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        |    1650000 | PA      | $1689732.49    | 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        |    8468000 | PA      | $5200452.55    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0728                      | CUSIP: 31416HY25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267450 | PA      | $271516.20     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4598                      | CUSIP: 31418EDC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     817204 | PA      | $690989.73     | 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        |   12450000 | PA      | $15755574.18   | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1552892.98    | 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        |    3300000 | PA      | $2917941.84    | 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        |    4150000 | PA      | $4295588.64    | 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        |   14682000 | PA      | $12432555.51   | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5470                      | CUSIP: 31418FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68362821 | PA      | $68713351.59   | 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        |   22388000 | PA      | $22001121.40   | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540352                      | CUSIP: 36212QH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4812 | PA      | $4998.92       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3594                      | CUSIP: 31418C7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3879605 | PA      | $3905806.02    | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    7592000 | PA      | $8265292.44    | 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        |    2732596 | PA      | $2515317.07    | 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        |    5504611 | PA      | $5674319.47    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5200                      | CUSIP: 31418EX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9752181 | PA      | $9852392.58    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   20055000 | PA      | $19936241.93   | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10375                      | CUSIP: 31296JMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82746 | PA      | $83851.62      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   56589000 | PA      | $55906257.88   | 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        |   12216000 | PA      | $10241960.99   | 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        |   10262000 | PA      | $8911999.72    | 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        |   62320000 | PA      | $55897911.27   | 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        |   16056000 | PA      | $16429184.66   | 0.00%             | 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        |   11000000 | PA      | $10817847.03   | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510705                      | CUSIP: 36211EKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        418 | PA      | $431.28        | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC                     | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3788359.25    | 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        |      12226 | PA      | $12793.56      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21780000 | PA      | $21084025.82   | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 153137                      | CUSIP: 362154BE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        694 | PA      | $697.90        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9510000 | PA      | $7907177.14    | 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        |    9225714 | PA      | $9530325.61    | 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        |    8364172 | PA      | $8333565.11    | 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        |    3650000 | PA      | $3560513.80    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1267                      | CUSIP: 31417KMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     828099 | PA      | $809394.69     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  156439897 | PA      | $127356092.94  | 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        |       1066 | PA      | $1129.36       | 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        |    1426436 | PA      | $1413419.82    | 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        |    2706786 | PA      | $2551319.11    | 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        |   61256973 | PA      | $61974978.53   | 0.02%             | 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        |   17721580 | PA      | $15560922.32   | 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        |    1704259 | PA      | $1586891.94    | 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        |    1184525 | PA      | $1117430.49    | 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        |    4075000 | PA      | $2667394.51    | 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        |  877909600 | PA      | $770297082.92  | 0.20%             | 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        |   15143836 | PA      | $14899827.42   | 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        |    7211000 | PA      | $7164880.74    | 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        |   31775000 | PA      | $31239239.20   | 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       |   13184000 | PA      | $13095690.62   | 0.00%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   16165000 | PA      | $15190190.76   | 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        |    1925000 | PA      | $1670311.53    | 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        |   13610000 | PA      | $12140178.27   | 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        |     673870 | PA      | $670035.46     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733656                      | CUSIP: 31402NBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7894 | PA      | $8112.62       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4095103 | PA      | $3951814.52    | 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        |   65360513 | PA      | $63316912.25   | 0.02%             | 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        |    6590000 | PA      | $5918666.08    | 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        |   15080886 | PA      | $14270533.16   | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505730                      | CUSIP: 36210XY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4621 | PA      | $4800.65       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57161                      | CUSIP: 3132Y05X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     940696 | PA      | $898326.77     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   47471000 | PA      | $38320203.59   | 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        |    8010000 | PA      | $7791504.64    | 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        |    4796000 | PA      | $3044199.69    | 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        |   20970613 | PA      | $20903802.74   | 0.01%             | 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        |    3450184 | PA      | $3285400.82    | 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        |   15773000 | PA      | $15434561.66   | 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        |   22184000 | PA      | $19301088.66   | 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        |   10824095 | PA      | $9728793.10    | 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        |    4332000 | PA      | $4259727.42    | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8496                      | CUSIP: 3132DWNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50828818 | PA      | $51808172.48   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    8423000 | PA      | $7644114.45    | 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        |    6402000 | PA      | $6585390.12    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538243                      | CUSIP: 36212M5C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3799 | PA      | $3904.71       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   52537000 | PA      | $54928314.26   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253584                      | CUSIP: 31371JUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7052 | PA      | $7381.43       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11764000 | PA      | $12014930.63   | 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        |   18776000 | PA      | $19477362.87   | 0.01%             | 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        |   16888000 | PA      | $17035804.54   | 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        |   33081000 | PA      | $32774375.99   | 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        |   30774000 | PA      | $30364486.34   | 0.01%             | 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        |   12270000 | PA      | $11704457.48   | 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        |   16459000 | PA      | $14361999.49   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6225                      | CUSIP: 3140K14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6729710 | PA      | $5996587.65    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24577778.85   | 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        |   11957000 | PA      | $11888946.40   | 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        |   13648000 | PA      | $13862796.14   | 0.00%             | 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        |     500667 | PA      | $499365.01     | 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        |    6865000 | PA      | $6897349.36    | 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        |   11491000 | PA      | $9595048.12    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3356409 | PA      | $3292371.87    | 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        |   35226000 | PA      | $27702195.16   | 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        |    2531411 | PA      | $2445545.63    | 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        |    9491000 | PA      | $8606690.07    | 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        |   12482000 | PA      | $11370316.73   | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509403                      | CUSIP: 36211C3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10826 | PA      | $11092.33      | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15639                      | CUSIP: 3132J6V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3431202 | PA      | $3242622.00    | 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        |   11076000 | PA      | $9274853.26    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 593193                      | CUSIP: 31387S7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7188 | PA      | $7546.61       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2780                      | CUSIP: 3140W3CS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23460574 | PA      | $23296429.72   | 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        |     218041 | PA      | $223611.11     | 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        |     185233 | PA      | $188167.38     | 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        |   13195000 | PA      | $13099685.18   | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 536042                      | CUSIP: 31384WP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        236 | PA      | $247.48        | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3969                      | CUSIP: 3138WDMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210701 | PA      | $202929.40     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                          | AMCOR GROUP                    | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    5235000 | PA      | $5365105.73    | 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        |      33885 | PA      | $34306.35      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 563354                      | CUSIP: 31386GZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2748 | PA      | $2861.98       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10940000 | PA      | $10534013.39   | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6165637 | PA      | $5880006.01    | 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        |   11605000 | PA      | $11393106.19   | 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        |    9918000 | PA      | $7233086.05    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4884                        | CUSIP: 36202FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     928151 | PA      | $938318.90     | 0.00%             | 2040-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    9372000 | PA      | $9383679.04    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7154                      | CUSIP: 3140FE5Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3513051 | PA      | $3268921.52    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 589440                      | CUSIP: 36201PZD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1177 | PA      | $1222.93       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1521000 | PA      | $1413443.92    | 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        |   10086000 | PA      | $6020376.69    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9223                      | CUSIP: 3140QVG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24783635 | PA      | $25317308.76   | 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        |   11207083 | PA      | $11755078.23   | 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        |     673178 | PA      | $649610.24     | 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        |    9511000 | PA      | $9309189.10    | 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        |   14552000 | PA      | $14754004.51   | 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        |   17943000 | PA      | $18074758.17   | 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        |   47196000 | PA      | $47702150.79   | 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        |    6000000 | PA      | $5857990.84    | 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        |   20893080 | PA      | $21273450.55   | 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        |      45071 | PA      | $46593.11      | 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        |    4850000 | PA      | $4847396.91    | 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        |   12840000 | PA      | $12767887.99   | 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        |      53504 | PA      | $56042.26      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   14550000 | PA      | $10330990.93   | 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        |    7996000 | PA      | $8195299.54    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03992                      | CUSIP: 3128M5XV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3216 | PA      | $3377.76       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5259                      | CUSIP: 3138EMZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256098 | PA      | $254219.56     | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   12332000 | PA      | $9945173.05    | 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        |   46751000 | PA      | $46136319.04   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5732000 | PA      | $5256475.02    | 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        |    8204604 | PA      | $7724071.40    | 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        |   38948600 | PA      | $43521862.41   | 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        |   10625000 | PA      | $10849073.71   | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3801474.40    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53293                      | CUSIP: 3132XVUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2333466 | PA      | $2171775.32    | 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        |   31679000 | PA      | $35199962.46   | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253396                      | CUSIP: 31371JNM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9211 | PA      | $9669.74       | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3120000 | PA      | $2750080.63    | 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        |   52136424 | PA      | $45984289.51   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434648                      | CUSIP: 36207KZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        345 | PA      | $356.66        | 0.00%             | 2029-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3862                      | CUSIP: 3140X7JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8706680 | PA      | $8368910.81    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH7046                      | CUSIP: 3140GVZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236827 | PA      | $220146.93     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   23537000 | PA      | $22622501.30   | 0.01%             | 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        |    1947921 | PA      | $1771293.98    | 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        |    7977000 | PA      | $7864684.19    | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8153                      | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1664984 | PA      | $1530067.36    | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10824000 | PA      | $8698380.75    | 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        |   10094750 | PA      | $9361926.77    | 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        |    4212096 | PA      | $3952000.22    | 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        |    4275000 | PA      | $4287914.78    | 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        |   12085000 | PA      | $11787199.90   | 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        |   11935000 | PA      | $9957411.20    | 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        |      86021 | PA      | $90309.66      | 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        |   41001000 | PA      | $40189788.11   | 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        |    6112000 | PA      | $6129514.31    | 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        |     192472 | PA      | $194860.25     | 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        |   29742000 | PA      | $23423166.84   | 0.01%             | 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        |   13319196 | PA      | $12898587.47   | 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        |    8870000 | PA      | $8159134.25    | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                      | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118945 | PA      | $123057.79     | 0.00%             | 2036-12-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845210                      | CUSIP: 31408AAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41600 | PA      | $42208.47      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   13154000 | PA      | $10868676.16   | 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        |    3427619 | PA      | $3336923.93    | 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        |    7521000 | PA      | $7397494.51    | 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        |    4610000 | PA      | $4579974.15    | 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        |    2197650 | PA      | $2184431.46    | 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        |    8695000 | PA      | $8022747.08    | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1153                      | CUSIP: 3140XGH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47850 | PA      | $45234.01      | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449545                      | CUSIP: 36208FL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1019 | PA      | $1030.15       | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   13370000 | PA      | $13880266.43   | 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        |     262309 | PA      | $274739.89     | 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        |  174323027 | PA      | $141151900.23  | 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        |    4625000 | PA      | $4546357.89    | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 533205                      | CUSIP: 36212GKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4175 | PA      | $4337.63       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $5095844.72    | 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        |    9089990 | PA      | $8641319.46    | 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        |   34445000 | PA      | $35744549.00   | 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        |    6938000 | PA      | $4303599.60    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518019                      | CUSIP: 36211NPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        894 | PA      | $913.78        | 0.00%             | 2029-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $5865625.55    | 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        |   14208000 | PA      | $14359619.45   | 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        |    2134053 | PA      | $2123873.19    | 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       |   47453000 | PA      | $46453635.10   | 0.01%             | 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        |    2823284 | PA      | $2724416.13    | 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        |   11635000 | PA      | $11820573.60   | 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        |   32216000 | PA      | $27070327.10   | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 812914                      | CUSIP: 31406LDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5485 | PA      | $5644.89       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3868854 | PA      | $3407441.44    | 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        |      11413 | PA      | $11983.12      | 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        |      72868 | PA      | $73755.79      | 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        |    3122739 | PA      | $2824749.86    | 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        |   13419000 | PA      | $12190496.56   | 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        |    6023000 | PA      | $5882756.69    | 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        |   17236971 | PA      | $14749850.48   | 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        |   13777117 | PA      | $13689334.65   | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7680                      | CUSIP: 31416RRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     613377 | PA      | $599623.05     | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    6112000 | PA      | $5306878.44    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | STIFEL FINANCIAL               | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $3970145.99    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   14483000 | PA      | $10535640.37   | 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        |    8350000 | PA      | $8121773.05    | 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        |    2122650 | PA      | $1909322.49    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5030321.50    | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $5804015.66    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6465000 | PA      | $6459835.21    | 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        |   56684962 | PA      | $57210681.28   | 0.01%             | 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        |    3692334 | PA      | $3504446.21    | 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        |    2801802 | PA      | $2728099.39    | 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        |   17091000 | PA      | $17367260.48   | 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        |   20708227 | PA      | $18311558.14   | 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        |   20703537 | PA      | $19245395.01   | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8582000 | PA      | $8682632.53    | 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        |   15450000 | PA      | $16040366.53   | 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        |    7245000 | PA      | $7360383.52    | 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        |     474251 | PA      | $488809.33     | 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        |       7545 | PA      | $7771.98       | 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        |   14069125 | PA      | $14542447.85   | 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        |    8008000 | PA      | $7895532.51    | 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        |   13169000 | PA      | $11303508.90   | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   11815000 | PA      | $12083452.12   | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3726000 | PA      | $3557733.94    | 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        |   10500000 | PA      | $10340223.60   | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3383437.89    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62981                      | CUSIP: 3128KTJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4136 | PA      | $4464.00       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   14698000 | PA      | $11817864.02   | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888023                      | CUSIP: 31410FSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271576 | PA      | $278312.05     | 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        |      30512 | PA      | $31973.51      | 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        |   14723000 | PA      | $14902475.28   | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1078                      | CUSIP: 36181GFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5512686 | PA      | $5062018.76    | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     780000 | PA      | $766176.75     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6041                      | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1131478 | PA      | $1112539.27    | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-2                                                   | BMWLT 2025-2 A3                | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     495000 | PA      | $494331.70     | 0.00%             | 2028-09-25      | Fixed         | 3.97%                 | 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        |    1325000 | PA      | $1075055.71    | 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        |    8990000 | PA      | $9125045.16    | 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        |      23273 | PA      | $23397.30      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535780                      | CUSIP: 31384WFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18972 | PA      | $19351.59      | 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        |   10135000 | PA      | $7358735.04    | 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        |    9885000 | PA      | $9869906.19    | 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        |    3056413 | PA      | $2937972.26    | 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        |    6680000 | PA      | $6448539.06    | 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        |    7289500 | PA      | $6830516.65    | 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        |   11970000 | PA      | $11626362.07   | 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        |   24270000 | PA      | $24317135.88   | 0.01%             | 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        |   27775135 | PA      | $28246657.00   | 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        |   11700000 | PA      | $11797952.98   | 0.00%             | 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        |    6575000 | PA      | $6425508.88    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00464                      | CUSIP: 31292GQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.27          | 0.00%             | 2026-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1456679.90    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734096                      | CUSIP: 31402NRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8537 | PA      | $8769.88       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7450498 | PA      | $7024807.85    | 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        |    5503000 | PA      | $6267832.56    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17512000 | PA      | $17814545.36   | 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        |     266465 | PA      | $265789.70     | 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        |    9540000 | PA      | $8523311.71    | 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       |   58505000 | PA      | $51013096.93   | 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        |   32989527 | PA      | $26856431.08   | 0.01%             | 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        |    4161000 | PA      | $4243796.13    | 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        |    5997000 | PA      | $5736754.58    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9106                      | CUSIP: 36178WDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2928419 | PA      | $2698167.01    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3809                        | CUSIP: 36202EGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305168 | PA      | $319919.94     | 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        |  434000300 | PA      | $423845370.02  | 0.11%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00612                      | CUSIP: 31292GVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        511 | PA      | $523.51        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1858400 | PA      | $1744805.49    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9762000 | PA      | $9833763.05    | 0.00%             | 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        |   11138000 | PA      | $10581585.47   | 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        |  514242000 | PA      | $498834826.29  | 0.13%             | 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        |    9610000 | PA      | $9959163.62    | 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        |   42581681 | PA      | $38312714.60   | 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        |    9039000 | PA      | $8031473.45    | 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        |    6747000 | PA      | $6102764.08    | 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        |    1946000 | PA      | $1726361.81    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959576                      | CUSIP: 31413YQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32902 | PA      | $34435.69      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2749874 | PA      | $2537493.54    | 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        |   36310000 | PA      | $34037528.21   | 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        |    1950000 | PA      | $1982180.27    | 0.00%             | 2058-12-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4548                      | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164141 | PA      | $138995.52     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | 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        |    7650000 | PA      | $6836886.86    | 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        |    5005350 | PA      | $4850117.78    | 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        |    3123000 | PA      | $2482758.30    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    8153000 | PA      | $8287155.97    | 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        |    7500000 | PA      | $7575565.50    | 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        |    1202235 | PA      | $1174037.42    | 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        |  693970000 | PA      | $656940191.06  | 0.17%             | 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        |    5553000 | PA      | $4851186.64    | 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        |   19586983 | PA      | $20307151.27   | 0.01%             | 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        |    8231846 | PA      | $8526795.12    | 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        |    7300000 | PA      | $5139441.56    | 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        |    5140000 | PA      | $4330194.03    | 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        |      14534 | PA      | $15258.33      | 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        |    1986485 | PA      | $1938651.78    | 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        |   36433698 | PA      | $32134496.07   | 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        |    7925000 | PA      | $7646398.73    | 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        |    7418000 | PA      | $7133257.31    | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34914151 | PA      | $32172272.53   | 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        |    6772649 | PA      | $6399577.94    | 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        |    4711000 | PA      | $4370084.35    | 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        |    7457000 | PA      | $7835011.91    | 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        |    3481000 | PA      | $3164092.15    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353802                      | CUSIP: 36203NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         91 | PA      | $92.25         | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | 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        |    3850000 | PA      | $3787109.10    | 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        |    3252165 | PA      | $3068215.77    | 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        |   11300000 | PA      | $11036508.15   | 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        |    4399494 | PA      | $4245605.41    | 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        |    1436141 | PA      | $1335443.07    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $463828.18     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738607                      | CUSIP: 31402UR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4239 | PA      | $4348.09       | 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        |    8806491 | PA      | $8528034.99    | 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        |   19634000 | PA      | $21425855.73   | 0.01%             | 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        |     183120 | PA      | $187803.46     | 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        |    9752023 | PA      | $9942515.67    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828185                      | CUSIP: 31407ECW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35542 | PA      | $36635.27      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   10293000 | PA      | $8596784.78    | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    9198000 | PA      | $8709651.39    | 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        |   19324000 | PA      | $19371693.19   | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08332                      | CUSIP: 3128MJLN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     669324 | PA      | $668403.65     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3461                      | CUSIP: 31418CZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     611123 | PA      | $592738.67     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770559                      | CUSIP: 36176MZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1412050 | PA      | $1361297.31    | 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        |   15784000 | PA      | $11226532.90   | 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        |    2328306 | PA      | $2316910.33    | 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        |   29341000 | PA      | $28797531.96   | 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        |    4485000 | PA      | $4305358.54    | 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        |   17455000 | PA      | $17849948.71   | 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        |    1420237 | PA      | $1519312.07    | 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        |    3122324 | PA      | $3030281.06    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D80431                      | CUSIP: 3128FPPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        438 | PA      | $441.33        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 351795                      | CUSIP: 31376CXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        438 | PA      | $438.01        | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    7720000 | PA      | $7583082.46    | 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        |   13798000 | PA      | $13862531.64   | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Army Hawaii Family Housing Trust Certificates                                    | ARMY HAWAII FAM                | CUSIP: 04248NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390899 | PA      | $401097.51     | 0.00%             | 2050-06-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5218                      | CUSIP: 31418EYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6005809 | PA      | $6309170.38    | 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        |   14274000 | PA      | $12259342.02   | 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        |   34562000 | PA      | $31798696.46   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $6888748.48    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   33577000 | PA      | $33692696.85   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    7949000 | PA      | $8806052.55    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4561                      | CUSIP: 31418EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15618101 | PA      | $12022742.27   | 0.00%             | 2052-03-01      | Fixed         | 1.50%                 | 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        |    1250000 | PA      | $1265561.88    | 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        |      72463 | PA      | $70715.08      | 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        |    1341180 | PA      | $1285878.49    | 0.00%             | 2035-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00492                      | CUSIP: 31292GRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        870 | PA      | $877.08        | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE               | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75028.41      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4203                      | CUSIP: 3140XKU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1676104 | PA      | $1410164.94    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3246000 | PA      | $3509607.54    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5992                      | CUSIP: 3138WTUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     882822 | PA      | $809796.67     | 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        |   33380000 | PA      | $32666274.50   | 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        |   11464000 | PA      | $11357231.90   | 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        |    1729216 | PA      | $1588573.46    | 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        |    2871169 | PA      | $2787386.71    | 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        |   14487705 | PA      | $14591303.47   | 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        |  155620171 | PA      | $131755443.88  | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443831                      | CUSIP: 36207WA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1122 | PA      | $1135.79       | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4345042.72    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 577575                      | CUSIP: 36201AT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3904 | PA      | $4031.09       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | 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        |    1800000 | PA      | $1898119.08    | 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        |   25643000 | PA      | $25473891.13   | 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        |   27934000 | PA      | $20966198.54   | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8340                      | CUSIP: 3138ETHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32272 | PA      | $32040.45      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1390000 | PA      | $1393686.10    | 0.00%             | 2027-05-27      | Fixed         | 4.37%                 | 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        |   20450000 | PA      | $21378117.12   | 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        |   11866486 | PA      | $9675215.93    | 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        |   62769000 | PA      | $63607248.22   | 0.02%             | 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        |   13150000 | PA      | $11773330.45   | 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        |   16225000 | PA      | $15973434.86   | 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        |   13767000 | PA      | $10428256.08   | 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        |    5103887 | PA      | $4194895.75    | 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        |      20866 | PA      | $21852.01      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5650                      | CUSIP: 36179UH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3304170 | PA      | $3090844.75    | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56794                      | CUSIP: 3132Y0RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2498396 | PA      | $2383524.82    | 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        |    6968000 | PA      | $6780275.37    | 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        |    5420900 | PA      | $5128238.86    | 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        |   25000000 | PA      | $23184887.50   | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4186                      | CUSIP: 3140XKUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12962827 | PA      | $12546444.13   | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 782775                      | CUSIP: 31404YT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9982 | PA      | $10270.39      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6930000 | PA      | $6656143.16    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  522327000 | PA      | $499515997.94  | 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        |    8031000 | PA      | $7240323.60    | 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        |    5316000 | PA      | $6081454.91    | 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        |   14710000 | PA      | $12726551.83   | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3941                      | CUSIP: 31418DLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     563055 | PA      | $526403.08     | 0.00%             | 2035-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A A3                 | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5321644 | PA      | $5352423.52    | 0.00%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462422                      | CUSIP: 36208VVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        793 | PA      | $805.15        | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219180 | PA      | $217403.41     | 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        |   37414464 | PA      | $38301964.78   | 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        |    9940000 | PA      | $9852596.36    | 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        |    3052000 | PA      | $2670641.27    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 821206                      | CUSIP: 31406VKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8691 | PA      | $8808.25       | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  562766000 | PA      | $566613034.61  | 0.15%             | 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        |   11446000 | PA      | $11214754.32   | 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        |   18400000 | PA      | $19123337.42   | 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        |     413049 | PA      | $407489.87     | 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        |    6933906 | PA      | $6156870.46    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2518000 | PA      | $2498656.56    | 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        |      28030 | PA      | $28477.06      | 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        |   14739000 | PA      | $10203110.46   | 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        |    3920000 | PA      | $3857795.29    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   23761000 | PA      | $23450766.62   | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00694                      | CUSIP: 31283GXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         82 | PA      | $82.11         | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   29530000 | PA      | $32644584.01   | 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        |   10234124 | PA      | $9268962.97    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   12329000 | PA      | $12233404.39   | 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        |   11041000 | PA      | $11810354.47   | 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        |    2280651 | PA      | $2202308.86    | 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        |  713211000 | PA      | $673789374.58  | 0.17%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561958                      | CUSIP: 36213RJB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15016 | PA      | $15610.57      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8106                      | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  130056907 | PA      | $105877975.09  | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08712                      | CUSIP: 3128MJYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86624 | PA      | $83209.59      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    7181000 | PA      | $6343222.25    | 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        |    7258796 | PA      | $6679674.82    | 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        |   10201000 | PA      | $10290619.92   | 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        |    3293254 | PA      | $3273405.44    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3099                      | CUSIP: 3140QANR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1294016 | PA      | $1262857.16    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   14905000 | PA      | $13778283.55   | 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      | $3543969.67    | 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        |     927752 | PA      | $913845.02     | 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        |   28534000 | PA      | $20843483.23   | 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        |   41168000 | PA      | $44109886.75   | 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        |   15595781 | PA      | $13867562.46   | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | 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        |    2033231 | PA      | $2036888.76    | 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        |   20836975 | PA      | $19298278.98   | 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        |   15051000 | PA      | $14940048.69   | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4140                      | CUSIP: 3140XKS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10697710 | PA      | $9565750.75    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16177                      | CUSIP: 31296Q2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6652 | PA      | $6983.81       | 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        |    4050000 | PA      | $3467983.14    | 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        |    9000000 | PA      | $9000017.59    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0319                      | CUSIP: 36179MK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     539303 | PA      | $520584.78     | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $5789979.44    | 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        |      12956 | PA      | $13304.27      | 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        |    7879000 | PA      | $4412394.56    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   13110000 | PA      | $12901597.90   | 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        |    1868000 | PA      | $1888425.59    | 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        |    2427658 | PA      | $2339125.14    | 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        |    1282915 | PA      | $1278216.89    | 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        |   11975000 | PA      | $11304359.29   | 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        |   10405000 | PA      | $9675846.43    | 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        |   13379000 | PA      | $12133822.71   | 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        |   12763000 | PA      | $11684797.80   | 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        |   24265824 | PA      | $21886169.11   | 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        |      26465 | PA      | $27605.02      | 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        |   20035212 | PA      | $19888772.20   | 0.01%             | 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        |   21697000 | PA      | $21505531.14   | 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        |    5800000 | PA      | $4367430.74    | 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        |    3440000 | PA      | $3803282.58    | 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        |    7435000 | PA      | $7369752.64    | 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        |    3653652 | PA      | $3305000.64    | 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        |     244805 | PA      | $251590.96     | 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        |   55651000 | PA      | $43854989.72   | 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        |   18808000 | PA      | $17968084.18   | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A2                 | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150612 | PA      | $150308.88     | 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        |    2717230 | PA      | $2610058.03    | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702767                      | CUSIP: 31401AW45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12148 | PA      | $12295.23      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18365000 | PA      | $13237951.47   | 0.00%             | 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        |    8204000 | PA      | $6783646.78    | 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        |   16685000 | PA      | $17028182.97   | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424090                      | CUSIP: 36206XC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3969 | PA      | $4122.68       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569708                      | CUSIP: 36200Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3215 | PA      | $3345.23       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557731                      | CUSIP: 36213LSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14485 | PA      | $14859.77      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8704000 | PA      | $8772609.31    | 0.00%             | 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        |    6140000 | PA      | $6148399.25    | 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        |   27925000 | PA      | $27697012.16   | 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        |    6215000 | PA      | $6517664.57    | 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        |     470566 | PA      | $484791.59     | 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        |    6059000 | PA      | $4746035.76    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0556                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   89084714 | PA      | $89646446.22   | 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        |     223304 | PA      | $236148.71     | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9600                      | CUSIP: 3138WKU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1154 | PA      | $1103.88       | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | 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        |   13125000 | PA      | $13026684.56   | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02251                      | CUSIP: 3128LXQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140053 | PA      | $146361.81     | 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       |   25190000 | PA      | $25203918.87   | 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        |       1456 | PA      | $1522.83       | 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        |   20165000 | PA      | $15766924.67   | 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        |   16261000 | PA      | $16494926.18   | 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        |     970000 | PA      | $941657.57     | 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        |    3947332 | PA      | $3727581.27    | 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        |   15878000 | PA      | $15931863.46   | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3359                      | CUSIP: 3138XEWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6427 | PA      | $6367.61       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4              | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16943000 | PA      | $16006746.76   | 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        |    7350000 | PA      | $7332135.49    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5417                      | CUSIP: 31418FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     763703 | PA      | $720068.12     | 0.00%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    9037000 | PA      | $7915730.05    | 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        |   12000000 | PA      | $11665943.60   | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16420000 | PA      | $13472771.32   | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    5725000 | PA      | $5837762.94    | 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        |   10222000 | PA      | $7047391.34    | 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        |   18979536 | PA      | $19505368.14   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   30208000 | PA      | $30167011.80   | 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        |   23344000 | PA      | $14694225.40   | 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        |    1391092 | PA      | $1429015.22    | 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        |    3662000 | PA      | $3512243.98    | 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        |    9763000 | PA      | $9750629.60    | 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        |   30708000 | PA      | $31099998.44   | 0.01%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03424                      | CUSIP: 31292KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196637 | PA      | $206316.24     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3716830 | PA      | $3488277.61    | 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        |   10626380 | PA      | $9868005.76    | 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        |    6112000 | PA      | $6269776.24    | 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        |    5225000 | PA      | $5449411.66    | 0.00%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0144                      | CUSIP: 3138E4ES6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104037 | PA      | $98570.43      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  152829492 | PA      | $124416900.08  | 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        |    5000000 | PA      | $4978112.74    | 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        |   27475000 | PA      | $24954014.89   | 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        |   20383377 | PA      | $19313580.05   | 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        |    1044524 | PA      | $1037584.42    | 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        |    5032000 | PA      | $5015168.41    | 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        |   12050000 | PA      | $8066553.94    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579727                      | CUSIP: 36201DA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5880 | PA      | $6163.82       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18225000 | PA      | $17891861.31   | 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        |    1849136 | PA      | $1764116.84    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21415000 | PA      | $21087599.40   | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7723000 | PA      | $7702520.56    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   11777000 | PA      | $10595316.01   | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B3519                      | CUSIP: 3128JNYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120848 | PA      | $126326.05     | 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        |    1486721 | PA      | $1441771.22    | 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       |   36940000 | PA      | $37297678.26   | 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        |   17363083 | PA      | $14702252.79   | 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        |   22987100 | PA      | $22259652.37   | 0.01%             | 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        |    5986042 | PA      | $5127928.49    | 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        |    8043000 | PA      | $8595668.60    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8468                      | CUSIP: 31417FMS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14543306 | PA      | $13348916.91   | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489087                      | CUSIP: 36210DJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2321 | PA      | $2367.65       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | 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        |     708271 | PA      | $707126.19     | 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        |       3995 | PA      | $4106.77       | 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        |    7472884 | PA      | $7066931.96    | 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        |     838244 | PA      | $821894.20     | 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        |    5202000 | PA      | $5104889.58    | 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        |    3945275 | PA      | $3918642.30    | 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        |    4235000 | PA      | $4193222.81    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7362                      | CUSIP: 3140E0FC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1786166 | PA      | $1716655.54    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1473145.14    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | 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        |   21595000 | PA      | $20928854.72   | 0.01%             | 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        |      77063 | PA      | $79227.22      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1114                      | CUSIP: 3140X4GY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62567 | PA      | $62336.50      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   24653000 | PA      | $24041974.72   | 0.01%             | 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        |      34078 | PA      | $35464.92      | 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        |    8795000 | PA      | $8980731.74    | 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        |     341257 | PA      | $356682.91     | 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        |   18730000 | PA      | $18898660.69   | 0.00%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $6351521.07    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   14386000 | PA      | $14142716.84   | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9328274 | PA      | $8282917.62    | 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        |   11041000 | PA      | $7791376.11    | 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        |   10733280 | PA      | $10227358.39   | 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        |   23323000 | PA      | $23065126.94   | 0.01%             | 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        |      96855 | PA      | $88904.31      | 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        |   14251000 | PA      | $14692389.10   | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67305                      | CUSIP: 31287TDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9782 | PA      | $10304.89      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5569000 | PA      | $5570058.95    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3155                      | CUSIP: 3140QNQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1286453 | PA      | $1040051.54    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | 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        |    3900000 | PA      | $3052285.86    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1855000 | PA      | $1545101.66    | 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        |   32824000 | PA      | $31103031.34   | 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        |    6544000 | PA      | $6268728.40    | 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        |    4656324 | PA      | $4016475.38    | 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        |    4196340 | PA      | $4281260.36    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9510                      | CUSIP: 3140QVR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18535345 | PA      | $19003979.41   | 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        |    9565000 | PA      | $9557746.36    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2516                      | CUSIP: 3132DPYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20604198 | PA      | $20821557.83   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   21876000 | PA      | $21794798.12   | 0.01%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  725376000 | PA      | $692932426.81  | 0.18%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4302                      | CUSIP: 3140QPX85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27796056 | PA      | $27013830.73   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5831197 | PA      | $5296615.90    | 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        |   23100000 | PA      | $22969799.16   | 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        |    9429805 | PA      | $9029157.22    | 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        |      11674 | PA      | $11793.23      | 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        |    3805000 | PA      | $3701873.69    | 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        |   12846000 | PA      | $12889658.33   | 0.00%             | 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        |      36466 | PA      | $38283.82      | 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        |      25080 | PA      | $25873.12      | 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        |    6722013 | PA      | $6140083.99    | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03518                      | CUSIP: 31292K4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     745131 | PA      | $757670.78     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $6255037.63    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | 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        |    3867799 | PA      | $3831441.30    | 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        |   32596000 | PA      | $30339517.12   | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00468                      | CUSIP: 31292GQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $4.05          | 0.00%             | 2026-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                      | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8121 | PA      | $8300.92       | 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        |    1450000 | PA      | $1466426.59    | 0.00%             | 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        |    8609000 | PA      | $8557328.78    | 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        |      48152 | PA      | $50160.63      | 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        |    5459000 | PA      | $5484438.70    | 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        |   25132000 | PA      | $17181316.70   | 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        |    8029000 | PA      | $4986919.24    | 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        |   35503000 | PA      | $33813039.00   | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8309                      | CUSIP: 3132D6GS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61855 | PA      | $63086.51      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737555                      | CUSIP: 3620ARMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282277 | PA      | $280670.99     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6389                      | CUSIP: 3138WGC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3732754 | PA      | $3379344.53    | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   25956000 | PA      | $26459692.96   | 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        |     485936 | PA      | $476762.80     | 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        |     226220 | PA      | $216546.73     | 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        |   27500000 | PA      | $26812444.57   | 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        |    9608000 | PA      | $8645029.03    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2784                      | CUSIP: 3140MGCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158953 | PA      | $134403.54     | 0.00%             | 2052-02-01      | 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        |     698644 | PA      | $681961.71     | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51671348 | PA      | $44389408.48   | 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        |    9108000 | PA      | $8739905.72    | 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        |    6180000 | PA      | $6073391.85    | 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        |   15522000 | PA      | $14980695.81   | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5852                      | CUSIP: 3132DTQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9716995 | PA      | $10212825.45   | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | 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        |    1190000 | PA      | $1204205.86    | 0.00%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357761                      | CUSIP: 31376KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39007 | PA      | $40134.05      | 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        |    1433571 | PA      | $1377993.12    | 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        |   48045000 | PA      | $48470158.68   | 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        |   38935679 | PA      | $39173038.33   | 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        |   54731321 | PA      | $55389941.72   | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    7865000 | PA      | $7301829.52    | 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        |   11925000 | PA      | $11216623.90   | 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        |   12042000 | PA      | $8444032.09    | 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        |   18816000 | PA      | $18835301.08   | 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        |   24936000 | PA      | $22558958.68   | 0.01%             | 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        |   25501500 | PA      | $21207060.83   | 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        |    1450000 | PA      | $1443377.71    | 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        |    6812000 | PA      | $6743740.98    | 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        |    6719000 | PA      | $5238347.12    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814435                      | CUSIP: 31406MY83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23314 | PA      | $23916.00      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   22792000 | PA      | $21726810.76   | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   27579000 | PA      | $26115873.35   | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3695                      | CUSIP: 31418DC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19476259 | PA      | $18827727.27   | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   26459000 | PA      | $25977572.62   | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2825584.57    | 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        |   15064543 | PA      | $14354463.91   | 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        |   10121000 | PA      | $10136524.14   | 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        |   25435000 | PA      | $25917957.82   | 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        |   17203000 | PA      | $17057659.49   | 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        |    2174308 | PA      | $2207815.37    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $4949088.24    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10515000 | PA      | $11090935.63   | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     664296 | PA      | $660881.29     | 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        |    7580000 | PA      | $7524446.94    | 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        |   13633000 | PA      | $12550061.43   | 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        |   14271540 | PA      | $14886245.09   | 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        |    7085753 | PA      | $7370226.01    | 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        |    5879000 | PA      | $5856046.71    | 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        |    7518000 | PA      | $7449261.87    | 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        |    8014000 | PA      | $7773981.86    | 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        |   10500000 | PA      | $10007469.39   | 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        |   16348030 | PA      | $15002511.93   | 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        |     292522 | PA      | $292119.74     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6951                      | CUSIP: 31416QWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19878 | PA      | $19802.97      | 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        |    8203000 | PA      | $8191379.22    | 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        |   21745650 | PA      | $21593504.63   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1562127 | PA      | $1495328.80    | 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        |      12508 | PA      | $12482.95      | 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        |    1558530 | PA      | $1553082.99    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5595                      | CUSIP: 36179UGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35431 | PA      | $33737.48      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10460000 | PA      | $9563904.35    | 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        |      57311 | PA      | $59036.39      | 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        |   71043782 | PA      | $63420748.97   | 0.02%             | 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        |   74296000 | PA      | $69001227.93   | 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        |      24896 | PA      | $26125.61      | 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        |    5430000 | PA      | $5199970.66    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0745                      | CUSIP: 3618N5ZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45823730 | PA      | $45405661.65   | 0.01%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730475                      | CUSIP: 31402JQ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30427 | PA      | $30806.56      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   22950000 | PA      | $22991907.32   | 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        |   13959000 | PA      | $12953096.16   | 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        |     811405 | PA      | $744069.42     | 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        |     987224 | PA      | $974767.57     | 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        |   10304000 | PA      | $10561513.82   | 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        |   45185650 | PA      | $39294245.57   | 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        |     337977 | PA      | $332871.72     | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | 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        |    6200000 | PA      | $6241667.72    | 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        |   32149924 | PA      | $32536806.56   | 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        |    3565000 | PA      | $3589338.11    | 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        |   30059451 | PA      | $31236665.82   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5400                      | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1296481 | PA      | $1309367.27    | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   15209000 | PA      | $15002425.47   | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 371228                      | CUSIP: 31377ALH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8010 | PA      | $8067.02       | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733654                      | CUSIP: 31402NBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308306 | PA      | $316259.23     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498186                      | CUSIP: 36210PNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        902 | PA      | $905.83        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00460                      | CUSIP: 31292GQM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $5.12          | 0.00%             | 2026-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60032145 | PA      | $54378587.89   | 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        |    4875000 | PA      | $4815927.68    | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0944                      | CUSIP: 3140QLBN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143487 | PA      | $135687.11     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   33440000 | PA      | $34106723.21   | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449145                      | CUSIP: 31380S5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1114 | PA      | $1134.96       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3822943.50    | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508807                      | CUSIP: 36211CGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $107.63        | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $4142658.07    | 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        |    4825000 | PA      | $4763514.73    | 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        |    5560000 | PA      | $5405280.86    | 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        |    3213136 | PA      | $2987840.10    | 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        |   12550000 | PA      | $12351542.02   | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   29046000 | PA      | $25490834.23   | 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        |    8802074 | PA      | $8765244.87    | 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        |   15298000 | PA      | $12590960.32   | 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        |     172696 | PA      | $170933.00     | 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        |   10105000 | PA      | $6541586.18    | 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        |     174384 | PA      | $179059.03     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544007                      | CUSIP: 36212UKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5740 | PA      | $5962.82       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7198201.99    | 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        |   98411100 | PA      | $99037702.17   | 0.03%             | 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        |    4755000 | PA      | $4707087.88    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   60429000 | PA      | $54840349.81   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701363                      | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26686 | PA      | $26548.60      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   15038000 | PA      | $14674251.77   | 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        |  148661740 | PA      | $121023976.26  | 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        |   13075000 | PA      | $12566875.98   | 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        |   15150000 | PA      | $15147394.20   | 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        |   36228226 | PA      | $32474050.87   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479087                      | CUSIP: 36209RF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        600 | PA      | $607.98        | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   16790000 | PA      | $16303209.52   | 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        |    6407000 | PA      | $4513541.17    | 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        |   10302000 | PA      | $9217973.69    | 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        |    6721000 | PA      | $6061747.47    | 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        | 1210347000 | PA      | $1060235601.47 | 0.27%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7038940.07    | 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        |    2216617 | PA      | $2036872.56    | 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        |     938867 | PA      | $887827.18     | 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        |    7970000 | PA      | $6421804.42    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96899                      | CUSIP: 312945UY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     798418 | PA      | $778638.55     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   28519000 | PA      | $16293957.15   | 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        |    5250000 | PA      | $5185405.60    | 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        |    5494000 | PA      | $4961289.29    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68626                      | CUSIP: 3128L0SP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42567 | PA      | $44656.69      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  132901309 | PA      | $108276637.03  | 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        |    6905000 | PA      | $7052648.43    | 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        |    6800000 | PA      | $6815002.84    | 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        |   11033000 | PA      | $7908635.83    | 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        |   12864000 | PA      | $11340820.03   | 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        |    5498000 | PA      | $5735523.79    | 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        |   16157343 | PA      | $16286136.63   | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780615                      | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         51 | PA      | $51.07         | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   18102000 | PA      | $17781577.31   | 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        |    8437000 | PA      | $6811797.05    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252571                      | CUSIP: 31371HQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3220 | PA      | $3380.71       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   16502000 | PA      | $16975702.68   | 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        |   12368000 | PA      | $12448992.74   | 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        |    8805000 | PA      | $8732863.22    | 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        |   91319000 | PA      | $90060069.08   | 0.02%             | 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        |    4700000 | PA      | $4141993.91    | 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        |   11253000 | PA      | $8370600.33    | 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        |   28340000 | PA      | $18537067.22   | 0.00%             | 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        |   31885000 | PA      | $32155863.08   | 0.01%             | 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        |     852800 | PA      | $785693.26     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7369                      | CUSIP: 36179WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9601046 | PA      | $8897170.96    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8877                      | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24917125 | PA      | $24188605.16   | 0.01%             | 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        |     119811 | PA      | $125324.21     | 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        |   34345000 | PA      | $33680671.08   | 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        |   22700000 | PA      | $22027153.88   | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   26705000 | PA      | $27464731.31   | 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        |   19255000 | PA      | $19945143.10   | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8880                      | CUSIP: 3140QU2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23844136 | PA      | $25261528.76   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3988000 | PA      | $3147401.41    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 592586                      | CUSIP: 36201TJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7857 | PA      | $8162.55       | 0.00%             | 2033-02-15      | 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        |  451678000 | PA      | $445185128.75  | 0.12%             | 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        |    5350000 | PA      | $3449440.86    | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538271                      | CUSIP: 36212M6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10395 | PA      | $10684.55      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                    | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1900000 | PA      | $1790930.50    | 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        |    1012098 | PA      | $951685.00     | 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        |    6808000 | PA      | $5841508.59    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30293869 | PA      | $28723940.80   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03781                      | CUSIP: 3128M5RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179579 | PA      | $188449.33     | 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        |     783350 | PA      | $780428.16     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5893000 | PA      | $4542842.18    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30882000 | PA      | $31246183.11   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    8456000 | PA      | $7343615.28    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783946                      | CUSIP: 3622A2L34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3607902 | PA      | $3314190.52    | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genpact UK Finco plc / Genpact USA Inc                                           | GENPACT                        | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4464000 | PA      | $4378145.17    | 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        |    1434936 | PA      | $1407397.79    | 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        |   54546000 | PA      | $53612390.34   | 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        |   10795000 | PA      | $9658140.02    | 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        |    4020000 | PA      | $4095482.69    | 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        |    9424000 | PA      | $9237753.61    | 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        |    7055000 | PA      | $7071978.64    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05904                      | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4261 | PA      | $4331.43       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  576751000 | PA      | $573732066.10  | 0.15%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7680000 | PA      | $6141694.57    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7635                      | CUSIP: 3140XPPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18973684 | PA      | $18097131.83   | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | 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        |   12750000 | PA      | $11902359.60   | 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        |   41317737 | PA      | $37143203.53   | 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        |    3871000 | PA      | $3881494.30    | 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        |    1073142 | PA      | $1066860.01    | 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        |    9515000 | PA      | $9652084.93    | 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        |   21643949 | PA      | $21553388.06   | 0.01%             | 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        |    9382943 | PA      | $8874906.16    | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481539                      | CUSIP: 31382F4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1049 | PA      | $1068.63       | 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        |   33295000 | PA      | $33731751.69   | 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        |    3000000 | PA      | $3005932.50    | 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        |   10954118 | PA      | $11367144.71   | 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        |   55278792 | PA      | $51040036.28   | 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        |    6855000 | PA      | $7334807.31    | 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        |    6236461 | PA      | $6519968.59    | 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        |   10560000 | PA      | $9935232.53    | 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        |    6714823 | PA      | $6436085.80    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722116                      | CUSIP: 3620A8GZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385672 | PA      | $383752.65     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1963995 | PA      | $1900776.95    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE9161                      | CUSIP: 3133BKFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39201 | PA      | $37975.19      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7784                      | CUSIP: 3140QTUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20486183 | PA      | $21258618.35   | 0.01%             | 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        |    7171000 | PA      | $6557530.83    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4027000 | PA      | $4036567.34    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9816                      | CUSIP: 3140XR4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18843772 | PA      | $19793832.00   | 0.01%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House US Inc                                                             | SEKISUI HOUSE US               | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     960000 | PA      | $914394.22     | 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        |    7437000 | PA      | $7313336.69    | 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        |   18429000 | PA      | $18450475.25   | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 712042                      | CUSIP: 31401MBK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3888 | PA      | $3993.15       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3747                      | CUSIP: 31418DEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179209 | PA      | $174838.23     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   25608000 | PA      | $26043669.82   | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7045000 | PA      | $7208722.84    | 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        |   23470000 | PA      | $21702050.60   | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 606799                      | CUSIP: 31388KDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23702 | PA      | $24883.96      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730817                      | CUSIP: 31402J4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18079 | PA      | $18302.67      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10421000 | PA      | $10274571.12   | 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        |   11635000 | PA      | $11663497.61   | 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        |    8655000 | PA      | $8786360.41    | 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        |   59125000 | PA      | $60451697.42   | 0.02%             | 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        |    9203220 | PA      | $8872833.79    | 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        |       6108 | PA      | $6098.24       | 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        |  530780000 | PA      | $526218609.38  | 0.14%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   19416000 | PA      | $19211866.75   | 0.00%             | 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        |    6640000 | PA      | $4112919.49    | 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        |    2978240 | PA      | $2730958.89    | 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        |    3600000 | PA      | $3396840.84    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3421                      | CUSIP: 31416YYT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     329602 | PA      | $327940.69     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153481 | PA      | $156747.73     | 0.00%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52733000 | PA      | $49755288.02   | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54694                      | CUSIP: 3128KHGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54509 | PA      | $58439.69      | 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        |   51747000 | PA      | $48221633.39   | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   18220000 | PA      | $18111119.96   | 0.00%             | 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        |    7502000 | PA      | $6120138.04    | 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        |    2805000 | PA      | $2813515.96    | 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       |   42595000 | PA      | $40664831.04   | 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        |    5588000 | PA      | $5474593.84    | 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        |   14015000 | PA      | $13417286.88   | 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        |  -83640000 | PA      | $-85227855.22  | -0.02%            | 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        |    2393000 | PA      | $1414948.62    | 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        |    7690000 | PA      | $7666926.92    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 923107                      | CUSIP: 31412ER40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100345 | PA      | $104694.02     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1785                      | CUSIP: 3140J56X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1703671 | PA      | $1643078.75    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0011                      | CUSIP: 3142J6AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16274718 | PA      | $15704833.09   | 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        |    5382659 | PA      | $5030248.00    | 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        |   13187250 | PA      | $12778148.22   | 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        |       4578 | PA      | $4725.87       | 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        |    1180079 | PA      | $1185769.48    | 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        |    1611254 | PA      | $1522837.93    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $3712909.06    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193705                      | CUSIP: 36217HDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1485 | PA      | $1542.72       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 463983                      | CUSIP: 36208XM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6351 | PA      | $6433.94       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3324765 | PA      | $3251980.33    | 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        |   43510282 | PA      | $43260245.44   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9988000 | PA      | $8253909.45    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | 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        |   13570000 | PA      | $13551419.96   | 0.00%             | 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        |    3862298 | PA      | $3754813.38    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 617261                      | CUSIP: 31388WWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22034 | PA      | $23132.02      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2922                      | CUSIP: 31418CG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5376969 | PA      | $5110469.51    | 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        |  316730000 | PA      | $313410574.58  | 0.08%             | 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        |    9587000 | PA      | $9758671.10    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253546                      | CUSIP: 31371JTB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2411 | PA      | $2518.03       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9459                      | CUSIP: 3138WKQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150152 | PA      | $147287.09     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1356361 | PA      | $1324420.80    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7330                      | CUSIP: 3140QTEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19023324 | PA      | $19240354.97   | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   20402000 | PA      | $15774127.59   | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00784                      | CUSIP: 31292G2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4873 | PA      | $4964.98       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11992000 | PA      | $11534584.65   | 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        |    8077272 | PA      | $6919375.43    | 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        |    2100000 | PA      | $2057945.61    | 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        |     344735 | PA      | $344120.11     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423713                      | CUSIP: 36206WVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216067 | PA      | $215015.61     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   16948000 | PA      | $15841761.64   | 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        |    2911247 | PA      | $2927268.29    | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1897                      | CUSIP: 31427PDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38212687 | PA      | $38611627.44   | 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        |  556730000 | PA      | $573192678.69  | 0.15%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                      | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3375561 | PA      | $3307855.45    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3797                      | CUSIP: 31418DGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2495767 | PA      | $2376478.53    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   12196000 | PA      | $8114473.03    | 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        |   10635000 | PA      | $10679780.76   | 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        |    2794843 | PA      | $2712291.82    | 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        |   32650000 | PA      | $31566860.17   | 0.01%             | 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        |    1975000 | PA      | $2001627.50    | 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        |     693243 | PA      | $639591.31     | 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        |       4631 | PA      | $4753.18       | 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        |     753529 | PA      | $763221.08     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     465000 | PA      | $466310.28     | 0.00%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11344808 | PA      | $10659654.50   | 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        |    1750000 | PA      | $1741877.34    | 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        |   12392279 | PA      | $10177494.56   | 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        |     139498 | PA      | $145631.16     | 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        |   13415000 | PA      | $13263184.82   | 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        |   23835000 | PA      | $19755810.20   | 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        |   12822000 | PA      | $7953009.08    | 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        |    6654000 | PA      | $4970677.88    | 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        |   72431170 | PA      | $74800046.38   | 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        |   14653530 | PA      | $13672401.59   | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915640                      | CUSIP: 31411VHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120662 | PA      | $126366.91     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19898000 | PA      | $19705466.75   | 0.01%             | 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        |     827798 | PA      | $749206.10     | 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        |     380617 | PA      | $378639.08     | 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        |    1430000 | PA      | $1450641.91    | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   12805000 | PA      | $9534088.68    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1580446 | PA      | $1619235.40    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C54694                      | CUSIP: 31298RGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1395 | PA      | $1476.83       | 0.00%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8008                      | CUSIP: 3132DV3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388128 | PA      | $390263.59     | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8643                      | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23706488 | PA      | $21281302.84   | 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        |   26009044 | PA      | $26549608.24   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 728630                      | CUSIP: 31402GPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6173 | PA      | $6342.54       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826567                      | CUSIP: 31407CJL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19877 | PA      | $20478.46      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2705219.33    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93853                      | CUSIP: 312942H65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2345028 | PA      | $2384458.17    | 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        |   24574000 | PA      | $25252007.11   | 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        |      55025 | PA      | $58332.36      | 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        |    5150000 | PA      | $4976697.87    | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8944                      | CUSIP: 36179X5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33573934 | PA      | $31178124.56   | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7494000 | PA      | $7317077.36    | 0.00%             | 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        |   31738968 | PA      | $32398621.38   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3155                      | CUSIP: 31418CQH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2453714 | PA      | $2387196.40    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    4272000 | PA      | $3259099.77    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   16076000 | PA      | $10943278.92   | 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        |    4745000 | PA      | $4849180.06    | 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        |     972874 | PA      | $896663.67     | 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        |     912226 | PA      | $889689.80     | 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        |    4619954 | PA      | $4512109.28    | 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        |   20724000 | PA      | $20785570.42   | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 567181                      | CUSIP: 31386MCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        830 | PA      | $870.85        | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1355660.77    | 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        |    1326693 | PA      | $1219166.64    | 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        |   16554000 | PA      | $15897521.73   | 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        |      78161 | PA      | $78012.01      | 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        |     942825 | PA      | $837758.39     | 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        |   10525000 | PA      | $9740457.03    | 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        |   62208000 | PA      | $54887880.11   | 0.01%             | 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        |    4300000 | PA      | $4309482.76    | 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        |    2366000 | PA      | $2297209.45    | 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        |   36029000 | PA      | $39866715.34   | 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        |     496127 | PA      | $490880.73     | 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        |   10965903 | PA      | $9572310.87    | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY0521                      | CUSIP: 36196PSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414391 | PA      | $406438.26     | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 519252                      | CUSIP: 31384BZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4766 | PA      | $4960.53       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   23916000 | PA      | $21206664.92   | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254517                      | CUSIP: 31371KVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10026 | PA      | $10548.19      | 0.00%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826591                      | CUSIP: 31407CKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157584 | PA      | $162223.29     | 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        |   19225000 | PA      | $19108045.93   | 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        |   25019000 | PA      | $21087917.32   | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  258399500 | PA      | $196514837.85  | 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        |   56030000 | PA      | $53798388.04   | 0.01%             | 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        |   18531000 | PA      | $18404818.69   | 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        |    3245000 | PA      | $3283219.46    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY2022                      | CUSIP: 3140NJG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7467976 | PA      | $7404056.90    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   24337000 | PA      | $23587469.68   | 0.01%             | 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        |   66591000 | PA      | $61516921.30   | 0.02%             | 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        |   27300808 | PA      | $25190946.86   | 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        |     900000 | PA      | $866799.27     | 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        |     541553 | PA      | $522430.89     | 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        |  127311964 | PA      | $109370143.25  | 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        |   17878300 | PA      | $16895282.84   | 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        |   32083000 | PA      | $20214151.08   | 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       |    9747000 | PA      | $8602396.61    | 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        |    1542340 | PA      | $1484002.98    | 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        |   14645000 | PA      | $14808145.98   | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6852                      | CUSIP: 3138EPTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6101 | PA      | $6091.55       | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   10930000 | PA      | $10834108.40   | 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        |    7285000 | PA      | $7443996.54    | 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        |    4500000 | PA      | $3938887.46    | 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        |    7839000 | PA      | $7026404.56    | 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        |    6278010 | PA      | $7010492.86    | 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        |    2100000 | PA      | $2109965.55    | 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        |   65602151 | PA      | $67784879.30   | 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        |   21285000 | PA      | $20903968.49   | 0.01%             | 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        |   30115000 | PA      | $29883230.42   | 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        |   71931429 | PA      | $66011141.46   | 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        |       8888 | PA      | $9330.65       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427315                      | CUSIP: 36207BVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        643 | PA      | $643.92        | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | 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        |    5000000 | PA      | $4761083.50    | 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        |    3000000 | PA      | $2786231.40    | 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        |    9806804 | PA      | $8097008.17    | 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        |     599550 | PA      | $567404.42     | 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        |    5400000 | PA      | $5547586.62    | 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        |     553363 | PA      | $546646.10     | 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        |       5599 | PA      | $5765.86       | 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        |    4300000 | PA      | $2785545.59    | 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        |   10496526 | PA      | $10089903.33   | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838785                      | CUSIP: 31407R2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19735 | PA      | $20317.67      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711557                      | CUSIP: 36297GQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     810302 | PA      | $781050.97     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726303                      | CUSIP: 31402D3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3534 | PA      | $3602.91       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC1228                      | CUSIP: 3140Y7LJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30330581 | PA      | $30629222.03   | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   38461000 | PA      | $35872156.71   | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   21150000 | PA      | $21092471.63   | 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        |      35693 | PA      | $37269.28      | 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        |    3657296 | PA      | $3463827.57    | 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        |   17123000 | PA      | $14211110.29   | 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        |    5027000 | PA      | $5388126.08    | 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        |    3895000 | PA      | $3856398.75    | 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        |     101007 | PA      | $103979.58     | 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        |    6995967 | PA      | $6414209.73    | 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        |   18728000 | PA      | $17444000.84   | 0.00%             | 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        |   65297000 | PA      | $65667331.88   | 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        |   13241000 | PA      | $12836136.28   | 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        |  227648522 | PA      | $185326294.35  | 0.05%             | 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        |     132965 | PA      | $140564.64     | 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        |    9000000 | PA      | $9031158.00    | 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        |   11969000 | PA      | $11708260.68   | 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        |    4040000 | PA      | $3955767.53    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54646                      | CUSIP: 3132XXEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2167829 | PA      | $2017615.61    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458841                      | CUSIP: 36208RWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2733 | PA      | $2768.32       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   15291000 | PA      | $13678859.24   | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5861                      | CUSIP: 31418FQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     399675 | PA      | $407260.03     | 0.00%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2318403 | PA      | $2078157.09    | 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        |      46465 | PA      | $47071.88      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 522928                      | CUSIP: 31384F4M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2261 | PA      | $2334.36       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500913                      | CUSIP: 36210SN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1920 | PA      | $1994.12       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | 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        |   12175000 | PA      | $11941123.12   | 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        |    6290000 | PA      | $5214698.49    | 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        |    8100000 | PA      | $8147152.53    | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05535                      | CUSIP: 3128M7PU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     579726 | PA      | $578403.87     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726037                      | CUSIP: 31402DS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4720 | PA      | $4779.73       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510863                      | CUSIP: 36211EQQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4495 | PA      | $4598.06       | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39234000 | PA      | $37810603.20   | 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        |    2916000 | PA      | $2453288.54    | 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        |   46144000 | PA      | $40098081.30   | 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        |   45019546 | PA      | $41328299.26   | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6045000 | PA      | $6019049.47    | 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        |   36630000 | PA      | $36669497.88   | 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        |    8225000 | PA      | $7917214.74    | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5713                      | CUSIP: 36179UK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1261228 | PA      | $1300218.98    | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   17430000 | PA      | $16850321.38   | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    7731000 | PA      | $7435994.29    | 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        |   52070000 | PA      | $51789356.27   | 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        |     531406 | PA      | $529519.20     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D75193                      | CUSIP: 3128FGXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        429 | PA      | $430.99        | 0.00%             | 2026-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815959                      | CUSIP: 31406PQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84419 | PA      | $86857.87      | 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        |     494955 | PA      | $477165.14     | 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        |   30000000 | PA      | $29964927.00   | 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       |  138959000 | PA      | $140040346.98  | 0.04%             | 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        |   30591198 | PA      | $30527202.43   | 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        |     133463 | PA      | $137273.70     | 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        |   12955000 | PA      | $10519869.04   | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    8307000 | PA      | $8181394.52    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ9874                      | CUSIP: 3133D16K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5856931 | PA      | $5793988.96    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505575                      | CUSIP: 36210XT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2222 | PA      | $2308.55       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | 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        |    8600000 | PA      | $8688444.12    | 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        |   10794000 | PA      | $11651611.93   | 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        |    9640000 | PA      | $8443238.91    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2986                      | CUSIP: 3138A4J89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368738 | PA      | $359423.16     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6128000 | PA      | $6052038.26    | 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        |     373934 | PA      | $379837.17     | 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        |   11149000 | PA      | $11132060.34   | 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        |   24445000 | PA      | $24287954.70   | 0.01%             | 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        |   10069000 | PA      | $9882817.72    | 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        |    7204000 | PA      | $7354908.57    | 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        |   14328000 | PA      | $13916100.27   | 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        |   22844000 | PA      | $20675916.36   | 0.01%             | 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        |   20361000 | PA      | $16403768.84   | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1998                      | CUSIP: 3132DPGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16676012 | PA      | $16616660.65   | 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        |    8416000 | PA      | $8620872.37    | 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        |    1666798 | PA      | $1634907.98    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15458                      | CUSIP: 3128PVB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        498 | PA      | $497.25        | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3285                      | CUSIP: 3140J7UK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6043686 | PA      | $5807971.02    | 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        |    1688335 | PA      | $1655818.62    | 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        |    2065874 | PA      | $2053163.08    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   11312000 | PA      | $11064826.21   | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6900                      | CUSIP: 3140QEU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23077490 | PA      | $18924167.54   | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 612764                      | CUSIP: 31388RWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1773 | PA      | $1803.24       | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554041                      | CUSIP: 36213GP21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9286 | PA      | $9668.42       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | 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        |   14619213 | PA      | $14482024.82   | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5065                      | CUSIP: 3140X8TX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643238 | PA      | $1530073.29    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                      | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2691602 | PA      | $2532775.23    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24717000 | PA      | $16807302.60   | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A61985                      | CUSIP: 3128KSF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7290 | PA      | $7643.63       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                       | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58625 | PA      | $59747.09      | 0.00%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494564                      | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7360 | PA      | $7645.29       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     626542 | PA      | $635220.48     | 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        |    1075000 | PA      | $1003082.82    | 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        |   18810000 | PA      | $20113315.03   | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6285                      | CUSIP: 36179U6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16458750 | PA      | $15656593.65   | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2831                      | CUSIP: 31418CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337837 | PA      | $329587.91     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569799                      | CUSIP: 36200Q7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        557 | PA      | $573.68        | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C31937                      | CUSIP: 31293XEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3708 | PA      | $3854.53       | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $14176696.49   | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 827804                      | CUSIP: 31407DU52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14324 | PA      | $14504.40      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     720000 | PA      | $749834.56     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6181235 | PA      | $5837733.18    | 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        |   15490000 | PA      | $15236624.15   | 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        |   51899000 | PA      | $30506101.57   | 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        |   13654000 | PA      | $13657549.66   | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   39403000 | PA      | $35518674.27   | 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        |    3001417 | PA      | $2794718.37    | 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        |    4617000 | PA      | $5033331.91    | 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        |     759978 | PA      | $726130.51     | 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        |   41976000 | PA      | $39986560.89   | 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        |   13711153 | PA      | $12928921.02   | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    5230000 | PA      | $5186881.20    | 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        |    3042000 | PA      | $2908000.27    | 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        |   14352000 | PA      | $14268390.94   | 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        |   40776092 | PA      | $41177581.65   | 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        |    2114749 | PA      | $2059635.86    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C32334                      | CUSIP: 31293XSX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2774 | PA      | $2911.88       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   20305000 | PA      | $20921307.74   | 0.01%             | 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        |    6451000 | PA      | $6420549.00    | 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        |    3675000 | PA      | $3219150.43    | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10589000 | PA      | $11025535.51   | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442137                      | CUSIP: 36207UEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $341.19        | 0.00%             | 2026-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889364                      | CUSIP: 31410KB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     322904 | PA      | $337816.97     | 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        |    5644348 | PA      | $5642290.38    | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   21732000 | PA      | $20815534.54   | 0.01%             | 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       |   13332000 | PA      | $12391687.16   | 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        |       4722 | PA      | $5079.54       | 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        |   16237804 | PA      | $13803514.90   | 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        |    1613190 | PA      | $1609464.85    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03755                      | CUSIP: 31292LE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46881 | PA      | $45716.39      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ9520                      | CUSIP: 3133D1SH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     995819 | PA      | $983203.46     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    4053000 | PA      | $4251038.54    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1394000 | PA      | $1193517.25    | 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        |  114203622 | PA      | $116457601.65  | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253438                      | CUSIP: 31371JPX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $26.64         | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773586                      | CUSIP: 31404NNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20238 | PA      | $20808.83      | 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        |   35480448 | PA      | $35985022.84   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4723                      | CUSIP: 3142GVG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66450979 | PA      | $70028673.18   | 0.02%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738793                      | CUSIP: 3620ASXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55588 | PA      | $55138.40      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18958562 | PA      | $17395553.52   | 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        |    6730000 | PA      | $4272566.07    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN6696                      | CUSIP: 3133GDNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12294782 | PA      | $11050659.48   | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7712                      | CUSIP: 3140XBSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6057218 | PA      | $5640074.62    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    8072000 | PA      | $7607329.06    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    6888000 | PA      | $4952926.69    | 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        |    5714000 | PA      | $4129773.21    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1120000 | PA      | $1129785.67    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08592                      | CUSIP: 3128MJUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1896439 | PA      | $1830681.52    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91447                      | CUSIP: 3128P7TC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2141712 | PA      | $2108277.82    | 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        |    7517000 | PA      | $6450701.91    | 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        |   25317538 | PA      | $26169288.62   | 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        |   20821523 | PA      | $21216198.73   | 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        |   32958000 | PA      | $33394320.56   | 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        | -190790000 | PA      | $-188790463.56 | -0.05%            | 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        |   45756000 | PA      | $40896166.27   | 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        |    4678000 | PA      | $4213187.56    | 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        |    3210000 | PA      | $3280310.02    | 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        |  121499440 | PA      | $100328223.55  | 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        |    2724692 | PA      | $2723508.45    | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737425                      | CUSIP: 3620ARHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34312 | PA      | $33122.77      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   10453000 | PA      | $6570119.11    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479445                      | CUSIP: 36209RTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3094 | PA      | $3186.62       | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624973                      | CUSIP: 31389GJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2612 | PA      | $2731.72       | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1846136 | PA      | $1877618.09    | 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        |    6075000 | PA      | $6146624.99    | 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        |   19998120 | PA      | $18778644.39   | 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        |   11754000 | PA      | $9435314.04    | 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        |    5305000 | PA      | $5324493.89    | 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        |   13822000 | PA      | $12207388.30   | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2902                      | CUSIP: 3132DQGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31431702 | PA      | $31743639.28   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8527                      | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14452746 | PA      | $15164257.34   | 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        |    2780000 | PA      | $2855167.85    | 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        |    4356000 | PA      | $4300447.69    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4495                      | CUSIP: 3140E87H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        986 | PA      | $957.16        | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66380                      | CUSIP: 3128KXCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26913 | PA      | $28223.87      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8623112.92    | 0.00%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 417427                      | CUSIP: 36206PVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.92         | 0.00%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6348000 | PA      | $6699607.49    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561741                      | CUSIP: 31386FBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11067 | PA      | $11584.67      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    6534000 | PA      | $5873232.61    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $2509087.75    | 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        |   25901000 | PA      | $25472799.33   | 0.01%             | 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        |    5795000 | PA      | $6009047.49    | 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       |   25577000 | PA      | $25105654.04   | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO3718                      | CUSIP: 3133WNDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190661 | PA      | $191964.30     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3396000 | PA      | $3308633.75    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9018                      | CUSIP: 36179YAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55743021 | PA      | $56994184.23   | 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        |     223352 | PA      | $226889.07     | 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        |   11262734 | PA      | $11494175.32   | 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        |     161301 | PA      | $160717.20     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8340                      | CUSIP: 3132DWHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522691 | PA      | $505531.18     | 0.00%             | 2053-07-01      | 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        |    7900000 | PA      | $6891792.52    | 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        |   65439000 | PA      | $66967120.79   | 0.02%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2336226 | PA      | $2361730.65    | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23790000 | PA      | $24292481.48   | 0.01%             | 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        |   40222503 | PA      | $36158626.06   | 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        |   21920000 | PA      | $22169543.31   | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 508374                      | CUSIP: 31383NXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2818 | PA      | $2958.81       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    9195000 | PA      | $9013986.92    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780799                      | CUSIP: 36225A3G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        880 | PA      | $891.81        | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    6631000 | PA      | $5271183.05    | 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        |   11773000 | PA      | $11182020.16   | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26686517 | PA      | $25149555.30   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   19919000 | PA      | $22040446.15   | 0.01%             | 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        |   14307000 | PA      | $14092734.28   | 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        |    6290414 | PA      | $5367045.14    | 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        |   13733000 | PA      | $14625332.07   | 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        |   56459729 | PA      | $56191635.77   | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     948700 | PA      | $825139.90     | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150807 | PA      | $157951.46     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551116                      | CUSIP: 36213DGZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2755 | PA      | $2831.79       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   18457000 | PA      | $14945455.63   | 0.00%             | 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        |   25893000 | PA      | $19098019.56   | 0.00%             | 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        |   23029798 | PA      | $23355510.47   | 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        |    3350295 | PA      | $3223135.08    | 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        |    3576931 | PA      | $3485753.45    | 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        |    1418509 | PA      | $1368480.34    | 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        |   18893974 | PA      | $17718871.03   | 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        |   16030000 | PA      | $16771855.14   | 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        |    1081000 | PA      | $887003.22     | 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        |      26507 | PA      | $27308.71      | 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        |    4587000 | PA      | $4185123.18    | 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        |   12280000 | PA      | $9063742.49    | 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        |    7693000 | PA      | $8714306.68    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 801318                      | CUSIP: 31405WG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11386 | PA      | $11714.74      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   13340000 | PA      | $12162784.94   | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5872000 | PA      | $5914495.51    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647714                      | CUSIP: 36292FSB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2447 | PA      | $2597.93       | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889307                      | CUSIP: 31410KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117510 | PA      | $118990.66     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5016                        | CUSIP: 36202FSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     534240 | PA      | $516989.22     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20498588 | PA      | $19966565.25   | 0.01%             | 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        |     494928 | PA      | $494729.90     | 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        |    3703888 | PA      | $3531616.92    | 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        |    5996000 | PA      | $5931839.28    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254949                      | CUSIP: 31371LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49061 | PA      | $49672.92      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     939365 | PA      | $962419.43     | 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        |   39620641 | PA      | $35443615.18   | 0.01%             | 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        |   84751497 | PA      | $83681797.79   | 0.02%             | 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       |   22765000 | PA      | $23209540.75   | 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        |    5546000 | PA      | $6329218.13    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485778                      | CUSIP: 36209YUB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3998 | PA      | $4108.34       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5056                      | CUSIP: 3138XUTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     424925 | PA      | $398553.30     | 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        |    6581000 | PA      | $7054361.24    | 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        |    9707000 | PA      | $9378739.77    | 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        |   11280316 | PA      | $11504187.29   | 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        |   21014000 | PA      | $19777650.65   | 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        |       7033 | PA      | $7252.92       | 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        |      13254 | PA      | $14001.01      | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735227                      | CUSIP: 31402QYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1068897 | PA      | $1099559.70    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   64639000 | PA      | $64562942.53   | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6929                      | CUSIP: 3140XNVX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5665894 | PA      | $4896168.41    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    8015000 | PA      | $6481644.64    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4127000 | PA      | $4182233.18    | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357036                      | CUSIP: 31376JSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         22 | PA      | $22.44         | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | 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        |    8270000 | PA      | $8037635.63    | 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        |   11525000 | PA      | $9176576.11    | 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        |   28769000 | PA      | $28789062.37   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   12595000 | PA      | $12094822.57   | 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        |    2342825 | PA      | $2294038.94    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   86435000 | PA      | $49958461.97   | 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        |   15398000 | PA      | $15240749.79   | 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        |    4250000 | PA      | $4394896.95    | 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        |   60965000 | PA      | $61961700.78   | 0.02%             | 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        |     121169 | PA      | $120705.32     | 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        |   21509000 | PA      | $14031961.66   | 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        |   36100000 | PA      | $35778912.16   | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1052869 | PA      | $968128.07     | 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        |    3555000 | PA      | $2502492.09    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1993293.04    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $11497374.06   | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    6350000 | PA      | $5626410.90    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8131000 | PA      | $8751737.32    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $436767.57     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   24682000 | PA      | $21467097.65   | 0.01%             | 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        |   35117000 | PA      | $32762674.12   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 713877                      | CUSIP: 36297KCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190045 | PA      | $183964.43     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2880744 | PA      | $2871387.24    | 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        |   22829000 | PA      | $23338929.20   | 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        |    7282012 | PA      | $7665958.69    | 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        |    1655000 | PA      | $1457539.80    | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    4895000 | PA      | $5130476.91    | 0.00%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3769                      | CUSIP: 3138ELFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62346 | PA      | $62195.25      | 0.00%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   15767000 | PA      | $14529351.65   | 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        |    7095000 | PA      | $7171889.70    | 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        |    2639000 | PA      | $2818078.38    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4598596.75    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13340000 | PA      | $13398730.47   | 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        |     164040 | PA      | $171483.62     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1928380 | PA      | $1976204.49    | 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        |   19867000 | PA      | $17529766.04   | 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        |   13444761 | PA      | $11016665.69   | 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        |   17036000 | PA      | $15697181.46   | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27458                      | CUSIP: 3132M75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     966841 | PA      | $932818.63     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498274                      | CUSIP: 36210PQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2221 | PA      | $2308.44       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   31495000 | PA      | $30048940.60   | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 847154                      | CUSIP: 3128HD5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6519 | PA      | $6688.98       | 0.00%             | 2033-05-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9582                      | CUSIP: 3140XDUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8053240 | PA      | $7537805.22    | 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        |     629980 | PA      | $626856.23     | 0.00%             | 2033-06-01      | 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        |    2986286 | PA      | $3001600.17    | 0.00%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0648                      | CUSIP: 3140H1WJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7248912 | PA      | $6738373.67    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   11339000 | PA      | $11615439.00   | 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        |     186984 | PA      | $180501.76     | 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        |    5222487 | PA      | $4838349.37    | 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        |    7637000 | PA      | $7614359.94    | 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        |    4183000 | PA      | $4294820.25    | 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        |   13562000 | PA      | $10925894.10   | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734306                      | CUSIP: 31402NYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11105 | PA      | $11391.59      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |   15030000 | PA      | $14987243.03   | 0.00%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8695                      | CUSIP: 3140QUUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12089906 | PA      | $12545758.51   | 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        |    7375000 | PA      | $7326350.81    | 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        |    6058000 | PA      | $6412224.61    | 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        |       4945 | PA      | $5191.89       | 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        |    8631894 | PA      | $8037440.56    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10287000 | PA      | $10510495.26   | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8038                      | CUSIP: 31418V4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56385 | PA      | $57256.43      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | 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        |   12500000 | PA      | $12634366.25   | 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        |    3384000 | PA      | $3385285.98    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0204                      | CUSIP: 36179MGM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     390072 | PA      | $386440.35     | 0.00%             | 2027-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8892                      | CUSIP: 3138WJ3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1145031 | PA      | $1102322.94    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   13229000 | PA      | $12741248.74   | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | 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        |    4500000 | PA      | $4508348.40    | 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        |     289002 | PA      | $286062.03     | 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        |   13750000 | PA      | $13086755.00   | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                      | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170904 | PA      | $172813.24     | 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        |      21805 | PA      | $22802.68      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494473                      | CUSIP: 36210KJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        934 | PA      | $970.38        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $10794368.69   | 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        |   32266199 | PA      | $33000503.48   | 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        |   59987000 | PA      | $39238085.80   | 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        |   11040000 | PA      | $11054206.50   | 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        |   65818000 | PA      | $57020775.74   | 0.01%             | 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        |    2751686 | PA      | $2728343.11    | 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        |   17468000 | PA      | $14474791.41   | 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        |    2500000 | PA      | $2500778.50    | 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        |    2100000 | PA      | $2060595.81    | 0.00%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3845                      | CUSIP: 3140W4HX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     305699 | PA      | $301458.80     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | 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        |   16362000 | PA      | $17060969.42   | 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        |     119543 | PA      | $123658.10     | 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        |    7360000 | PA      | $7438879.87    | 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        |    6150000 | PA      | $4591372.30    | 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        |    7720000 | PA      | $7890536.34    | 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        |   25590000 | PA      | $20921220.75   | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5735                      | CUSIP: 3138YXLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1888 | PA      | $1815.19       | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3244407 | PA      | $3262262.21    | 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        |     674552 | PA      | $667019.85     | 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        |   13660220 | PA      | $14041880.69   | 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        |    3267000 | PA      | $3256784.71    | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01174                      | CUSIP: 31283HJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        168 | PA      | $176.00        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                      | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3098927 | PA      | $2881639.63    | 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        |    2581018 | PA      | $2402464.17    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5343000 | PA      | $5817202.67    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   10775000 | PA      | $9930514.42    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783234                      | CUSIP: 36241LSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1503401 | PA      | $1450315.90    | 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        |   13010000 | PA      | $13131374.83   | 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        |   21558000 | PA      | $21837952.86   | 0.01%             | 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        |    2161422 | PA      | $2101567.90    | 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        |    6500000 | PA      | $6659501.14    | 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        |  111738368 | PA      | $110362969.73  | 0.03%             | 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        |    7864000 | PA      | $8229683.14    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253347                      | CUSIP: 31371JL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3030 | PA      | $3154.27       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6184000 | PA      | $6104826.27    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5144000 | PA      | $3316266.11    | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   30502000 | PA      | $31154964.56   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7610882 | PA      | $6972658.84    | 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        |    7564503 | PA      | $7151191.08    | 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        |    6652000 | PA      | $4525533.26    | 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        |   15814000 | PA      | $9990706.15    | 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        |   26176000 | PA      | $24108551.13   | 0.01%             | 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        |    4465000 | PA      | $4309852.69    | 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        |    2710000 | PA      | $2356008.96    | 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        |   62479000 | PA      | $62599057.60   | 0.02%             | 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        |    2925000 | PA      | $2900061.45    | 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        |   20379000 | PA      | $12793041.18   | 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        |   63323157 | PA      | $64508616.89   | 0.02%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C46068                      | CUSIP: 31298EW50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2350 | PA      | $2467.02       | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8522                      | CUSIP: 3132A9PF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94549 | PA      | $93270.77      | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   21058000 | PA      | $19966609.16   | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786482                      | CUSIP: 31405DXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49144 | PA      | $52220.86      | 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        |  122135318 | PA      | $103271994.21  | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8210383.14    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   39785000 | PA      | $40392623.84   | 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        |   23270739 | PA      | $20979274.23   | 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        |  100545000 | PA      | $89681426.45   | 0.02%             | 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        |    8595000 | PA      | $8616979.95    | 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        |   13005000 | PA      | $12948270.89   | 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        |       5667 | PA      | $5891.83       | 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        |    2038447 | PA      | $2005509.47    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51948                      | CUSIP: 3132XUEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34362 | PA      | $31980.72      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   46757000 | PA      | $44801196.15   | 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        |   13382174 | PA      | $11372183.67   | 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        |   20454000 | PA      | $20672816.66   | 0.01%             | 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        |     549272 | PA      | $543086.90     | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 972200                      | CUSIP: 31336CNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        477 | PA      | $492.95        | 0.00%             | 2036-03-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO1766                      | CUSIP: 3140JV6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19609 | PA      | $19130.43      | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1849356.78    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6083                      | CUSIP: 31416PXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124344 | PA      | $123892.44     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889697                      | CUSIP: 31410KNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131182 | PA      | $137446.94     | 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        |   12992000 | PA      | $10245503.20   | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828133                      | CUSIP: 31407EBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37768 | PA      | $38319.74      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   14329000 | PA      | $14229943.06   | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9251                      | CUSIP: 3140GYH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1742184 | PA      | $1609683.08    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5784777.34    | 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        |   36987000 | PA      | $27074886.41   | 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        |   25423000 | PA      | $22611544.26   | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A4                 | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3054441.00    | 0.00%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14820                      | CUSIP: 3128MDSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11486 | PA      | $11463.72      | 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        |   37913425 | PA      | $38559230.57   | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3481                      | CUSIP: 3140X62P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48240922 | PA      | $41596824.87   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3794000 | PA      | $4323514.41    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C21062                      | CUSIP: 31293JFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1063 | PA      | $1083.33       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2693157.82    | 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        |    5165475 | PA      | $5014460.51    | 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        |      17047 | PA      | $17841.55      | 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        |     928345 | PA      | $925737.99     | 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        |   18422000 | PA      | $19225388.61   | 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        |    5029000 | PA      | $4803634.65    | 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        |   30064000 | PA      | $30415330.89   | 0.01%             | 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      |
| Fannie Mae Pool                                                                  | FN MA5864                      | CUSIP: 31418FQS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1793413 | PA      | $1790953.43    | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10983000 | PA      | $8954726.76    | 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        |    6595000 | PA      | $4388044.18    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545287                      | CUSIP: 36212VXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5042 | PA      | $5174.41       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1677079 | PA      | $1644110.74    | 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        |       4015 | PA      | $4244.77       | 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        |    1613243 | PA      | $1549137.80    | 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        |   26600685 | PA      | $27484336.14   | 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        |    8867436 | PA      | $8166849.86    | 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        |    6192000 | PA      | $4572745.02    | 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        |    1488518 | PA      | $1445691.96    | 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        |   24219000 | PA      | $22008243.58   | 0.01%             | 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        |    6580000 | PA      | $6625493.68    | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   11728000 | PA      | $11614527.73   | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    7594000 | PA      | $7815801.58    | 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        |    7800000 | PA      | $7705438.25    | 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        |   33213000 | PA      | $29181468.23   | 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        |   26672000 | PA      | $26167611.07   | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11669939.18   | 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        |    5459000 | PA      | $5472186.04    | 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        |    4400000 | PA      | $4425148.15    | 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        |   18469755 | PA      | $18117368.69   | 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        |    7538000 | PA      | $7601974.63    | 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        |   36674000 | PA      | $23601674.05   | 0.01%             | 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        |      52395 | PA      | $54213.33      | 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        |  657701000 | PA      | $658548816.05  | 0.17%             | 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        |   26702792 | PA      | $22956309.90   | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00454                      | CUSIP: 31292GQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         43 | PA      | $43.03         | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     782191 | PA      | $778169.84     | 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        |   41079989 | PA      | $41597868.07   | 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        |   32465000 | PA      | $27730083.53   | 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        |   10130000 | PA      | $10113597.52   | 0.00%             | 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        |   10000000 | PA      | $9757592.00    | 0.00%             | 2029-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530552                      | CUSIP: 36212DL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6590 | PA      | $6736.10       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    5278000 | PA      | $5575597.81    | 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        |   23183000 | PA      | $23379135.04   | 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        |   57570608 | PA      | $58895751.30   | 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        |   16542000 | PA      | $10940715.23   | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00895                      | CUSIP: 31292G7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        491 | PA      | $515.10        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3547                      | CUSIP: 31418C5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     714496 | PA      | $692187.22     | 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       |   21161000 | PA      | $20169314.00   | 0.01%             | 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        |   13314000 | PA      | $12400896.59   | 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        |    7989000 | PA      | $6600537.96    | 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        |    8345435 | PA      | $8798491.48    | 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        |    1612571 | PA      | $1572733.50    | 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        |     105940 | PA      | $110537.01     | 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        |    6600000 | PA      | $4065030.22    | 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        |   80877116 | PA      | $83553808.82   | 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        |   23307000 | PA      | $23007098.28   | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535426                      | CUSIP: 31384VYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        565 | PA      | $576.09        | 0.00%             | 2030-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   19739000 | PA      | $19914015.33   | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ8971                      | CUSIP: 3140E16H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     901206 | PA      | $839610.71     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2353                      | CUSIP: 31418BTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3394110 | PA      | $3249229.92    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3753000 | PA      | $3745530.84    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412663                      | CUSIP: 36206JML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        171 | PA      | $171.35        | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   11015000 | PA      | $11091192.67   | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2916739.95    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2892000 | PA      | $2378890.72    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866955                      | CUSIP: 31409CE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56767 | PA      | $58695.99      | 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        |    1420000 | PA      | $1408626.70    | 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        |   15108000 | PA      | $16246260.98   | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538722                      | CUSIP: 36212NPF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3194 | PA      | $3379.89       | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    7635000 | PA      | $7578056.64    | 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        |    3895000 | PA      | $3917121.38    | 0.00%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13955000 | PA      | $13636790.88   | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4839                      | CUSIP: 3142GVLV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38340967 | PA      | $38610645.47   | 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        |   12385000 | PA      | $12058360.78   | 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        |     854357 | PA      | $814541.55     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0368                      | CUSIP: 3618N5MS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45641971 | PA      | $47354699.15   | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0478                      | CUSIP: 31419AQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3098399 | PA      | $3022612.44    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2389460 | PA      | $2331149.92    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0865                      | CUSIP: 3140EU6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156858 | PA      | $153418.15     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5619000 | PA      | $5664950.51    | 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        |    6380203 | PA      | $6202291.95    | 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        |   38527000 | PA      | $38332081.54   | 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        |   26491000 | PA      | $21833393.62   | 0.01%             | 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        |     118924 | PA      | $124576.21     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4886410.76    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7285                      | CUSIP: 3132DVCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22643757 | PA      | $18497732.78   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2556755.29    | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   28807000 | PA      | $30034500.59   | 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        |   34173972 | PA      | $33607398.42   | 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        |   27049173 | PA      | $26893732.13   | 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        |    3211000 | PA      | $2105631.99    | 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        |   14188000 | PA      | $13498859.57   | 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        |    9979777 | PA      | $9242825.49    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                                       | NAROT 2024-A A4                | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2550000 | PA      | $2586432.62    | 0.00%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   25654000 | PA      | $24980257.09   | 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        |    1501233 | PA      | $1490787.71    | 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        |    5245000 | PA      | $5382068.25    | 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        |    5053443 | PA      | $4819982.29    | 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        |   27218956 | PA      | $27018074.43   | 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        |   11900515 | PA      | $12544022.56   | 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        |     465862 | PA      | $450986.63     | 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        |   16168000 | PA      | $13170200.63   | 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        |   32251793 | PA      | $32629822.73   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     875000 | PA      | $788723.04     | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3210975.65    | 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        |   15070000 | PA      | $14831731.02   | 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        |     145506 | PA      | $152153.38     | 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        |    5750000 | PA      | $4127197.63    | 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        |   22126000 | PA      | $20949051.54   | 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        |     441790 | PA      | $455067.70     | 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        |   13600000 | PA      | $13200743.94   | 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        |      19830 | PA      | $20204.25      | 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        |    5607000 | PA      | $5493638.84    | 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        |   64338448 | PA      | $64113366.14   | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    5851000 | PA      | $5122661.62    | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3700                      | CUSIP: 31419EDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     723907 | PA      | $710964.52     | 0.00%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6350434 | PA      | $5913097.78    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 464704                      | CUSIP: 36208YGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3390 | PA      | $3447.13       | 0.00%             | 2028-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8894                      | CUSIP: 3138WJ3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213655 | PA      | $208182.47     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    6038000 | PA      | $5265162.47    | 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        |   14639000 | PA      | $13024696.05   | 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        |      72764 | PA      | $67812.78      | 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        |  477172000 | PA      | $478700439.18  | 0.12%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $3891546.43    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   72730000 | PA      | $72204475.41   | 0.02%             | 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        |   16357000 | PA      | $15405645.59   | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477607                      | CUSIP: 36209PR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        799 | PA      | $810.49        | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8208477.52    | 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        |    2118000 | PA      | $2116789.30    | 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        |    1056149 | PA      | $1074075.51    | 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        |   12250000 | PA      | $12229679.83   | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08770                      | CUSIP: 3128MJ2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2666369 | PA      | $2482444.24    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7255                      | CUSIP: 3133A2BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7554718 | PA      | $6925847.02    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   16887000 | PA      | $16534656.18   | 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        |    8175000 | PA      | $8023247.17    | 0.00%             | 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        |    4538868 | PA      | $4507708.09    | 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        |   24508956 | PA      | $22468779.08   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1610                      | CUSIP: 3132ADYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     866236 | PA      | $845127.49     | 0.00%             | 2034-01-01      | 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        |      11207 | PA      | $11743.35      | 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        |    7711000 | PA      | $7265280.85    | 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        |    4150000 | PA      | $3467872.80    | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4284                      | CUSIP: 3138X3XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4055096 | PA      | $3813654.20    | 0.00%             | 2043-09-01      | 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        |         91 | PA      | $90.85         | 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        |   21460000 | PA      | $21594876.67   | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0005                      | CUSIP: 3138EGAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2541919 | PA      | $2530837.48    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63781266 | PA      | $56937504.00   | 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        |   11175000 | PA      | $11265705.24   | 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        |   10820000 | PA      | $10728335.84   | 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        |    2300000 | PA      | $2289094.38    | 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        |    5600000 | PA      | $5559828.58    | 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        |   21029000 | PA      | $20805763.64   | 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        |    2600000 | PA      | $2487625.66    | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00538                      | CUSIP: 31292GS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        388 | PA      | $391.68        | 0.00%             | 2027-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440027 | PA      | $424349.87     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17479000 | PA      | $17556970.18   | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     658943 | PA      | $656687.67     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   50659000 | PA      | $50976542.46   | 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        |   11192000 | PA      | $10499277.99   | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0041                      | CUSIP: 3138ADBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23903 | PA      | $23782.38      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4103427 | PA      | $3918824.68    | 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        |    4150000 | PA      | $4168176.59    | 0.00%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786579                      | CUSIP: 31405D2L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11697 | PA      | $11974.60      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   21883000 | PA      | $21726922.85   | 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        |   14087000 | PA      | $9409666.64    | 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        |    4175000 | PA      | $4196908.73    | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2099                      | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500169 | PA      | $1155760.83    | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1379065200 | PA      | $1275635310.00 | 0.33%             | 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        |   15319000 | PA      | $9236253.33    | 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        |    5768623 | PA      | $5671995.78    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   14719000 | PA      | $10985506.87   | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2481368 | PA      | $2380690.83    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   21175000 | PA      | $22184490.20   | 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        |    6535000 | PA      | $6457436.97    | 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        |    8154406 | PA      | $7965481.36    | 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        |    7833161 | PA      | $7298609.91    | 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        |    4034000 | PA      | $3889331.20    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251698                      | CUSIP: 31371GRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        429 | PA      | $450.76        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470004                      | CUSIP: 36209FDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1230 | PA      | $1278.23       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889579                      | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2758072 | PA      | $2886025.94    | 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        |    1957843 | PA      | $1966721.62    | 0.00%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731959                      | CUSIP: 31402LE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9429 | PA      | $9550.19       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    4394000 | PA      | $4490247.48    | 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        |    1734252 | PA      | $1755635.13    | 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        |   35354000 | PA      | $23423299.53   | 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        |  258348300 | PA      | $191874070.76  | 0.05%             | 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        |   25841000 | PA      | $25799482.71   | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   12900000 | PA      | $12779379.46   | 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        |     722805 | PA      | $666724.36     | 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        |    1317633 | PA      | $1316597.89    | 0.00%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8288                      | CUSIP: 3140HNF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2718174 | PA      | $2456709.65    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1592000 | PA      | $1428520.69    | 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        |     323136 | PA      | $297627.71     | 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        |   15545000 | PA      | $15832839.00   | 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        |     508686 | PA      | $501812.92     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    9710000 | PA      | $8721735.86    | 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        |    8653000 | PA      | $8619448.30    | 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        |   23325000 | PA      | $21410367.65   | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1274434.28    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5760127.90    | 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        |   13241000 | PA      | $13096494.31   | 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        |    5320000 | PA      | $4835899.42    | 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        |     105596 | PA      | $106986.06     | 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        |   33075000 | PA      | $32577901.64   | 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        |    6433000 | PA      | $6350482.42    | 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        |   11253218 | PA      | $11209650.31   | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5363                      | CUSIP: 3133KY5Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2934001 | PA      | $2930893.53    | 0.00%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5898                      | CUSIP: 3138WTRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368899 | PA      | $338338.75     | 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        |    7808560 | PA      | $7381655.65    | 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        |    8715000 | PA      | $7124815.10    | 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        |   70454886 | PA      | $60465094.48   | 0.02%             | 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        |   12779000 | PA      | $12329426.32   | 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        |     532713 | PA      | $558258.36     | 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        |     800000 | PA      | $808302.08     | 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        |    3415079 | PA      | $3339067.72    | 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        |   12082000 | PA      | $11602168.33   | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56718                      | CUSIP: 3128KKPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9195 | PA      | $9608.11       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01024                      | CUSIP: 31292HD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        198 | PA      | $206.15        | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4757405.77    | 0.00%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 587841                      | CUSIP: 31387MBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2310 | PA      | $2425.50       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16411000 | PA      | $16104934.53   | 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        |   48425886 | PA      | $43604449.85   | 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        |   23958000 | PA      | $23971191.87   | 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        |   10070000 | PA      | $10277475.11   | 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        |    3398568 | PA      | $3243683.63    | 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        |   12272000 | PA      | $10642803.18   | 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        |    5118000 | PA      | $5233855.60    | 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        |    4805000 | PA      | $4693375.67    | 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        |    4182000 | PA      | $3759437.07    | 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        |   17134000 | PA      | $16195049.21   | 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        |    4050000 | PA      | $3950746.13    | 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        |    6214000 | PA      | $6378613.87    | 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        |    1015583 | PA      | $1008642.59    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN4674                      | CUSIP: 3131YBFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     622994 | PA      | $579116.96     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | 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        |   14075000 | PA      | $11091326.61   | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9982                      | CUSIP: 3140E3CU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3939161 | PA      | $3677289.71    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | 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        |   15240000 | PA      | $13784639.44   | 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        |   13448000 | PA      | $13607048.33   | 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        |   15960000 | PA      | $15276156.47   | 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       |   29300000 | PA      | $29517317.76   | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6793                      | CUSIP: 3140XNRP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30428457 | PA      | $28689902.48   | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   15015000 | PA      | $15532538.14   | 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        |      36111 | PA      | $37096.42      | 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        |    4295000 | PA      | $4337509.72    | 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        |    5939000 | PA      | $4447548.57    | 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        |    5631000 | PA      | $5062925.64    | 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       |   24654000 | PA      | $25310475.70   | 0.01%             | 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        |   36408000 | PA      | $30873475.02   | 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        |    2522012 | PA      | $2516188.78    | 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        |    2625000 | PA      | $2632883.16    | 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        |    7301000 | PA      | $7356878.39    | 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        |    4250000 | PA      | $4237561.14    | 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        |   14944179 | PA      | $15370966.73   | 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        |   19460000 | PA      | $19229491.74   | 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        |    9313000 | PA      | $8719928.00    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468615                      | CUSIP: 36209DSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5833 | PA      | $6021.76       | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    4091000 | PA      | $4075590.97    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    4275000 | PA      | $4337344.99    | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780580                      | CUSIP: 36225AUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $140.18        | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $4472057.10    | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4330                      | CUSIP: 3132E0Y30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42242711 | PA      | $43750526.24   | 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        |   22437000 | PA      | $22205575.31   | 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        |   11170000 | PA      | $9675650.71    | 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        |   18884000 | PA      | $17688534.90   | 0.00%             | 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        |    6746244 | PA      | $6468056.58    | 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        |    8051000 | PA      | $8271872.90    | 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        |    7681000 | PA      | $6012982.10    | 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        |   26157942 | PA      | $21597359.57   | 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        |    9404791 | PA      | $9588501.12    | 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        |   26923000 | PA      | $27894143.84   | 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        |   21302396 | PA      | $20356239.10   | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87714                      | CUSIP: 312934SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     369406 | PA      | $361530.68     | 0.00%             | 2039-08-01      | 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        |        181 | PA      | $180.57        | 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        |   69225000 | PA      | $67001317.33   | 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        |     114047 | PA      | $115959.55     | 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        |   21645500 | PA      | $21454706.94   | 0.01%             | 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        |       3699 | PA      | $3691.95       | 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        |     856229 | PA      | $852793.79     | 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        |   10600000 | PA      | $10579660.72   | 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        |   13929000 | PA      | $14205737.99   | 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        |     863330 | PA      | $844969.90     | 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        |   15869000 | PA      | $16144342.79   | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   30690000 | PA      | $30610271.32   | 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        |    7751000 | PA      | $7624051.17    | 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        |    9091000 | PA      | $8481790.95    | 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        |    3825000 | PA      | $3736476.88    | 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        |   22068936 | PA      | $22244852.01   | 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        |    5729000 | PA      | $6135524.42    | 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        |    3892000 | PA      | $3797904.25    | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1542                      | CUSIP: 3140XGWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6003583 | PA      | $5561565.10    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7379                      | CUSIP: 3140QFFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25192441 | PA      | $22518875.49   | 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        |   11058000 | PA      | $11511611.47   | 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        |     967000 | PA      | $973033.56     | 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        |    5935000 | PA      | $4425171.25    | 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        |   14374000 | PA      | $14282234.53   | 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        |    3287000 | PA      | $3178678.72    | 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        |   15990434 | PA      | $15146198.29   | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 531247                      | CUSIP: 36212EEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14410 | PA      | $15181.48      | 0.00%             | 2030-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $11856740.89   | 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        |   15294000 | PA      | $15035016.99   | 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        |    2996790 | PA      | $3032510.55    | 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        |    1283528 | PA      | $1305148.92    | 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        |     154368 | PA      | $152730.23     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941136                      | CUSIP: 31413CBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64395 | PA      | $67416.93      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $10914359.42   | 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        | 1108361700 | PA      | $1051904525.91 | 0.27%             | 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        |      15388 | PA      | $15643.60      | 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        |   14474000 | PA      | $13026053.35   | 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        |    2625000 | PA      | $2665906.95    | 0.00%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5302000 | PA      | $4932315.46    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   11566000 | PA      | $9030606.99    | 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        |   19333417 | PA      | $16495466.88   | 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        |   16214000 | PA      | $16252328.75   | 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        |   43601810 | PA      | $44595202.73   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726398                      | CUSIP: 3620AC7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10458 | PA      | $10635.53      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   17240000 | PA      | $17497163.62   | 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        |   14236000 | PA      | $13800327.57   | 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        |    1242878 | PA      | $1178843.12    | 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        |    7280000 | PA      | $6553995.47    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253395                      | CUSIP: 31371JNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3037 | PA      | $3187.69       | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University/The                                                     | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   12582000 | PA      | $7294285.94    | 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        |    5320000 | PA      | $5544487.74    | 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        |   70237534 | PA      | $66463151.44   | 0.02%             | 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        |   20994813 | PA      | $22067326.36   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4333                      | CUSIP: 31418RY70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60932 | PA      | $61858.12      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C27880                      | CUSIP: 31293RXH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16108 | PA      | $16910.60      | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | 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        |    3632000 | PA      | $3795563.85    | 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        |   16924025 | PA      | $16816191.57   | 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        |   14705615 | PA      | $15006657.09   | 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        |    2281000 | PA      | $2254560.32    | 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        |    2388598 | PA      | $2167468.22    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   11726000 | PA      | $12339642.53   | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University/The                                                     | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    6935000 | PA      | $7008043.90    | 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        |   11640000 | PA      | $11843517.83   | 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        |    5553000 | PA      | $5216996.78    | 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        |    4782477 | PA      | $4690976.41    | 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        |  321359500 | PA      | $251890612.73  | 0.07%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0017                      | CUSIP: 3142JCAT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11832021 | PA      | $11912932.11   | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2694663.93    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | 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        |    2500000 | PA      | $2518109.00    | 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        |   14044000 | PA      | $12667910.06   | 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        |        525 | PA      | $524.47        | 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        |    1821438 | PA      | $1726871.26    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14336                      | CUSIP: 3128MDBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4267 | PA      | $4260.88       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    8829000 | PA      | $6393114.05    | 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        |   17555519 | PA      | $17744832.09   | 0.00%             | 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        |    4424000 | PA      | $4517870.77    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06185                      | CUSIP: 3128M8F25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94274 | PA      | $94008.52      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779092                      | CUSIP: 31404URM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10707 | PA      | $10975.49      | 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        |   26955000 | PA      | $26474840.41   | 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        |    2540223 | PA      | $2424389.55    | 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        |    8753261 | PA      | $8193600.85    | 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        |      52066 | PA      | $54248.15      | 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        |    2094582 | PA      | $2086307.50    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     425000 | PA      | $297787.77     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2653                      | CUSIP: 31418B5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270321 | PA      | $259353.26     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    4622000 | PA      | $3405169.88    | 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        |   36448892 | PA      | $33625819.15   | 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        |   15356000 | PA      | $15057670.06   | 0.00%             | 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        |   10010000 | PA      | $9887410.25    | 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        |   34172000 | PA      | $29805966.97   | 0.01%             | 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        |   20000000 | PA      | $20798750.00   | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB0048                      | CUSIP: 3140A9BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     513001 | PA      | $495742.59     | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   14230000 | PA      | $10392524.21   | 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        |    6495000 | PA      | $5804220.92    | 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        |   12208000 | PA      | $10334880.33   | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5877                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4545625 | PA      | $4470961.73    | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783579                      | CUSIP: 36241L6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1222373 | PA      | $1152789.79    | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513034                      | CUSIP: 36211G4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3405 | PA      | $3477.86       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   11567000 | PA      | $6121714.11    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-BABS-B           | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1480000 | PA      | $1704591.92    | 0.00%             | 2050-02-15      | Fixed         | 7.50%                 | 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        |   74640000 | PA      | $68575507.46   | 0.02%             | 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        |    2612581 | PA      | $2547795.02    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    6874000 | PA      | $7177626.48    | 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        |   22923000 | PA      | $22661470.62   | 0.01%             | 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        |      98061 | PA      | $102414.84     | 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        |    5880000 | PA      | $6453942.10    | 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        |   12800000 | PA      | $12813554.64   | 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        |   10075000 | PA      | $8042522.90    | 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        |   15170419 | PA      | $14445867.30   | 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        |   17547000 | PA      | $13472660.79   | 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        |   12198000 | PA      | $10979106.61   | 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        |   27232000 | PA      | $24969398.83   | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     620000 | PA      | $706642.95     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18654                      | CUSIP: 3128MMWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1548696 | PA      | $1489660.66    | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   23337000 | PA      | $23073543.01   | 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        |    8041000 | PA      | $8050736.30    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4867512 | PA      | $4754981.73    | 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        |   18152240 | PA      | $16350617.04   | 0.00%             | 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        |   11933962 | PA      | $12381030.31   | 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        |   23701000 | PA      | $23941623.13   | 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        |    8255000 | PA      | $8406335.20    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 616922                      | CUSIP: 31388WLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5012 | PA      | $5262.32       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $8705792.18    | 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        |   10472000 | PA      | $10490114.31   | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826403                      | CUSIP: 31407CDG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5418 | PA      | $5573.29       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   26253000 | PA      | $26094859.34   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03973                      | CUSIP: 3128M5XA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        404 | PA      | $422.50        | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 447689                      | CUSIP: 36208DKA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        330 | PA      | $331.87        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3544000 | PA      | $2590622.63    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   12784000 | PA      | $11663404.81   | 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        |   18719000 | PA      | $19645901.92   | 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        |   25513000 | PA      | $24257976.21   | 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        |   11230178 | PA      | $10400891.01   | 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        |   13335000 | PA      | $12673118.49   | 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        |       2933 | PA      | $2988.73       | 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        |    3075000 | PA      | $3131484.68    | 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        |    4719251 | PA      | $4552905.81    | 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        |    8380000 | PA      | $10476826.76   | 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        | 1429838000 | PA      | $1403754623.53 | 0.36%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7670903.48    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24528121 | PA      | $22122744.07   | 0.01%             | 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        |    5822308 | PA      | $6096776.97    | 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        |    6177000 | PA      | $6344819.25    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1736691.69    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1598                      | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10418849 | PA      | $8423270.60    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8305000 | PA      | $8308159.85    | 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        |    9950000 | PA      | $10256111.75   | 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        |   20662000 | PA      | $18821014.01   | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   16206000 | PA      | $16408254.72   | 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        |    9595000 | PA      | $8426983.62    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04552                      | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     513044 | PA      | $538370.29     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | 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        |   28976045 | PA      | $28822491.98   | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   11756000 | PA      | $10276927.20   | 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        |   10242993 | PA      | $10417469.53   | 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        |   21205424 | PA      | $18895343.15   | 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        |     119494 | PA      | $124719.70     | 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        |   11625000 | PA      | $8566821.27    | 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        |    2605408 | PA      | $2470345.91    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88355                      | CUSIP: 312935H85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     211925 | PA      | $211400.60     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08052                      | CUSIP: 3128MJBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     487172 | PA      | $501878.74     | 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        |    8375000 | PA      | $8449824.42    | 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        |    6310000 | PA      | $6253109.95    | 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        |    6850000 | PA      | $6580835.39    | 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        |   51583865 | PA      | $45548516.47   | 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        |    4466668 | PA      | $4557058.80    | 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        |    8008000 | PA      | $8010388.10    | 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        |    1250000 | PA      | $1250817.63    | 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        |   13406000 | PA      | $13181647.64   | 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        |   18761000 | PA      | $18457890.78   | 0.00%             | 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        |   13865000 | PA      | $10435484.88   | 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        |   69512000 | PA      | $62760544.64   | 0.02%             | 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        |   21316172 | PA      | $19370823.82   | 0.01%             | 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        |   11986000 | PA      | $10474053.54   | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    8454000 | PA      | $7445991.85    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554168                      | CUSIP: 36213GTZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        837 | PA      | $862.99        | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  560761000 | PA      | $560038145.43  | 0.14%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4919000 | PA      | $5100641.62    | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | 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        |   26700000 | PA      | $26330610.84   | 0.01%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607212                      | CUSIP: 31388KR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4577 | PA      | $4797.58       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                      | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219956 | PA      | $229802.84     | 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        |   11815000 | PA      | $12342470.22   | 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        |   21480000 | PA      | $21763053.47   | 0.01%             | 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        |    3765000 | PA      | $3955471.94    | 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        |    2445000 | PA      | $2455004.99    | 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        |   69639007 | PA      | $65661651.33   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10118000 | PA      | $6024457.75    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472964                      | CUSIP: 36209JMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2133 | PA      | $2167.79       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                      | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41735354 | PA      | $33976317.74   | 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        |   18184000 | PA      | $16667924.31   | 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        |     609924 | PA      | $568614.01     | 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        |   45728362 | PA      | $47494346.03   | 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        |   37253615 | PA      | $37683521.94   | 0.01%             | 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        |    8715000 | PA      | $6816321.52    | 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        |   25921000 | PA      | $23401653.84   | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-176 A2                  | CUSIP: 3137HPUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15090000 | PA      | $14799057.26   | 0.00%             | 2035-12-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   37864000 | PA      | $36067734.42   | 0.01%             | 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        |    1136854 | PA      | $1119817.53    | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | 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        |   31750000 | PA      | $31870942.10   | 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        |    7395000 | PA      | $4773121.13    | 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        |   10999000 | PA      | $10497855.86   | 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        |    2895000 | PA      | $2925364.51    | 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        |     172108 | PA      | $180688.02     | 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        |    8740000 | PA      | $8472921.45    | 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        |    5792000 | PA      | $3729535.32    | 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        |    4846206 | PA      | $4682565.73    | 0.00%             | 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        |   23870015 | PA      | $23674660.53   | 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        |   41140000 | PA      | $43240997.33   | 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        |   21276000 | PA      | $21767831.58   | 0.01%             | 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        |   12977000 | PA      | $12811375.25   | 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        |   23889788 | PA      | $24844115.37   | 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        |  247793700 | PA      | $184102975.55  | 0.05%             | 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        |      73923 | PA      | $76030.52      | 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        |    6525000 | PA      | $5336754.71    | 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        |   16501000 | PA      | $16261680.10   | 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        |    7175000 | PA      | $5618711.18    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9675                      | CUSIP: 3140XRXD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31952576 | PA      | $26132082.20   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5261                        | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365549 | PA      | $369561.22     | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01567                      | CUSIP: 31292HW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1104829 | PA      | $1119415.63    | 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        |    3306705 | PA      | $3170474.66    | 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        |   78166342 | PA      | $79448950.46   | 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        |  922357000 | PA      | $555864210.78  | 0.14%             | 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        |   22075000 | PA      | $12429698.01   | 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        |    8074000 | PA      | $7924256.63    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 474770                      | CUSIP: 36209LMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1753 | PA      | $1775.63       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   16889000 | PA      | $16719276.96   | 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       |   11288000 | PA      | $9995434.45    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458863                      | CUSIP: 36208RWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5420 | PA      | $5483.72       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2207                      | CUSIP: 3142GSNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37589753 | PA      | $38889614.14   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7292650 | PA      | $7242356.42    | 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        |   57823598 | PA      | $55925301.79   | 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        |   11847000 | PA      | $13577610.98   | 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        |     492710 | PA      | $498093.48     | 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        |     414546 | PA      | $424935.19     | 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        |    8430615 | PA      | $8064846.44    | 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        |      41696 | PA      | $39286.85      | 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        |    8589417 | PA      | $9051196.46    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6217000 | PA      | $5755255.76    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0495                      | CUSIP: 3132DMRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9969611 | PA      | $8852384.86    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 614305                      | CUSIP: 31388TNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12385 | PA      | $13002.27      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   27961000 | PA      | $27388051.98   | 0.01%             | 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        |   11423000 | PA      | $9839273.34    | 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        |     290100 | PA      | $296299.57     | 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        |    5010000 | PA      | $3938276.99    | 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        |    2634707 | PA      | $2517754.52    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487221                      | CUSIP: 36210BG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1140 | PA      | $1159.25       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $9034705.90    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   18948000 | PA      | $17094027.80   | 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        |   18643000 | PA      | $18257464.54   | 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        |   15888000 | PA      | $13335586.96   | 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        |   21384471 | PA      | $21797175.92   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 868395                      | CUSIP: 31409DXY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18386 | PA      | $18653.14      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   16180000 | PA      | $16238056.43   | 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        |   13885000 | PA      | $14089063.21   | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   10053000 | PA      | $8866317.05    | 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        |   13704000 | PA      | $13256407.19   | 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        |    3835059 | PA      | $3720215.13    | 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        |   15270000 | PA      | $14665067.88   | 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        |    1645494 | PA      | $1551477.01    | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1607                      | CUSIP: 31417KYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65093 | PA      | $64843.74      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7933568 | PA      | $7789307.04    | 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        |    5692667 | PA      | $5493601.40    | 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        |   10948000 | PA      | $10102148.80   | 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        |   10291427 | PA      | $9803863.80    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5507474.83    | 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        |   51441240 | PA      | $51052750.76   | 0.01%             | 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        |   10664000 | PA      | $10697961.82   | 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        |   12089599 | PA      | $9947801.01    | 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        |    2300000 | PA      | $2135554.60    | 0.00%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00457                      | CUSIP: 3132GDQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25966 | PA      | $25878.11      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     313000 | PA      | $243579.83     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15434000 | PA      | $13507346.77   | 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        |   14360000 | PA      | $14348876.73   | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15736000 | PA      | $15612277.76   | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   18596000 | PA      | $18989698.27   | 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        |      25383 | PA      | $26152.10      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6065                      | CUSIP: 3140F1W32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3548 | PA      | $3467.24       | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13701000 | PA      | $13940797.53   | 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        |     833354 | PA      | $845399.87     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    7943000 | PA      | $6229954.66    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7076                      | CUSIP: 31417D2J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8267078 | PA      | $7602622.78    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323702                      | CUSIP: 31374TRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1242 | PA      | $1264.99       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    5306000 | PA      | $3232298.65    | 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        |   13197043 | PA      | $11796497.67   | 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        |    1408268 | PA      | $1413729.13    | 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        |    4696000 | PA      | $4656031.95    | 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        |   13225000 | PA      | $13049902.32   | 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        |     861677 | PA      | $876150.70     | 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        |    7025000 | PA      | $7019137.26    | 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        |   12890000 | PA      | $12136980.61   | 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        |    1272743 | PA      | $1266906.75    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | 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        |    8050000 | PA      | $7900927.69    | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3974402.50    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   10386000 | PA      | $8754393.09    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535486                      | CUSIP: 31384V2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        482 | PA      | $503.81        | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8272                      | CUSIP: 3138ETFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1672226 | PA      | $1652068.22    | 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        |   14853000 | PA      | $14711855.01   | 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        |   11180000 | PA      | $9592169.66    | 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        |    9446000 | PA      | $9528623.34    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1150                      | CUSIP: 3138XQH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388062 | PA      | $382962.94     | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52800000 | PA      | $53991917.47   | 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        |    1186473 | PA      | $1183470.17    | 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        |   23232000 | PA      | $18124885.55   | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    7110000 | PA      | $5992631.05    | 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        |    1024569 | PA      | $1035813.14    | 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        |   16279000 | PA      | $16201819.06   | 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       |   57959000 | PA      | $58031880.37   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | 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        |    1515488 | PA      | $1404068.48    | 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        |   10150000 | PA      | $10036276.31   | 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        |       7608 | PA      | $7798.82       | 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        |    5395000 | PA      | $5493423.54    | 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        |    4414000 | PA      | $3205209.64    | 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        |   18650000 | PA      | $14979163.44   | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6674000 | PA      | $5913412.12    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6742                      | CUSIP: 31417TP44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10972 | PA      | $10931.21      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9869289 | PA      | $8052990.30    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3150                      | CUSIP: 3140AQQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17278737 | PA      | $17060462.90   | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0704                      | CUSIP: 3140Y6YA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42445045 | PA      | $43076784.60   | 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        |   13130119 | PA      | $10738330.92   | 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        |   17200000 | PA      | $17129931.68   | 0.00%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2060                      | CUSIP: 3140XHJE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5147328 | PA      | $4890228.02    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |   17575000 | PA      | $17323391.03   | 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        |     539752 | PA      | $547152.20     | 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        |   42048341 | PA      | $43890016.31   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732207                      | CUSIP: 3620AKNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83555 | PA      | $80954.28      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     568403 | PA      | $567699.39     | 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        |    9813000 | PA      | $8747607.50    | 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        |    9699000 | PA      | $6556536.30    | 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        |   16099000 | PA      | $16913797.86   | 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        |   12025000 | PA      | $12570125.72   | 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        |     240882 | PA      | $250308.85     | 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        |        212 | PA      | $211.32        | 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        |    6992000 | PA      | $6841739.03    | 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        |    3574000 | PA      | $3567566.16    | 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        |   26944000 | PA      | $15586774.39   | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40047                      | CUSIP: 3132FCBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1453686 | PA      | $1419094.25    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56956 | PA      | $59691.53      | 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        |   17123000 | PA      | $12036486.12   | 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        |    9800000 | PA      | $9877122.60    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $1986995.16    | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $7267918.42    | 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        |    6998000 | PA      | $5243596.55    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954877                      | CUSIP: 31413TJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49030 | PA      | $51273.63      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  521212000 | PA      | $472816652.71  | 0.12%             | 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        |    2714000 | PA      | $2680829.26    | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412583                      | CUSIP: 36206JJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.75          | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   24260000 | PA      | $22731064.11   | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5800                      | CUSIP: 31418FNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     908611 | PA      | $914824.67     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  308936000 | PA      | $252494841.71  | 0.07%             | 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        |    2935609 | PA      | $2923529.91    | 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        |    1429095 | PA      | $1318750.96    | 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        |  657507000 | PA      | $649057009.34  | 0.17%             | 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        |       7787 | PA      | $8160.21       | 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        |   18885000 | PA      | $19535306.49   | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 748262                      | CUSIP: 31403GJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        176 | PA      | $178.60        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8968365 | PA      | $8407110.31    | 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        |      22558 | PA      | $23682.83      | 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        |    2682656 | PA      | $2608924.90    | 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        |   13206000 | PA      | $11891346.51   | 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        |   31604000 | PA      | $30408756.34   | 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        |   23314000 | PA      | $20569638.09   | 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        |    1955946 | PA      | $1950450.86    | 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        |    1720693 | PA      | $1689316.15    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   14943000 | PA      | $13205602.94   | 0.00%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10107000 | PA      | $7702278.55    | 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        |    8156524 | PA      | $7288358.01    | 0.00%             | 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        |    1567000 | PA      | $1154625.92    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 472967                      | CUSIP: 36209JMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2988 | PA      | $3037.77       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   22436000 | PA      | $20170032.57   | 0.01%             | 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        |    5000000 | PA      | $4513440.50    | 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        |    8339226 | PA      | $7723420.12    | 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        |     494602 | PA      | $491572.47     | 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        |   26509297 | PA      | $26373526.56   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   29157000 | PA      | $26695030.55   | 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        |    6625000 | PA      | $6512686.38    | 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        |   16475000 | PA      | $16317403.45   | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735925                      | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1304874 | PA      | $1323649.93    | 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        |    9062000 | PA      | $6771709.72    | 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        |    2633501 | PA      | $2346612.19    | 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        |   10355000 | PA      | $9397299.19    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | 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        |   22265000 | PA      | $19557375.62   | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20762000 | PA      | $19184211.11   | 0.00%             | 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        |   25950000 | PA      | $17815620.52   | 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        |  313019008 | PA      | $254629882.24  | 0.07%             | 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        |    7774000 | PA      | $7829060.78    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 361545                      | CUSIP: 31376PTA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        128 | PA      | $128.22        | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6924829.20    | 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        |  826914000 | PA      | $809374376.76  | 0.21%             | 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        |    1070011 | PA      | $1033880.67    | 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        |    9045000 | PA      | $9065377.13    | 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        |    6475940 | PA      | $6178532.86    | 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        |   21979000 | PA      | $17949359.93   | 0.00%             | 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        |   10621000 | PA      | $7913248.56    | 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        |   24917376 | PA      | $24649599.11   | 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        |    3268000 | PA      | $3126880.31    | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12374000 | PA      | $12196448.77   | 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        |    7121000 | PA      | $6180850.64    | 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        |    8252000 | PA      | $4621965.09    | 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        |    5338000 | PA      | $6044546.95    | 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        |    3900000 | PA      | $3912840.30    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD5525                      | CUSIP: 31418TD79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89183 | PA      | $90548.81      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1187                      | CUSIP: 3140EVJ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2650722 | PA      | $2565015.81    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2196337 | PA      | $2153492.20    | 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        |   15313000 | PA      | $15579969.18   | 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        |    5700000 | PA      | $5655380.24    | 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        |     472530 | PA      | $467487.71     | 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        |   42514000 | PA      | $45442406.83   | 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        |        519 | PA      | $523.25        | 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        |    5435000 | PA      | $5260082.17    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313246                      | CUSIP: 31374F5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         26 | PA      | $26.46         | 0.00%             | 2026-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67707                      | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2801509 | PA      | $2627522.00    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250587                      | CUSIP: 31371FJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         45 | PA      | $45.01         | 0.00%             | 2026-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4137                      | CUSIP: 31427RS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55413441 | PA      | $54939152.20   | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2111496.11    | 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        |   13825000 | PA      | $14433666.21   | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96544                      | CUSIP: 312945HV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     862545 | PA      | $821836.20     | 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        |  602814000 | PA      | $595325916.83  | 0.15%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    8563000 | PA      | $7608112.65    | 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        |   11170000 | PA      | $9989462.50    | 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        |   19316000 | PA      | $13307323.26   | 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        |   12433000 | PA      | $9501998.64    | 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        |    3000000 | PA      | $3031467.90    | 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        |   34611000 | PA      | $32898962.88   | 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        |   18381000 | PA      | $20742791.04   | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253114                      | CUSIP: 31371JDT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1245 | PA      | $1290.61       | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78962                      | CUSIP: 3128LC5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6175 | PA      | $6466.99       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | 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        |   10048000 | PA      | $9925225.50    | 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        |   10334000 | PA      | $10418536.60   | 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        |   10593143 | PA      | $10816011.55   | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5354                      | CUSIP: 31418E5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27308431 | PA      | $27834175.84   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $4599483.55    | 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        |       2871 | PA      | $2981.99       | 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        |   10004000 | PA      | $10426106.58   | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2834                      | CUSIP: 31418CEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7462172 | PA      | $6945941.97    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   11016000 | PA      | $9835443.59    | 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        |    8549000 | PA      | $8842651.26    | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4644                      | CUSIP: 3140H6ES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     562337 | PA      | $536358.05     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10533000 | PA      | $11717007.78   | 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        |    5104000 | PA      | $5218789.36    | 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        |   18503000 | PA      | $18382607.43   | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498475                      | CUSIP: 36210PXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3251 | PA      | $3376.95       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2849808 | PA      | $2741930.88    | 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        |   16775000 | PA      | $19353686.55   | 0.01%             | 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        |    3881000 | PA      | $3719120.53    | 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        |       7114 | PA      | $7271.96       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584257                      | CUSIP: 36201JB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11960 | PA      | $12424.20      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |    3600000 | PA      | $3561980.76    | 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        |    1383754 | PA      | $1363044.33    | 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        |    5660000 | PA      | $4197045.41    | 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        |   13774000 | PA      | $12611334.27   | 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        |       7834 | PA      | $8138.72       | 0.00%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1004000 | PA      | $997278.58     | 0.00%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6237525 | PA      | $6192811.58    | 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        |    9281000 | PA      | $9508222.27    | 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        |   41710744 | PA      | $43828490.63   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8334                      | CUSIP: 3132D6HK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26961 | PA      | $27162.60      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    8644000 | PA      | $9573925.21    | 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        |     974831 | PA      | $991011.04     | 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        |   27385000 | PA      | $27267041.40   | 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        |    8464000 | PA      | $9192333.17    | 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        |   23518069 | PA      | $20663525.92   | 0.01%             | 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        |    9283592 | PA      | $8646507.50    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9866828 | PA      | $9441831.59    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    6327000 | PA      | $5337928.75    | 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        |   14793000 | PA      | $10342405.40   | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781205                      | CUSIP: 36225BKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        626 | PA      | $645.57        | 0.00%             | 2030-07-15      | Fixed         | 8.50%                 | 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        |    7557000 | PA      | $7621324.83    | 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        |     191481 | PA      | $194229.69     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    8614000 | PA      | $7249474.87    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CA EARTHQUAKE AUTH-A           | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    2935000 | PA      | $2961442.30    | 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        |    6149011 | PA      | $5692448.35    | 0.00%             | 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        |    9609302 | PA      | $9192394.80    | 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        |   11150000 | PA      | $11218078.74   | 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        |    5926000 | PA      | $5856113.20    | 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        |   16565000 | PA      | $16096150.65   | 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        |  111970607 | PA      | $113009066.89  | 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        |    7330000 | PA      | $6585653.51    | 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        |   16050000 | PA      | $15594849.40   | 0.00%             | 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        |   24061312 | PA      | $21502078.70   | 0.01%             | 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        |   10509336 | PA      | $10531047.18   | 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        |   26583000 | PA      | $26333245.05   | 0.01%             | 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        |     196307 | PA      | $195475.66     | 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        |    6985000 | PA      | $6844260.76    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16903                      | CUSIP: 3132J8DH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3456854 | PA      | $3259183.83    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $1974315.88    | 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        |    7307000 | PA      | $7788627.35    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10298853.62   | 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        |    8000000 | PA      | $7947044.80    | 0.00%             | 2030-09-16      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9867                      | CUSIP: 3138ER6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1688410 | PA      | $1647846.30    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3954                      | CUSIP: 3140XKMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8248858 | PA      | $7613761.14    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   23654000 | PA      | $24268445.96   | 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        |   15455000 | PA      | $16756073.85   | 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        |    6064000 | PA      | $5160620.64    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0484                      | CUSIP: 3138W9RE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1841002 | PA      | $1803431.93    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   13167000 | PA      | $12156923.98   | 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        |    8350000 | PA      | $8249303.18    | 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        |    3900000 | PA      | $3784087.27    | 0.00%             | 2056-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67709                      | CUSIP: 3132XCR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67087 | PA      | $62668.81      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1668778.05    | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1515                      | CUSIP: 31416WVH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13838 | PA      | $13779.28      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11715000 | PA      | $11763670.07   | 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        |    9081000 | PA      | $7890139.95    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7261                      | CUSIP: 3138Y9B72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1067434 | PA      | $1027062.41    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | 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        |   28486000 | PA      | $28179533.15   | 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        |    6787197 | PA      | $6741282.51    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN8777                      | CUSIP: 3140JRXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24663 | PA      | $24041.28      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7603                      | CUSIP: 3138WHNV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245498 | PA      | $235307.02     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | 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        |   13450000 | PA      | $13227713.20   | 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        |  113514342 | PA      | $93592631.70   | 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        |   22136000 | PA      | $20127143.31   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $3814294.60    | 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        |     406049 | PA      | $412838.95     | 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        |    9200000 | PA      | $9133535.52    | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04109                      | CUSIP: 31294NR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217504 | PA      | $215196.01     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   31634000 | PA      | $33440032.15   | 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        |    5830000 | PA      | $3618338.09    | 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        |    1213757 | PA      | $1243863.94    | 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        |      17672 | PA      | $18436.24      | 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        |    4500000 | PA      | $4360201.65    | 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        |    1295000 | PA      | $1178484.84    | 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        |    7198000 | PA      | $5178646.90    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535388                      | CUSIP: 36212JXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1219 | PA      | $1266.42       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 554851                      | CUSIP: 31385WL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        768 | PA      | $806.08        | 0.00%             | 2030-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73111473 | PA      | $69071274.69   | 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        |    8540000 | PA      | $4575634.81    | 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        |       5317 | PA      | $5657.23       | 0.00%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537394                      | CUSIP: 36212L7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1420 | PA      | $1477.37       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77264138 | PA      | $72994459.82   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06788                      | CUSIP: 3128M82V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9725 | PA      | $9985.94       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   10081000 | PA      | $10137255.49   | 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        |    2635000 | PA      | $2966762.76    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10785000 | PA      | $6950203.11    | 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        |    7529000 | PA      | $7296634.03    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644844                      | CUSIP: 36292CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38593 | PA      | $40915.50      | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7094000 | PA      | $7207562.52    | 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        |    9087000 | PA      | $6905957.52    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8371                      | CUSIP: 3132D6JQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16068301 | PA      | $16183202.52   | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $6249815.91    | 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        |    4000000 | PA      | $4007266.06    | 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        |   25760000 | PA      | $26009373.25   | 0.01%             | 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        |     123252 | PA      | $125419.55     | 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        |   74169870 | PA      | $75602846.44   | 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        |    8366000 | PA      | $6404429.79    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    7910000 | PA      | $6200739.78    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5674                      | CUSIP: 31418FJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33775331 | PA      | $34415549.66   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    8277000 | PA      | $7891791.68    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   15721000 | PA      | $11536022.80   | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2896                      | CUSIP: 31418CGE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     392850 | PA      | $365549.84     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91730                      | CUSIP: 3128P74P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     298712 | PA      | $293134.38     | 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        |    4900000 | PA      | $5020818.81    | 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        |    6721852 | PA      | $6168433.45    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18038000 | PA      | $17891876.87   | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   10176000 | PA      | $8835557.05    | 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        |    6000000 | PA      | $4052311.80    | 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        |   11054000 | PA      | $11277886.93   | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33595                      | CUSIP: 31297N7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13108 | PA      | $13508.25      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 572674                      | CUSIP: 31386TFP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1058 | PA      | $1110.64       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    9586000 | PA      | $9589610.82    | 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        |    7248000 | PA      | $7175145.99    | 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        |   19162822 | PA      | $20099829.93   | 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        |   43697000 | PA      | $42565212.65   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12450000 | PA      | $12777603.34   | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499965                      | CUSIP: 36210RMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1707 | PA      | $1749.94       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   12642000 | PA      | $12590239.05   | 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        |   18015000 | PA      | $16487325.76   | 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        |    9462000 | PA      | $9825680.89    | 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        |   22400000 | PA      | $22312588.48   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12264000 | PA      | $8052821.41    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5699                      | CUSIP: 3138YXKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     346813 | PA      | $323877.82     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535812                      | CUSIP: 31384WGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2823 | PA      | $2964.06       | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   42979000 | PA      | $43470283.43   | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253398                      | CUSIP: 31371JNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3047 | PA      | $3173.88       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4660000 | PA      | $4758230.70    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6467000 | PA      | $5051554.16    | 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        |      14173 | PA      | $14528.17      | 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        |   13981532 | PA      | $13870601.48   | 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        |   19710574 | PA      | $20095594.34   | 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        |    2945000 | PA      | $2968485.12    | 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        |    7501000 | PA      | $7414559.58    | 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        |    1726425 | PA      | $1608415.75    | 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        |    9623000 | PA      | $9181000.35    | 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        |    2411206 | PA      | $2437604.76    | 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        |    6700295 | PA      | $6675785.79    | 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        |   59098000 | PA      | $55388480.01   | 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        |    3002459 | PA      | $2915105.95    | 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        |    7014000 | PA      | $5461916.36    | 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        |   11204000 | PA      | $11065938.42   | 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        |      18432 | PA      | $19315.72      | 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        |   23451000 | PA      | $13704066.61   | 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        |      41505 | PA      | $43376.97      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445892                      | CUSIP: 36207YKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2819 | PA      | $2927.98       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9701000 | PA      | $9715990.01    | 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        |    2700000 | PA      | $2860553.07    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509419                      | CUSIP: 36211C4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        489 | PA      | $498.40        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67750684 | PA      | $52196508.83   | 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        |    4052256 | PA      | $3775265.47    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3910                      | CUSIP: 3140J8KY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2006 | PA      | $1996.24       | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1240008 | PA      | $1235039.10    | 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        |    7184980 | PA      | $7574160.46    | 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        |     137000 | PA      | $139478.94     | 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        |    8314000 | PA      | $8393280.65    | 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        |  265925000 | PA      | $263639707.03  | 0.07%             | 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        |   12274000 | PA      | $11508247.53   | 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        |    1078580 | PA      | $1083302.09    | 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        |     241945 | PA      | $249479.13     | 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        |   30971000 | PA      | $32054069.33   | 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        |   14090000 | PA      | $14271339.81   | 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        |   18891000 | PA      | $19013423.42   | 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        |   13965000 | PA      | $13990945.78   | 0.00%             | 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        |   14825000 | PA      | $14614712.60   | 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        |   13437000 | PA      | $13183820.58   | 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        |    4735000 | PA      | $2875214.34    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786649                      | CUSIP: 3622ACH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18580542 | PA      | $19155810.53   | 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        |   19658000 | PA      | $19019503.34   | 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        |   25002000 | PA      | $20138123.38   | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4397                      | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4045170 | PA      | $3116481.67    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741657                      | CUSIP: 31402X5S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13043 | PA      | $13372.99      | 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        |    6312000 | PA      | $6106657.46    | 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        |    4696284 | PA      | $5286005.54    | 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        |    4646937 | PA      | $4397239.30    | 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        |  615903900 | PA      | $463323329.19  | 0.12%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18679000 | PA      | $17393270.50   | 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        |    4051219 | PA      | $3933300.89    | 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        |   12703222 | PA      | $10432865.03   | 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        |      41963 | PA      | $42647.86      | 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        |    3492048 | PA      | $3441035.38    | 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        |     212199 | PA      | $221713.85     | 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        |   16298000 | PA      | $15934900.70   | 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        |    1769047 | PA      | $1758410.37    | 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        |    2503927 | PA      | $2497061.70    | 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        |    2805000 | PA      | $2800340.63    | 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        |    2251598 | PA      | $2163397.12    | 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        |   37449137 | PA      | $32959925.14   | 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        |   19209189 | PA      | $20202490.32   | 0.01%             | 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        |    5250000 | PA      | $3407972.72    | 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        |   15546841 | PA      | $15811661.64   | 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        |    4325000 | PA      | $4041947.78    | 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       |    8437000 | PA      | $5124700.95    | 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        |    8228000 | PA      | $7450593.41    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709755                      | CUSIP: 31401JQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1044 | PA      | $1042.62       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4639000 | PA      | $4384637.64    | 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        |   57399037 | PA      | $58487047.65   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    9868000 | PA      | $6309056.02    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | 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        |    3225000 | PA      | $2767282.85    | 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        |    1332540 | PA      | $1222298.96    | 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        |     378756 | PA      | $396599.84     | 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        |    3395834 | PA      | $3117567.24    | 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        |    5934000 | PA      | $5984300.13    | 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        |   15912522 | PA      | $15631265.45   | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18444                      | CUSIP: 3128MMP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290153 | PA      | $287216.73     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9525816.50    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543863                      | CUSIP: 36212UFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2316 | PA      | $2409.78       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2543910 | PA      | $2441164.61    | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $1993217.32    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | 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        |    3525000 | PA      | $3512375.24    | 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        |    2579000 | PA      | $1445108.93    | 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        |   10550000 | PA      | $10463150.29   | 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        |    6951000 | PA      | $6677234.87    | 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        |   14980000 | PA      | $15231436.30   | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2086212 | PA      | $2109105.70    | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6060                      | CUSIP: 3138WFWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2798 | PA      | $2742.21       | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23999586 | PA      | $23264199.91   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                      | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     632240 | PA      | $641347.89     | 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        |   15350000 | PA      | $15711078.47   | 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        |   19350000 | PA      | $18964438.12   | 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        |    9517242 | PA      | $9017740.98    | 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        |    5124000 | PA      | $5131318.82    | 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        |   18597000 | PA      | $18065216.03   | 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        |   25603015 | PA      | $25919114.99   | 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        |   19957000 | PA      | $18892006.61   | 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        |   14375000 | PA      | $14588348.75   | 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        |    6521000 | PA      | $7273464.14    | 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        |    6950000 | PA      | $7161681.21    | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0424                      | CUSIP: 3140W0PJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8040182 | PA      | $6814738.22    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   14622000 | PA      | $13381789.30   | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781094                      | CUSIP: 36225BGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        951 | PA      | $973.86        | 0.00%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    5331000 | PA      | $4895206.71    | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   13600000 | PA      | $13791577.52   | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39162                      | CUSIP: 31297VFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46919 | PA      | $47638.59      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    8535000 | PA      | $7023637.13    | 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        |   60628571 | PA      | $62024101.57   | 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        |   20672000 | PA      | $13831595.53   | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2477358.87    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17323000 | PA      | $18148378.02   | 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        |    9316000 | PA      | $6039587.57    | 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        |   15742304 | PA      | $16411210.36   | 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        |   31758175 | PA      | $32289209.38   | 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        |    2047410 | PA      | $2039210.10    | 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        |   17995000 | PA      | $17010295.61   | 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        |   64766657 | PA      | $55097649.37   | 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        |    7020522 | PA      | $6766144.04    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959444                      | CUSIP: 31413YLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50916 | PA      | $53286.74      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91437                      | CUSIP: 3128P7S20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2863758 | PA      | $2819626.57    | 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        |    9963000 | PA      | $10517024.54   | 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        |    3127734 | PA      | $3155151.37    | 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        |  175453358 | PA      | $173962285.54  | 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        |      21165 | PA      | $21392.32      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833505                      | CUSIP: 31407LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28985 | PA      | $29864.40      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $9249852.52    | 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        |    7642000 | PA      | $7585297.00    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $2754488.52    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1148                      | CUSIP: 3138EHH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28551 | PA      | $28450.27      | 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        |   23453000 | PA      | $19529632.21   | 0.01%             | 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        |   14338000 | PA      | $11830137.37   | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   15865000 | PA      | $15422758.40   | 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        |      11307 | PA      | $11745.89      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545224                      | CUSIP: 36212VVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4990 | PA      | $5184.53       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   58838000 | PA      | $58617271.73   | 0.02%             | 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        | 1388187000 | PA      | $1237980821.57 | 0.32%             | 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        |    7367329 | PA      | $7013157.23    | 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        |   12044000 | PA      | $9808243.45    | 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        |   20086000 | PA      | $20409687.01   | 0.01%             | 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        |    9214000 | PA      | $7628476.06    | 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        |     608425 | PA      | $597544.81     | 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        |   12051000 | PA      | $13146360.11   | 0.00%             | 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        |   32753000 | PA      | $34492893.37   | 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        |   20205000 | PA      | $20435531.29   | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424026                      | CUSIP: 36206XA37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         30 | PA      | $30.18         | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55523                      | CUSIP: 3132XYD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44605 | PA      | $42553.91      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7768000 | PA      | $7654424.11    | 0.00%             | 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        |   18001787 | PA      | $17961311.38   | 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        |   10950000 | PA      | $10378676.09   | 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        |   11934016 | PA      | $12477465.65   | 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        |   25029000 | PA      | $25524626.42   | 0.01%             | 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        |   19185336 | PA      | $17840115.95   | 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        |   14984000 | PA      | $14940386.07   | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3597000 | PA      | $3839310.67    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   57682000 | PA      | $59044097.08   | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   14415000 | PA      | $15318314.96   | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833705                      | CUSIP: 31407LGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23726 | PA      | $24055.70      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   47140000 | PA      | $46997366.23   | 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        |    5155197 | PA      | $4992202.06    | 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        |     729238 | PA      | $742930.47     | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08205                      | CUSIP: 3128MJGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13777 | PA      | $14429.02      | 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        |   31589000 | PA      | $31537526.43   | 0.01%             | 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        |    1064584 | PA      | $1077462.80    | 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        |    2788071 | PA      | $2629359.25    | 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        |    5694000 | PA      | $5748425.94    | 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        |   18888000 | PA      | $12366973.25   | 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        |    4925000 | PA      | $5110662.65    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     779000 | PA      | $790686.60     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3126                      | CUSIP: 3140X6PL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6224126 | PA      | $5546081.10    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    5165000 | PA      | $5162557.88    | 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        |    1103535 | PA      | $1051136.92    | 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        |    2267113 | PA      | $2227570.31    | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13689000 | PA      | $13699541.52   | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | 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        |    7360000 | PA      | $7572762.88    | 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        |     520967 | PA      | $510359.94     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 349340                      | CUSIP: 31376ABH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $24.91         | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   13063000 | PA      | $12901614.12   | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN               | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |   12930000 | PA      | $12471951.29   | 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        |    6295082 | PA      | $5934680.17    | 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        |   20708069 | PA      | $19685425.72   | 0.01%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7038351.09    | 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        |     202122 | PA      | $205318.31     | 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        |    4000000 | PA      | $4035016.80    | 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        |    3499800 | PA      | $3453858.29    | 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        |   12332509 | PA      | $12894105.09   | 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        |    2040000 | PA      | $1344349.49    | 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        |    4939000 | PA      | $4813515.85    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78602                      | CUSIP: 3128LCRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25623 | PA      | $26677.27      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8365                      | CUSIP: 3132DWJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47169 | PA      | $45620.61      | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815306                      | CUSIP: 31406NYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60886 | PA      | $61750.68      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | 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        |   15520000 | PA      | $15436533.44   | 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        |   34755246 | PA      | $35693711.04   | 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        |   28932000 | PA      | $28019482.01   | 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        |   12320000 | PA      | $12218334.13   | 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        |    9044719 | PA      | $8556901.91    | 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       |   51558000 | PA      | $52844516.31   | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888368                      | CUSIP: 31410F6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15615 | PA      | $16710.52      | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2712                      | CUSIP: 3140W3AN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22766300 | PA      | $23907966.35   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0983                      | CUSIP: 3140Q8CV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1406428 | PA      | $1375639.01    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2061                      | CUSIP: 3133KHJE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23224099 | PA      | $20694107.61   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   20672000 | PA      | $19360286.43   | 0.01%             | 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        |    9075000 | PA      | $8943478.75    | 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        |    2301215 | PA      | $2179282.55    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3041000 | PA      | $3282805.21    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2522518.25    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1277010.01    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9840000 | PA      | $6957717.07    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2474                      | CUSIP: 3140Q9XC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     513728 | PA      | $489513.40     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17543840 | PA      | $13836340.61   | 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        |   59234693 | PA      | $54582874.45   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 369953                      | CUSIP: 31376Y5N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        852 | PA      | $854.97        | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1764562.61    | 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        |   11678000 | PA      | $11573488.95   | 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        |   44739000 | PA      | $38393184.33   | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193709                      | CUSIP: 36217HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3480 | PA      | $3615.60       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | 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        |    5110000 | PA      | $3101967.76    | 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        |   25641751 | PA      | $21941905.64   | 0.01%             | 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        |   12920000 | PA      | $13276098.91   | 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        |   26632000 | PA      | $21195905.44   | 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        |   12916033 | PA      | $10551134.61   | 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        |   69595652 | PA      | $63932856.04   | 0.02%             | 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        |    1608000 | PA      | $1583380.76    | 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        |   17929870 | PA      | $17804421.82   | 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        |    2400000 | PA      | $1669831.92    | 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        |    9550000 | PA      | $9644584.16    | 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        |    6600000 | PA      | $6646179.53    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494503                      | CUSIP: 36210KKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3722 | PA      | $3866.60       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1376                      | CUSIP: 31427NQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23442700 | PA      | $24513892.87   | 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        |   32779000 | PA      | $33184753.89   | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 540459                      | CUSIP: 31385CMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         96 | PA      | $96.69         | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9352                      | CUSIP: 3138ABMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     458365 | PA      | $456160.14     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2366805 | PA      | $2251545.55    | 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        |   13516000 | PA      | $13605604.35   | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1628                      | CUSIP: 3140X4Y26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3153461 | PA      | $3080557.73    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    4031000 | PA      | $4034557.94    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5391                      | CUSIP: 31418E7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21039582 | PA      | $22100021.28   | 0.01%             | 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        |     679648 | PA      | $663391.58     | 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        |   27201863 | PA      | $28002758.82   | 0.01%             | 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        |   38640000 | PA      | $39675555.03   | 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        |   10705000 | PA      | $10090159.40   | 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        |   53303000 | PA      | $51328570.12   | 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        |   12059000 | PA      | $12348182.46   | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2116567.08    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2021                      | CUSIP: 3132AEG67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344825 | PA      | $335775.54     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR1116                      | CUSIP: 3138NXG27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3621446 | PA      | $3322517.30    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $8622682.85    | 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        |  491483600 | PA      | $305583766.79  | 0.08%             | 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        |    4676602 | PA      | $4566059.29    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10766000 | PA      | $10830928.83   | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   11915000 | PA      | $10810995.85   | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 499286                      | CUSIP: 31383CUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        270 | PA      | $282.95        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256638                      | CUSIP: 31371NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7446 | PA      | $7779.77       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    7482000 | PA      | $7581954.50    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20633                      | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87468 | PA      | $84950.26      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   12087000 | PA      | $10336851.42   | 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        |    6870376 | PA      | $5833582.21    | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733074                      | CUSIP: 31402MMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21293 | PA      | $21544.74      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    8130000 | PA      | $7212641.20    | 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        |   24985773 | PA      | $24255246.24   | 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        |   10042766 | PA      | $9481518.04    | 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        |  617745800 | PA      | $604691095.38  | 0.16%             | 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        |    2513409 | PA      | $2555664.68    | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698482                      | CUSIP: 36296Q6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19390 | PA      | $19287.87      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07188                      | CUSIP: 3128M9J94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41073 | PA      | $40099.35      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7722                      | CUSIP: 3140QFSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18282697 | PA      | $15753241.98   | 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        |  321399000 | PA      | $318950842.75  | 0.08%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   27133000 | PA      | $17107547.35   | 0.00%             | 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        |   24547168 | PA      | $21166350.49   | 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        |   44464000 | PA      | $43211921.83   | 0.01%             | 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        |    1856000 | PA      | $2104327.23    | 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        |    7970000 | PA      | $7578598.88    | 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        |   10200000 | PA      | $9242484.18    | 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        |    3250000 | PA      | $3100170.15    | 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        |  138887000 | PA      | $138411444.50  | 0.04%             | 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        |      16914 | PA      | $17653.49      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    9362000 | PA      | $9343021.80    | 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        |   17448000 | PA      | $15648364.85   | 0.00%             | 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        |   13520000 | PA      | $12188028.20   | 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        |     567973 | PA      | $544196.59     | 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        |   29492000 | PA      | $29943776.83   | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702768                      | CUSIP: 31401AW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5795 | PA      | $5935.73       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26329628 | PA      | $21500500.13   | 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        |       5361 | PA      | $5584.43       | 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        |   10439214 | PA      | $9764792.70    | 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        |  522007000 | PA      | $522353643.97  | 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        |   38368000 | PA      | $39388357.73   | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    4727000 | PA      | $4271986.57    | 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        |    2800000 | PA      | $2825831.40    | 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        |   36056815 | PA      | $33236468.90   | 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        |    5400000 | PA      | $4836173.58    | 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        |    6198000 | PA      | $6375681.27    | 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        |    1761870 | PA      | $1617245.96    | 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        |   20791000 | PA      | $18919722.54   | 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        |   13878000 | PA      | $13784418.14   | 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        |    6835000 | PA      | $7465792.53    | 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        |    1795350 | PA      | $1672068.93    | 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        |   13708000 | PA      | $14993708.45   | 0.00%             | 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        |    7490000 | PA      | $7484124.72    | 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        |        572 | PA      | $573.90        | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07152                      | CUSIP: 3128M9H54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53929 | PA      | $52513.61      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   17500000 | PA      | $16217291.04   | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5263                      | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     892409 | PA      | $835350.74     | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00690                      | CUSIP: 31292GXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6431 | PA      | $6552.31       | 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        |    4999000 | PA      | $4970400.72    | 0.00%             | 2030-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC8919                      | CUSIP: 3140F44D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73346 | PA      | $71692.38      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   22929000 | PA      | $14497938.65   | 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        |    7500000 | PA      | $7009915.28    | 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        |   13437727 | PA      | $12604787.25   | 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        |   64922000 | PA      | $69111712.42   | 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        |   22694000 | PA      | $18368006.54   | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6314                      | CUSIP: 3138WGAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1882260 | PA      | $1809439.57    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   10010000 | PA      | $9670848.07    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564360                      | CUSIP: 36213T5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5527 | PA      | $5741.42       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8489                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34705966 | PA      | $33723779.88   | 0.01%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05508                      | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     707826 | PA      | $719718.00     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   23055000 | PA      | $24324510.06   | 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        |   17957001 | PA      | $16524355.12   | 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        |   51296000 | PA      | $47094404.74   | 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        |    4378594 | PA      | $4412877.27    | 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        |   20373000 | PA      | $20663686.74   | 0.01%             | 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        |   17299000 | PA      | $14870092.39   | 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        |     170681 | PA      | $176035.01     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     115000 | PA      | $128646.67     | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | 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        |   26225000 | PA      | $23518134.18   | 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        |    4443446 | PA      | $4190955.09    | 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        |      44437 | PA      | $46459.51      | 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        |   16315000 | PA      | $15605132.41   | 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        |      48892 | PA      | $50902.40      | 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        |    8282000 | PA      | $8284363.38    | 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        |   44820000 | PA      | $42559246.11   | 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        |   34734000 | PA      | $34485998.69   | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5664000 | PA      | $3942682.15    | 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        |   10112107 | PA      | $10255913.37   | 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        |    3988148 | PA      | $3755242.56    | 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        |    2675586 | PA      | $2591754.00    | 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        |   40024000 | PA      | $39657783.33   | 0.01%             | 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        |    2575000 | PA      | $2735635.45    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8270                      | CUSIP: 36179XFK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254462 | PA      | $258889.01     | 0.00%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5614                      | CUSIP: 31418FGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35085075 | PA      | $35259216.58   | 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        |   44108000 | PA      | $44826834.59   | 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        |   10220000 | PA      | $9811163.06    | 0.00%             | 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        |     162375 | PA      | $169434.18     | 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        |    6405000 | PA      | $6350708.02    | 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        |    3946000 | PA      | $3316790.12    | 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        |   28014000 | PA      | $24642855.22   | 0.01%             | 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        |    6875000 | PA      | $5123577.27    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6511                      | CUSIP: 3138YLGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3592 | PA      | $3529.95       | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7706                      | CUSIP: 31416RR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49168 | PA      | $48050.00      | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17451468 | PA      | $17145777.37   | 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        |   16535000 | PA      | $15010631.03   | 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        |    7653852 | PA      | $7979669.67    | 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        |   90807609 | PA      | $92590407.25   | 0.02%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8393                      | CUSIP: 3132DWKE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2984652 | PA      | $2885735.49    | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                             | PENTAIR FINANCE                | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    6166000 | PA      | $6130982.97    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0153                      | CUSIP: 3140QKE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26722623 | PA      | $21495734.32   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08548                      | CUSIP: 3132GTZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3088812 | PA      | $2926098.00    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1430044.17    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     600000 | PA      | $534654.66     | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4406                      | CUSIP: 3132E03P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20114478 | PA      | $21368720.27   | 0.01%             | 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        |    9029000 | PA      | $8414350.60    | 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        |     569569 | PA      | $521674.72     | 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        |   31489667 | PA      | $29164328.02   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 524356                      | CUSIP: 31384HQH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1288 | PA      | $1340.11       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  170988347 | PA      | $144927175.32  | 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        |      10251 | PA      | $10547.75      | 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        |       2252 | PA      | $2349.21       | 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        |   74202907 | PA      | $74887146.88   | 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        |    5751478 | PA      | $5445126.55    | 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        |  151931710 | PA      | $130520277.69  | 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        |    7680000 | PA      | $5354944.51    | 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        |   19690663 | PA      | $19898386.16   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8440000 | PA      | $8351799.97    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743830                      | CUSIP: 31403BLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74385 | PA      | $75330.28      | 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        |   12547000 | PA      | $10234660.95   | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2081936.31    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1316894 | PA      | $1270860.81    | 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        |     254912 | PA      | $267620.81     | 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        |      39375 | PA      | $41015.14      | 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       |   77322000 | PA      | $75893595.66   | 0.02%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250730                      | CUSIP: 31371FPP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        376 | PA      | $376.74        | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8446                      | CUSIP: 3132DWL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22661405 | PA      | $22799553.72   | 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        |   14778000 | PA      | $14327055.39   | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551829                      | CUSIP: 36213EA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1859 | PA      | $1938.72       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    5091000 | PA      | $4948570.23    | 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        |   20935000 | PA      | $18193127.56   | 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        |   43213244 | PA      | $36586389.21   | 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        |    1330000 | PA      | $1123071.95    | 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        |   24809106 | PA      | $25674762.98   | 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        |    8814000 | PA      | $8740762.00    | 0.00%             | 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        |  381537000 | PA      | $378556242.19  | 0.10%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   29350000 | PA      | $23964391.20   | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8348                      | CUSIP: 3132D6HZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16030233 | PA      | $15929208.69   | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $4080797.35    | 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        |    7114000 | PA      | $4843476.77    | 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        |   18438419 | PA      | $19410591.61   | 0.01%             | 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        |   22470107 | PA      | $19206831.69   | 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        |   19899399 | PA      | $17059209.80   | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1989                      | CUSIP: 3140QMF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     288873 | PA      | $273170.61     | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9902000 | PA      | $9368941.59    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   31456000 | PA      | $30480505.54   | 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        |      13533 | PA      | $13867.64      | 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        |    4999000 | PA      | $4875073.84    | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Resolution Funding Corp                                                          | RESOLUTION FUNDG               | CUSIP: 761157AB2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     110000 | PA      | $127643.12     | 0.00%             | 2030-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    9861000 | PA      | $7887761.15    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564706                      | CUSIP: 36213UKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1311 | PA      | $1326.39       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   13540000 | PA      | $13374924.22   | 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        |      14735 | PA      | $15420.77      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C48773                      | CUSIP: 31298HXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19813 | PA      | $20801.24      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545437                      | CUSIP: 31385H4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        180 | PA      | $188.52        | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   10941000 | PA      | $11011356.04   | 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        |   31195000 | PA      | $31736637.96   | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14037000 | PA      | $13478340.46   | 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       |   42770000 | PA      | $42954868.74   | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    7803000 | PA      | $7811594.26    | 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        |   13075000 | PA      | $13377914.57   | 0.00%             | 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        |   45195000 | PA      | $45926368.10   | 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        |    6807000 | PA      | $5428524.55    | 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        |      17962 | PA      | $18869.87      | 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        |   10673000 | PA      | $10552251.31   | 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        |   52234000 | PA      | $51869460.62   | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0561                      | CUSIP: 31417YTT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1673851 | PA      | $1632255.43    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2722999 | PA      | $2568124.41    | 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        |    6335000 | PA      | $6412381.86    | 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        |   22272000 | PA      | $21831908.64   | 0.01%             | 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        |   25221000 | PA      | $20466982.57   | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616031                      | CUSIP: 36290SLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26307 | PA      | $27574.14      | 0.00%             | 2033-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    6530000 | PA      | $6494225.96    | 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        |    8548000 | PA      | $7959242.92    | 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        |   29782000 | PA      | $30138521.28   | 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        |   15360000 | PA      | $15346831.07   | 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        |   12500000 | PA      | $12162878.81   | 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        |    3645000 | PA      | $2661803.90    | 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        |     517891 | PA      | $501053.83     | 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        |   15073000 | PA      | $13662972.52   | 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        |   31931308 | PA      | $25715546.59   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $990771.27     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5248                      | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25783465 | PA      | $26703782.46   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3873853 | PA      | $3861885.69    | 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        |    8165000 | PA      | $8221749.43    | 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        |   23006770 | PA      | $23957388.56   | 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        |    4596707 | PA      | $4343962.70    | 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        |   65509000 | PA      | $46943515.67   | 0.01%             | 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        |    1750000 | PA      | $1678355.35    | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937722                      | CUSIP: 31412XG73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76300 | PA      | $79839.83      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57320                      | CUSIP: 3128KLDZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25691 | PA      | $26848.70      | 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        |      72944 | PA      | $75253.36      | 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        |   12690000 | PA      | $12697385.05   | 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        |     770607 | PA      | $701985.02     | 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        |    6400000 | PA      | $6508796.11    | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6050                      | CUSIP: 3138W3WL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2728584 | PA      | $2498746.37    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     255000 | PA      | $256007.00     | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4686480.60    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6847                      | CUSIP: 3138WGTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84122 | PA      | $80686.36      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | 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        |    4493000 | PA      | $4517327.00    | 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        |   12905000 | PA      | $12511627.95   | 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        |    4570000 | PA      | $4593589.74    | 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        |    7392000 | PA      | $8079790.69    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304414 | PA      | $302715.21     | 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        |    3625000 | PA      | $3192251.00    | 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        |    4155000 | PA      | $4043412.87    | 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        |    7256000 | PA      | $5228034.02    | 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        |   19011000 | PA      | $18940715.75   | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31738                      | CUSIP: 31297L4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10771 | PA      | $11096.43      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42185073 | PA      | $37207204.49   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2717                      | CUSIP: 3138M6AT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257543 | PA      | $254795.14     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2442568.12    | 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        |       5779 | PA      | $6002.95       | 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        |       2060 | PA      | $2055.80       | 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        |    7299000 | PA      | $6141684.80    | 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        |    6189000 | PA      | $6079623.68    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   44245000 | PA      | $46004748.85   | 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        |    5985873 | PA      | $5573642.98    | 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        |    1142973 | PA      | $1121166.26    | 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        |    6482000 | PA      | $4631478.15    | 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        |   31606000 | PA      | $26866145.74   | 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        |    2503022 | PA      | $2424063.10    | 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        |  112104000 | PA      | $101687527.74  | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562317                      | CUSIP: 31386FVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        226 | PA      | $225.84        | 0.00%             | 2031-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947698                      | CUSIP: 31413KKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     288308 | PA      | $301901.15     | 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        |    2790022 | PA      | $2708254.63    | 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        |   11111000 | PA      | $11017353.46   | 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        |    5185101 | PA      | $4612144.07    | 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        |   53307483 | PA      | $45865630.28   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40182                      | CUSIP: 3128K0FX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6000 | PA      | $6094.71       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2548651.94    | 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        |   49492134 | PA      | $42517306.65   | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2950000 | PA      | $2570114.95    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6674000 | PA      | $6836440.15    | 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        |   18555000 | PA      | $18876245.89   | 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        |   18411000 | PA      | $17655432.80   | 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        |    1325000 | PA      | $1274708.04    | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                      | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5249426 | PA      | $5455024.50    | 0.00%             | 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        |   14065000 | PA      | $13954144.25   | 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        |   11800000 | PA      | $11213255.19   | 0.00%             | 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        |   26919000 | PA      | $28248291.06   | 0.01%             | 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        |    3943000 | PA      | $3978592.80    | 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        |   14203000 | PA      | $14215051.46   | 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        |    6248000 | PA      | $4927280.45    | 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        |    7481000 | PA      | $5631771.72    | 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        |   15600000 | PA      | $15556721.63   | 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        |    6325000 | PA      | $7440232.86    | 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        |   11835000 | PA      | $10272697.09   | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491195                      | CUSIP: 36210FUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $462.08        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4762                      | CUSIP: 3140J9JG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        568 | PA      | $567.33        | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1381                      | CUSIP: 31427NRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28763018 | PA      | $29795081.29   | 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        |   32660000 | PA      | $32262376.85   | 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        |       2350 | PA      | $2394.11       | 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        |   15954000 | PA      | $17758517.91   | 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        |    6865000 | PA      | $6617093.10    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $5577914.58    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8669000 | PA      | $8819292.90    | 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        |   10485000 | PA      | $10495677.93   | 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        |      76999 | PA      | $79398.67      | 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        |    8500000 | PA      | $8456501.67    | 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        |    2304338 | PA      | $2242561.92    | 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        |    5450000 | PA      | $4899524.22    | 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        |   46405000 | PA      | $39920022.73   | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4517                      | CUSIP: 31418EAT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     784086 | PA      | $741464.24     | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13565371 | PA      | $12218998.74   | 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        |      28736 | PA      | $30054.43      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5851                      | CUSIP: 31418FQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     994379 | PA      | $959170.75     | 0.00%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    5600000 | PA      | $5620069.84    | 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        |   30750000 | PA      | $30749090.45   | 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        |      11206 | PA      | $11765.20      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2350562.21    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8230000 | PA      | $8331183.98    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543874                      | CUSIP: 36212UFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8802 | PA      | $9154.52       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6959000 | PA      | $7030791.45    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                      | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8352237 | PA      | $7552139.58    | 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        |    2445000 | PA      | $1781263.73    | 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        |     395000 | PA      | $395328.76     | 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        |   26311000 | PA      | $26074307.04   | 0.01%             | 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        |   28528252 | PA      | $28855949.96   | 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        |    5225000 | PA      | $5056167.19    | 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        |    6100000 | PA      | $5934375.85    | 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        |   15580000 | PA      | $15465761.29   | 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        |   33411000 | PA      | $33933953.71   | 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        |    3441000 | PA      | $3101240.18    | 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        |   11830000 | PA      | $11740235.33   | 0.00%             | 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        |    8620000 | PA      | $8769349.22    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491506                      | CUSIP: 36210GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5914 | PA      | $6010.63       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   17084000 | PA      | $13284877.19   | 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        |    5520000 | PA      | $5186776.64    | 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        |   39280000 | PA      | $39731620.45   | 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        |    4070000 | PA      | $3919257.13    | 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        |   30405000 | PA      | $22312079.18   | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    7657000 | PA      | $7627427.39    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 963553                      | CUSIP: 31414D5N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.77         | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18584000 | PA      | $17051529.22   | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   12855000 | PA      | $12777890.99   | 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        |       3127 | PA      | $3182.55       | 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        |    8550000 | PA      | $7602305.18    | 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        |    4240000 | PA      | $3817969.13    | 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        |    8267000 | PA      | $8446486.86    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252716                      | CUSIP: 31371HVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2759 | PA      | $2896.13       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $8919886.84    | 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        |    4093000 | PA      | $3682719.34    | 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        |   12210000 | PA      | $12286127.04   | 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        |   30073000 | PA      | $36351737.96   | 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       |   46280000 | PA      | $46063847.29   | 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        |   38867000 | PA      | $35525030.64   | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4424000 | PA      | $4150910.14    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1468                      | CUSIP: 3138EHT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1664950 | PA      | $1580653.13    | 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        |   12370000 | PA      | $11955390.58   | 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        |   33464011 | PA      | $34225574.85   | 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        |   13750000 | PA      | $11476250.17   | 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        |    1393119 | PA      | $1351325.21    | 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        |   19995000 | PA      | $12331659.89   | 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        |    3875000 | PA      | $3971364.28    | 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        |    8225000 | PA      | $8116493.33    | 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        |   26967074 | PA      | $25084648.63   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 723119                      | CUSIP: 31402AK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46971 | PA      | $47544.05      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0050                      | CUSIP: 3142J6BU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65876444 | PA      | $67104558.30   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    5507000 | PA      | $5510909.22    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889637                      | CUSIP: 31410KLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26357 | PA      | $26911.02      | 0.00%             | 2034-07-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53432470 | PA      | $46884929.61   | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4631609.85    | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485545                      | CUSIP: 36209YL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6742 | PA      | $6987.56       | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    6902000 | PA      | $5638334.14    | 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        |    6473000 | PA      | $5632072.79    | 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        |    7840000 | PA      | $7741610.61    | 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        |  322815000 | PA      | $221695722.44  | 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        |    1600000 | PA      | $1564390.40    | 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        |    9236096 | PA      | $8229932.60    | 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        |    1333655 | PA      | $1291822.55    | 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        |      86493 | PA      | $86100.97      | 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        |    5225000 | PA      | $3783663.90    | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | 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        |    6405000 | PA      | $6081920.91    | 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        |   11700000 | PA      | $11436995.03   | 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        |      57495 | PA      | $60239.19      | 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        |   24611000 | PA      | $25243030.55   | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0922                      | CUSIP: 3140HEAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89441 | PA      | $87399.35      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   15333000 | PA      | $11095661.95   | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8494                      | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40664435 | PA      | $40883742.27   | 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        |        356 | PA      | $356.63        | 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        |   11980000 | PA      | $13131060.39   | 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        |    6845000 | PA      | $6910509.08    | 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        |      25028 | PA      | $24983.31      | 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        |   16162000 | PA      | $16082416.43   | 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        |       2691 | PA      | $2760.98       | 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        |    8029000 | PA      | $8285990.91    | 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        |   11388000 | PA      | $11483140.90   | 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        |   15980000 | PA      | $16078350.90   | 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        |     117067 | PA      | $120488.80     | 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        |   12234277 | PA      | $11281141.29   | 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        |   67344000 | PA      | $66933198.16   | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18670                      | CUSIP: 3128MMW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     297876 | PA      | $289952.13     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10196000 | PA      | $9789014.90    | 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        |  535921000 | PA      | $341440290.68  | 0.09%             | 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        |    9443000 | PA      | $9355821.44    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | 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        |   18746000 | PA      | $18557823.66   | 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        |    2855000 | PA      | $2890271.35    | 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        |    7974000 | PA      | $7766730.15    | 0.00%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0022                      | CUSIP: 31417YAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1741 | PA      | $1742.39       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20451000 | PA      | $19242634.46   | 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        |   35968000 | PA      | $26215597.39   | 0.01%             | 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        |   22897000 | PA      | $21825734.54   | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2726                      | CUSIP: 3140XJA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3909854 | PA      | $3601583.88    | 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        |   13020000 | PA      | $12797656.95   | 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        |      85129 | PA      | $84856.50      | 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        |   16706000 | PA      | $16892228.34   | 0.00%             | 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        |    3636000 | PA      | $3582278.51    | 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        |   28600000 | PA      | $28500597.84   | 0.01%             | 2030-04-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $5019243.94    | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41677417 | PA      | $37137153.77   | 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        |    2281339 | PA      | $2208455.78    | 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        |   11059000 | PA      | $6718059.49    | 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        |     733928 | PA      | $707779.45     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5055                      | CUSIP: 3140X8TM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     665145 | PA      | $641183.77     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7088959 | PA      | $6558671.87    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566309                      | CUSIP: 36213WDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7451 | PA      | $7745.66       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 2024-5YR8 A3             | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6270000 | PA      | $6501009.37    | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555514                      | CUSIP: 36213JDT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4411 | PA      | $4541.81       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10787000 | PA      | $10772906.64   | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46901                      | CUSIP: 3128K7U22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58865 | PA      | $59727.96      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   89542561 | PA      | $76174760.79   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 502162                      | CUSIP: 31383FZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        939 | PA      | $949.95        | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4908                      | CUSIP: 3131XYNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1110880 | PA      | $1032987.90    | 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        |    5500000 | PA      | $5420749.85    | 0.00%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22806000 | PA      | $20923603.14   | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2190777 | PA      | $1792389.11    | 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        |    6245000 | PA      | $5441884.13    | 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        |      51285 | PA      | $53503.57      | 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        |     435455 | PA      | $422528.64     | 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        |    4178000 | PA      | $4207700.15    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    9581000 | PA      | $8470022.16    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5263000 | PA      | $4867945.23    | 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        |    3126000 | PA      | $3144200.54    | 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        |    3090000 | PA      | $3061047.63    | 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        |    8606121 | PA      | $7668586.00    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5689                      | CUSIP: 3140XMKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7325137 | PA      | $7349426.29    | 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        |    5000000 | PA      | $4921067.00    | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5324                      | CUSIP: 31418E4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1226459 | PA      | $1237911.64    | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   11083000 | PA      | $10938731.29   | 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        |   62581280 | PA      | $64722736.30   | 0.02%             | 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        |   24515000 | PA      | $18388607.23   | 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        |    3499000 | PA      | $3526642.00    | 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        |    8963000 | PA      | $8903113.90    | 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        |   13757000 | PA      | $13274822.74   | 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        |   25145000 | PA      | $23911773.23   | 0.01%             | 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        |    7937000 | PA      | $8406620.61    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                      | DAYTON PWR & LT                | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    5329000 | PA      | $3938717.63    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15777000 | PA      | $15549262.71   | 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        |    7800000 | PA      | $7984801.50    | 0.00%             | 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        |    4625395 | PA      | $4460750.66    | 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        |    4900000 | PA      | $4902468.13    | 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        |    6459000 | PA      | $6378548.92    | 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        |   32512360 | PA      | $33168059.64   | 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        |   21653000 | PA      | $20485104.31   | 0.01%             | 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        |    8325000 | PA      | $5781003.43    | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00570                      | CUSIP: 31292GT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        631 | PA      | $662.63        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2650                      | CUSIP: 3140W25L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32580001 | PA      | $32972058.71   | 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        |   47180311 | PA      | $46820721.99   | 0.01%             | 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        |    4988354 | PA      | $4843016.72    | 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        |   70873393 | PA      | $70162192.77   | 0.02%             | 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        |   14287338 | PA      | $14727819.18   | 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        |   10138251 | PA      | $10492001.98   | 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        |   58434000 | PA      | $67129706.08   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 392072                      | CUSIP: 31377ZQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         74 | PA      | $74.58         | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2890                      | CUSIP: 3140E7F88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47317 | PA      | $46349.32      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5369                      | CUSIP: 3133KY6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35284883 | PA      | $35599225.92   | 0.01%             | 2045-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9852000 | PA      | $9912327.65    | 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        |   23448059 | PA      | $19727675.28   | 0.01%             | 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        |   20291000 | PA      | $12527732.32   | 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        |    6736000 | PA      | $5996333.66    | 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        |    1484744 | PA      | $1510024.94    | 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        |   15559000 | PA      | $10840588.62   | 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        |    2992682 | PA      | $2834958.84    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15434000 | PA      | $12622060.44   | 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        |     677699 | PA      | $667180.64     | 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        |   25287666 | PA      | $26350309.31   | 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        |   33918072 | PA      | $34397779.12   | 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        |     765000 | PA      | $765290.78     | 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        |      11127 | PA      | $11446.82      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434329                      | CUSIP: 36207KPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        679 | PA      | $687.61        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   16756000 | PA      | $13920689.30   | 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        |   11518000 | PA      | $11709699.61   | 0.00%             | 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        |     871301 | PA      | $873821.37     | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9492000 | PA      | $9179159.94    | 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        |    1075000 | PA      | $942383.92     | 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        |      12998 | PA      | $13988.83      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9197000 | PA      | $9890415.63    | 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        |   25055687 | PA      | $22427954.12   | 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        |     224014 | PA      | $213664.74     | 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        |   22918000 | PA      | $22925070.32   | 0.01%             | 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        |    6100000 | PA      | $6043831.81    | 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        |    6950000 | PA      | $6999125.94    | 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        |   19033911 | PA      | $17232758.69   | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1085958 | PA      | $1066538.60    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3501                      | CUSIP: 31418C3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2971068 | PA      | $2991133.06    | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8220                      | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33215038 | PA      | $29267095.20   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13470000 | PA      | $12279318.82   | 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        |    4294768 | PA      | $4327799.04    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723625                      | CUSIP: 3620A94J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223642 | PA      | $222443.53     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21525945 | PA      | $19808561.85   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    9347000 | PA      | $8857207.61    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4404                      | CUSIP: 3138A53N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     717367 | PA      | $698916.30     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15776000 | PA      | $16008267.86   | 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        |    4500000 | PA      | $4531584.40    | 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        |   20801000 | PA      | $20622806.47   | 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        |    2683000 | PA      | $2653921.32    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930770                      | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94738 | PA      | $94827.63      | 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        |   27482672 | PA      | $28004471.64   | 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        |    4568000 | PA      | $4376959.66    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA6028                      | CUSIP: 31418FVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30790000 | PA      | $29699812.31   | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | 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        |    9050000 | PA      | $9185273.97    | 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        |     540740 | PA      | $537663.61     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   10399000 | PA      | $11292507.06   | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8959000 | PA      | $8696854.29    | 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        |    8458147 | PA      | $8924763.11    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848368                      | CUSIP: 31408DQV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1798 | PA      | $1861.68       | 0.00%             | 2035-12-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832414                      | CUSIP: 31407JYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171345 | PA      | $173824.75     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   33140000 | PA      | $33381272.12   | 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        |    5462987 | PA      | $5343393.04    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9691                      | CUSIP: 3138WKXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140869 | PA      | $137175.90     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6404980.52    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9031130.13    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8237536.84    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5324000 | PA      | $5419304.00    | 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        |   10134000 | PA      | $7882348.70    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2517000 | PA      | $2592533.23    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40934894 | PA      | $39814805.08   | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7608982 | PA      | $6768184.01    | 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        |      39390 | PA      | $41187.72      | 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        |    4100000 | PA      | $4112263.92    | 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        |    3905000 | PA      | $3959915.17    | 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        |    9415000 | PA      | $11746438.33   | 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        |   15559064 | PA      | $14014816.31   | 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        |    1042708 | PA      | $1038772.99    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18060000 | PA      | $17822389.63   | 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        |    3445098 | PA      | $3422024.94    | 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        |    6946000 | PA      | $7219918.96    | 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        |   20555000 | PA      | $20515374.79   | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 541225                      | CUSIP: 31385DHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        377 | PA      | $395.66        | 0.00%             | 2030-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97019                      | CUSIP: 312945YQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66435 | PA      | $64900.85      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | 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        |    7950000 | PA      | $8148583.05    | 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        |   16424000 | PA      | $17081101.26   | 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        |   38345212 | PA      | $39957877.89   | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9870000 | PA      | $8704153.26    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0563                      | CUSIP: 3138W9TV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19632 | PA      | $19487.75      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27663000 | PA      | $27500704.11   | 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        |   27462000 | PA      | $25514014.68   | 0.01%             | 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        |      11485 | PA      | $12057.31      | 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        |   13936000 | PA      | $13058678.58   | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 548984                      | CUSIP: 31385P2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1039 | PA      | $1051.15       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1204268 | PA      | $1121333.96    | 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        |   18793000 | PA      | $18344715.35   | 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        |    9183400 | PA      | $9174960.70    | 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        |   22220000 | PA      | $22619180.87   | 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        |    8301379 | PA      | $8626977.00    | 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        |   45891000 | PA      | $44403318.52   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723517                      | CUSIP: 3620A9YN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132180 | PA      | $131471.35     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2152172 | PA      | $2054090.33    | 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        |   22859000 | PA      | $20147263.84   | 0.01%             | 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        |    1682215 | PA      | $1673988.17    | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    9659000 | PA      | $6815823.40    | 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        |    6937973 | PA      | $6290102.68    | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995112                      | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1407130 | PA      | $1447782.40    | 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        |    5754000 | PA      | $5676952.19    | 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        |    9670000 | PA      | $10333988.71   | 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        |      12935 | PA      | $13447.81      | 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        |   24903000 | PA      | $25305515.34   | 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        |     247026 | PA      | $258335.52     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18726                      | CUSIP: 3128MMYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1185584 | PA      | $1155724.14    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   17110000 | PA      | $16989576.72   | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552521                      | CUSIP: 36213EYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1996 | PA      | $2086.00       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ES4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    7850000 | PA      | $7661698.25    | 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        |   17781000 | PA      | $17544124.38   | 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        |    2235940 | PA      | $2164004.47    | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     925000 | PA      | $947964.84     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  632460000 | PA      | $449516005.49  | 0.12%             | 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        |   27795000 | PA      | $27548762.62   | 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        |    2511600 | PA      | $2490511.22    | 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        |    5206840 | PA      | $4815716.83    | 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        |    1990471 | PA      | $1920101.41    | 0.00%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 505085                      | CUSIP: 36210XCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        307 | PA      | $316.21        | 0.00%             | 2029-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783590                      | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     803260 | PA      | $797659.50     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947291                      | CUSIP: 31413J2Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41129 | PA      | $43121.46      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313210                      | CUSIP: 31374F3T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        124 | PA      | $124.44        | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574342                      | CUSIP: 36200WBK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6052 | PA      | $6239.13       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | 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        |    5375000 | PA      | $4857689.58    | 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        |    7658757 | PA      | $7867354.93    | 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        |    2000000 | PA      | $2074746.40    | 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        |    3076000 | PA      | $2727618.17    | 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        |    5860000 | PA      | $4425576.90    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    3470000 | PA      | $3268899.15    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5507                      | CUSIP: 31418FDM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43858 | PA      | $44185.22      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488230                      | CUSIP: 36210CLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1779 | PA      | $1848.14       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3365734.85    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5443                      | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     943453 | PA      | $931544.64     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | 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        |   10403000 | PA      | $10056631.68   | 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        |   52705933 | PA      | $49743948.99   | 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        |   31642000 | PA      | $31473435.57   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3391792 | PA      | $3152909.59    | 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        |    7622719 | PA      | $7101717.90    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559854                      | CUSIP: 36213N5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2144 | PA      | $2227.74       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $119766.32     | 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        |    8315000 | PA      | $7892209.29    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3037922.59    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                                                  | BARINGS BDC INC                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2443121.62    | 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        |     118896 | PA      | $123659.46     | 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        |   11149000 | PA      | $12279554.37   | 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        |   34442000 | PA      | $24046389.86   | 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        |    2650000 | PA      | $2628840.28    | 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        |    8850000 | PA      | $8757389.18    | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV6768                      | CUSIP: 3138XJQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1593091 | PA      | $1570972.63    | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS 5.625 3/10/2037            | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |   14450000 | PA      | $14468639.37   | 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        |   17301000 | PA      | $15092388.93   | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677232                      | CUSIP: 36295QLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1259 | PA      | $1330.51       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     792885 | PA      | $777563.50     | 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        |   37628553 | PA      | $32269686.65   | 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        |    5462000 | PA      | $5138343.44    | 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        |      99988 | PA      | $99094.00      | 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        |   11932531 | PA      | $11077211.91   | 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        |    6999000 | PA      | $7068408.24    | 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        |       9279 | PA      | $9668.27       | 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        |   10761000 | PA      | $10596585.30   | 0.00%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9341000 | PA      | $7173475.23    | 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        |   10861000 | PA      | $9677836.31    | 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        |    5638425 | PA      | $5386749.64    | 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        |    3210816 | PA      | $2739500.73    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0790                      | CUSIP: 3140W02Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40480857 | PA      | $33208050.29   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | 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        |    4140000 | PA      | $4317939.27    | 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        |    9543000 | PA      | $9576759.68    | 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        |    1050000 | PA      | $862566.18     | 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        |   24758000 | PA      | $22583313.80   | 0.01%             | 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        |   11351000 | PA      | $11135639.63   | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   18650000 | PA      | $22044766.25   | 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        |    1642885 | PA      | $1663359.12    | 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        |   17740000 | PA      | $17222325.51   | 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        |    3420000 | PA      | $2173337.37    | 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        |    7779000 | PA      | $7742593.68    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570019                      | CUSIP: 36200RG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1696 | PA      | $1773.26       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7506068 | PA      | $7043728.86    | 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        |   33621000 | PA      | $29742487.67   | 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        |    5600000 | PA      | $5567503.97    | 0.00%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5195000 | PA      | $5324419.81    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16904000 | PA      | $12534767.12   | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427208                      | CUSIP: 36207BR51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3520 | PA      | $3562.86       | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25022577 | PA      | $23453979.26   | 0.01%             | 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        |  204133183 | PA      | $165799951.20  | 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        |    6220000 | PA      | $5095977.26    | 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        |   32495000 | PA      | $27348281.05   | 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        |   17153000 | PA      | $16434209.94   | 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        |    1815000 | PA      | $1807165.17    | 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        |    1123840 | PA      | $1118270.88    | 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        |   26780000 | PA      | $27884612.19   | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 750360                      | CUSIP: 31403JTR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8650 | PA      | $8864.09       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696467                      | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16670 | PA      | $17596.27      | 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        |    3545167 | PA      | $3301021.56    | 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        |   28400905 | PA      | $27230836.18   | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    5169000 | PA      | $3817425.33    | 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        |   33293000 | PA      | $34377231.59   | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA3510                      | CUSIP: 3140E73U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2902096 | PA      | $2704644.55    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10762000 | PA      | $9685785.70    | 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        |   14576000 | PA      | $14668649.95   | 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        |    8020000 | PA      | $8413021.80    | 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        |   11090000 | PA      | $10849470.59   | 0.00%             | 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        |    8305000 | PA      | $8487897.38    | 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        |    5375000 | PA      | $5222668.74    | 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        |   22001000 | PA      | $21953958.70   | 0.01%             | 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        |    4320000 | PA      | $3547746.99    | 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        |    3371847 | PA      | $3287157.59    | 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        |   22220000 | PA      | $21784994.81   | 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        |   16100000 | PA      | $16646322.01   | 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      | $378816.93     | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 575786                      | CUSIP: 31386WUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5193 | PA      | $5452.00       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | 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        |   16041280 | PA      | $15891863.14   | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2397000 | PA      | $2373119.53    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4603                      | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15214167 | PA      | $14377634.37   | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  127018802 | PA      | $104727065.78  | 0.03%             | 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        |   13172000 | PA      | $13015174.07   | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50396                      | CUSIP: 3132XSNN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83899 | PA      | $80644.64      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   53328000 | PA      | $54092904.32   | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1083760.77    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253399                      | CUSIP: 31371JNQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1728 | PA      | $1796.11       | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    6224000 | PA      | $6224571.66    | 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        |     293862 | PA      | $298857.96     | 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        |   31001034 | PA      | $31577535.62   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    6513500 | PA      | $5125101.59    | 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        |    6528398 | PA      | $6482721.69    | 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        |    9770000 | PA      | $9346226.29    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     410000 | PA      | $384836.80     | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | 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        |   11614000 | PA      | $11592714.74   | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                              | NORTH HAVEN PRI                | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7432884.17    | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1117                      | CUSIP: 31427NG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38134222 | PA      | $39032839.24   | 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        |   26180000 | PA      | $25482778.58   | 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        |   14291000 | PA      | $14198687.93   | 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        |    6651000 | PA      | $6911887.22    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7602000 | PA      | $6084820.20    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00921                      | CUSIP: 31292HAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        569 | PA      | $591.01        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    9009000 | PA      | $9069795.75    | 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        |    4750000 | PA      | $4703766.08    | 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        |   12974000 | PA      | $13916408.36   | 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        |       6541 | PA      | $6733.85       | 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        |    4765000 | PA      | $4116799.60    | 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        |   22715000 | PA      | $23447581.99   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814654                      | CUSIP: 31406NBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24499 | PA      | $25216.48      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  646677600 | PA      | $644404120.83  | 0.17%             | 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        |    3238000 | PA      | $3318692.18    | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780977                      | CUSIP: 36225BCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        183 | PA      | $185.38        | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5584                      | CUSIP: 31418FF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1096226 | PA      | $1059210.04    | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | 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        |    4675000 | PA      | $4506046.90    | 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        |   13216000 | PA      | $11899302.22   | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $5433928.14    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10195000 | PA      | $10427504.09   | 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        |     142340 | PA      | $139634.69     | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1913549.92    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2043                      | CUSIP: 3140XHHV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5239521 | PA      | $4460587.92    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835292                      | CUSIP: 31407M7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26722 | PA      | $27478.72      | 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        |    1116888 | PA      | $1150392.38    | 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        |   11387000 | PA      | $8597414.86    | 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        |   14177270 | PA      | $13588411.41   | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 526320                      | CUSIP: 31384KVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        811 | PA      | $846.33        | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     346372 | PA      | $352278.63     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   16181000 | PA      | $15197909.28   | 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        |  171357143 | PA      | $138750380.13  | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   11790000 | PA      | $9136584.68    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $7932065.37    | 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        |    5170000 | PA      | $5293324.77    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9317000 | PA      | $8858254.67    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2188                      | CUSIP: 3140W2NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35558720 | PA      | $30394619.56   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0089                      | CUSIP: 3142GQC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16629127 | PA      | $17331482.87   | 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        |    9957000 | PA      | $8111335.80    | 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        |    2634794 | PA      | $2437699.58    | 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        |   17153000 | PA      | $17029958.82   | 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        |    1301541 | PA      | $1274267.90    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7091                      | CUSIP: 3140HL2Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1056209 | PA      | $1031436.12    | 0.00%             | 2048-06-01      | 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        |    6360779 | PA      | $6041412.10    | 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        |    3784000 | PA      | $2189903.14    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5475                      | CUSIP: 3138WFCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     933537 | PA      | $897472.01     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   12074000 | PA      | $10583044.85   | 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        |    3167883 | PA      | $3033507.65    | 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        |   30664000 | PA      | $29139815.22   | 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        |   22360000 | PA      | $22047521.47   | 0.01%             | 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        |   15930000 | PA      | $16211659.71   | 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        |    4964370 | PA      | $4841587.95    | 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        |   21253000 | PA      | $17466828.31   | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540621                      | CUSIP: 36212QSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2302 | PA      | $2394.15       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35060000 | PA      | $35017670.67   | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574336                      | CUSIP: 36200WBD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11506 | PA      | $11955.67      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   31359000 | PA      | $32340783.00   | 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        |   20000000 | PA      | $20299652.00   | 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        |    5982000 | PA      | $5863271.84    | 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        |   14104000 | PA      | $14344103.36   | 0.00%             | 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        |     507470 | PA      | $484948.71     | 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        |   18373000 | PA      | $18683018.63   | 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        |     109512 | PA      | $114510.35     | 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        |    9953000 | PA      | $9258570.41    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   15305000 | PA      | $15554019.71   | 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        |   27529000 | PA      | $23706185.34   | 0.01%             | 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        |   12153000 | PA      | $12721982.95   | 0.00%             | 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        | 1213558000 | PA      | $1191325241.24 | 0.31%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   82197000 | PA      | $76347146.46   | 0.02%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9678000 | PA      | $9560047.03    | 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        |    9868000 | PA      | $10111189.79   | 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        |   11524000 | PA      | $11612671.49   | 0.00%             | 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        |   31270000 | PA      | $32712618.06   | 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       |   10704000 | PA      | $10796517.47   | 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        |   16643000 | PA      | $18475164.65   | 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        |     186000 | PA      | $184358.29     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2330                      | CUSIP: 3140X5SU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5355677 | PA      | $4980152.65    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448805                      | CUSIP: 36208ER21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        270 | PA      | $272.61        | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2276000 | PA      | $1755786.28    | 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        |   19900000 | PA      | $19276433.70   | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552714                      | CUSIP: 36213FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1414 | PA      | $1443.08       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0595                      | CUSIP: 31427MUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13542267 | PA      | $13958720.63   | 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        |    5940291 | PA      | $5096161.67    | 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        |   16119000 | PA      | $13513610.40   | 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        |    7787000 | PA      | $7371534.36    | 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        |    9004347 | PA      | $8023429.69    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | 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        |   22417000 | PA      | $17907788.51   | 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        |    6640911 | PA      | $6583108.77    | 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        |   34140537 | PA      | $35359152.75   | 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        |   15025000 | PA      | $14954241.49   | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1897000 | PA      | $1836275.79    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 521270                      | CUSIP: 31384ECF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5747 | PA      | $6033.43       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80395                      | CUSIP: 31335GNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $2.55          | 0.00%             | 2026-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   46394000 | PA      | $45412197.20   | 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        |    1713060 | PA      | $1737823.19    | 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        |   31104000 | PA      | $31279661.58   | 0.01%             | 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        |     437167 | PA      | $448567.67     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   11405000 | PA      | $10986771.50   | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3810                      | CUSIP: 3138A5GU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     361878 | PA      | $353056.26     | 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        |    6193931 | PA      | $6058335.81    | 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        |    3175000 | PA      | $2812044.16    | 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        |  153125000 | PA      | $115746948.63  | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67717                      | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2300056 | PA      | $2206523.49    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12554000 | PA      | $10907253.17   | 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        |    5323000 | PA      | $4322274.51    | 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        |    7200000 | PA      | $5533688.29    | 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        |       9637 | PA      | $9927.70       | 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        |   17545374 | PA      | $18174383.19   | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6263                      | CUSIP: 3132DT5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8619278 | PA      | $8974571.63    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778974                      | CUSIP: 36176XFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     507791 | PA      | $478884.90     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  647729000 | PA      | $642972240.16  | 0.17%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11085000 | PA      | $10426965.75   | 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        |    4815000 | PA      | $4849591.32    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $3876660.73    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5265                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2465062 | PA      | $2426883.49    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   16476000 | PA      | $15090039.60   | 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        |   32286650 | PA      | $28940923.38   | 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        |    4877000 | PA      | $4275095.58    | 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        |    5433000 | PA      | $5433395.73    | 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        |     650000 | PA      | $684350.81     | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1439916.38    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00557                      | CUSIP: 31292GTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1733 | PA      | $1819.14       | 0.00%             | 2027-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01622                      | CUSIP: 31292HYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123410 | PA      | $125101.79     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781080                      | CUSIP: 36225BFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        452 | PA      | $464.52        | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   14780000 | PA      | $14933063.09   | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538285                      | CUSIP: 36212M6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4479 | PA      | $4656.76       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   12264000 | PA      | $10411377.72   | 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        |    4158222 | PA      | $3871389.78    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2092                      | CUSIP: 31416XKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223899 | PA      | $217906.49     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 690045                      | CUSIP: 36296FTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46800 | PA      | $46674.70      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 A3             | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $8044796.83    | 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        |    4565000 | PA      | $5165642.64    | 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        |    4817000 | PA      | $4792393.84    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719228                      | CUSIP: 3620A5A58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127677 | PA      | $126957.95     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460833                      | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        501 | PA      | $520.90        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                      | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2802716 | PA      | $2662642.12    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3228                      | CUSIP: 3140QASS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1776 | PA      | $1734.53       | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8700000 | PA      | $7711195.41    | 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        |   55511000 | PA      | $56494599.20   | 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        |   14463000 | PA      | $10002243.57   | 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        |     848032 | PA      | $839031.50     | 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        |   20696000 | PA      | $20770614.97   | 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        |    6679703 | PA      | $6548322.40    | 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       |   16345000 | PA      | $16385260.40   | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                         | APA CORP                       | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4037000 | PA      | $4143854.03    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28693000 | PA      | $26399866.05   | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 944800                      | CUSIP: 31413GDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21088 | PA      | $22072.78      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7830                      | CUSIP: 3138MBVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397681 | PA      | $393436.39     | 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        |    6665000 | PA      | $6709311.48    | 0.00%             | 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        |    5350000 | PA      | $4860768.18    | 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        |   11342000 | PA      | $11343981.04   | 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        |   61573917 | PA      | $59687193.99   | 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        |   18887771 | PA      | $17693269.15   | 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        |   19444254 | PA      | $19388383.03   | 0.01%             | 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        |    8110000 | PA      | $7914376.30    | 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        |   30083000 | PA      | $30357839.67   | 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        |      24139 | PA      | $25516.34      | 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        |    2467023 | PA      | $2423774.65    | 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        |    1499220 | PA      | $1377044.45    | 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        |    6024000 | PA      | $5571000.31    | 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        |   16662000 | PA      | $15368712.70   | 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        |     157615 | PA      | $164559.27     | 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        |   42198000 | PA      | $42167678.56   | 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        |   10450000 | PA      | $9714278.20    | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89601                      | CUSIP: 312936U21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177389 | PA      | $177134.11     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26649000 | PA      | $25802644.69   | 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        |    2745000 | PA      | $2982961.34    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2587                      | CUSIP: 3132DP2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11827957 | PA      | $11402724.91   | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8112                      | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     721953 | PA      | $682708.23     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1585900 | PA      | $1179838.18    | 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        |    2575000 | PA      | $2668422.29    | 0.00%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5164                      | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19571556 | PA      | $19379577.13   | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  105519396 | PA      | $81294295.53   | 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        |    3575000 | PA      | $3548836.72    | 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        |   24461744 | PA      | $25311188.05   | 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        |     768669 | PA      | $781937.07     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00673                      | CUSIP: 31283GXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         80 | PA      | $80.79         | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | 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        |   40350000 | PA      | $41076272.74   | 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        |      16170 | PA      | $16906.70      | 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        |   18988000 | PA      | $17558345.09   | 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        |   27344000 | PA      | $21151702.51   | 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        |   26337368 | PA      | $26186017.82   | 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        |   10259000 | PA      | $8553822.53    | 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        |    8875000 | PA      | $8775075.97    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4383                      | CUSIP: 3132E02Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18260110 | PA      | $18863016.98   | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574355                      | CUSIP: 36200WBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1861 | PA      | $1894.80       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7959000 | PA      | $8109041.34    | 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        |   13620799 | PA      | $12224071.84   | 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        |      62508 | PA      | $65249.22      | 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        |    9762205 | PA      | $9416197.24    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9109                      | CUSIP: 3138ABDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     412622 | PA      | $410765.95     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1062903 | PA      | $1020335.01    | 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        |   43599789 | PA      | $43022240.36   | 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        |   24001000 | PA      | $19326290.55   | 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        |   26937989 | PA      | $28051965.97   | 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        |    8858000 | PA      | $8392796.34    | 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        |    3940419 | PA      | $3699533.74    | 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        |   20549708 | PA      | $20463725.92   | 0.01%             | 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        |    4255026 | PA      | $4151337.42    | 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        |    4050000 | PA      | $4063497.26    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458939                      | CUSIP: 36208RZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        859 | PA      | $892.59        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   11783000 | PA      | $11728158.29   | 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        |    5497000 | PA      | $5003254.83    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    4124000 | PA      | $3291968.40    | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470293                      | CUSIP: 36209FNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1495 | PA      | $1553.44       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   14588000 | PA      | $13115433.97   | 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        |   27445322 | PA      | $25452942.98   | 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        |    7280000 | PA      | $4742091.55    | 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        |   15874000 | PA      | $12229165.87   | 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        |       4641 | PA      | $4728.63       | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 363736                      | CUSIP: 31376SBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        388 | PA      | $389.31        | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    6528500 | PA      | $6300856.87    | 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        |    8674254 | PA      | $8914576.40    | 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        |   46013000 | PA      | $44176629.29   | 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        |   14539000 | PA      | $15090063.84   | 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        |   24762339 | PA      | $22134418.34   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    7003000 | PA      | $6951380.55    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5815                      | CUSIP: 3140X9N92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2163928 | PA      | $2047651.67    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5005                      | CUSIP: 3138YJR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9651 | PA      | $9294.01       | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   24732000 | PA      | $14482673.86   | 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        |   53023262 | PA      | $45753645.65   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3203762.35    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3842                      | CUSIP: 3132E0HT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14907711 | PA      | $15276475.50   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10120000 | PA      | $8307646.79    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3248                      | CUSIP: 3140W3TE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3727280 | PA      | $3159186.66    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22753000 | PA      | $22005246.45   | 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        |    3739000 | PA      | $3624485.93    | 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        |    9700000 | PA      | $9181410.49    | 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        |    5597704 | PA      | $5835154.47    | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4040                      | CUSIP: 3140W4P27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14856493 | PA      | $15147724.92   | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13829613 | PA      | $12808371.93   | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   26142000 | PA      | $25993852.30   | 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        |   83775197 | PA      | $79067173.55   | 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        |   14975000 | PA      | $9780912.77    | 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        |   20670000 | PA      | $19477865.90   | 0.01%             | 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        |    2835343 | PA      | $2652111.73    | 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        |   25598147 | PA      | $21536619.64   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   40204000 | PA      | $39829425.52   | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740255                      | CUSIP: 31402WMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28143 | PA      | $28500.23      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3713636 | PA      | $3457888.74    | 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        |   18650000 | PA      | $16625447.39   | 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        |   10753000 | PA      | $10071485.85   | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5941000 | PA      | $4416830.67    | 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        |   14380000 | PA      | $14246956.39   | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1361                      | CUSIP: 3138WAQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10889 | PA      | $10817.28      | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3442                      | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145550 | PA      | $135162.06     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534011                      | CUSIP: 36212HGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4269 | PA      | $4466.12       | 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        |   30152000 | PA      | $30813975.34   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   23016000 | PA      | $22869785.41   | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1497                      | CUSIP: 3132CXUW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222407 | PA      | $223997.38     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   28754000 | PA      | $28065313.58   | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08021                      | CUSIP: 3128MJAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43191 | PA      | $44494.42      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   21725000 | PA      | $21382680.32   | 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        |   17290000 | PA      | $14103432.25   | 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        |    5610000 | PA      | $5473318.62    | 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        |    2957652 | PA      | $2639147.47    | 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        |    5369000 | PA      | $3736616.06    | 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        |   26534000 | PA      | $26843031.25   | 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        |     604448 | PA      | $602825.36     | 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        |    3547000 | PA      | $2724726.37    | 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        |     263489 | PA      | $258222.25     | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01120                      | CUSIP: 31292HG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2731 | PA      | $2866.99       | 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        |   13053560 | PA      | $12959561.17   | 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        |   49631000 | PA      | $48939061.79   | 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        |    2537706 | PA      | $2135061.00    | 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        |  156323795 | PA      | $127359278.35  | 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        |      16729 | PA      | $17202.81      | 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        |      29885 | PA      | $30481.05      | 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        |     375149 | PA      | $367349.97     | 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        |     637773 | PA      | $621901.84     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545075                      | CUSIP: 31385HQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5375 | PA      | $5643.44       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     714281 | PA      | $698930.87     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   19515000 | PA      | $17923616.91   | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     870470 | PA      | $842337.63     | 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        |    5299000 | PA      | $5504544.57    | 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        |    5348000 | PA      | $5045984.26    | 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        |     830575 | PA      | $827483.45     | 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        |   20660000 | PA      | $21421075.84   | 0.01%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   31467000 | PA      | $26057924.27   | 0.01%             | 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        |    7425000 | PA      | $7525327.34    | 0.00%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3678                      | CUSIP: 3140J8CQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     860627 | PA      | $842075.35     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2984163 | PA      | $2822539.33    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12674000 | PA      | $11550310.95   | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9543                      | CUSIP: 3133AUS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4668294 | PA      | $4026801.18    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5809000 | PA      | $5771026.63    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W               | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    7076000 | PA      | $6971540.87    | 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        |    1743864 | PA      | $1735251.46    | 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        |  140605000 | PA      | $142943068.89  | 0.04%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523018                      | CUSIP: 36211UAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        987 | PA      | $999.02        | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2686                      | CUSIP: 3132DP6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16624101 | PA      | $16484930.97   | 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        |   12725000 | PA      | $13093361.86   | 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        |   56246000 | PA      | $57113076.39   | 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        |   12877888 | PA      | $11874610.18   | 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        |    5275000 | PA      | $4729324.99    | 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        |   18948000 | PA      | $16881593.16   | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02789                      | CUSIP: 3128M4NE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5092 | PA      | $5329.06       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08804                      | CUSIP: 3128MJ3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30089136 | PA      | $28004196.53   | 0.01%             | 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        |   24712000 | PA      | $23139009.20   | 0.01%             | 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        |    1021280 | PA      | $982651.60     | 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        |      37300 | PA      | $38978.85      | 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        |   41208000 | PA      | $40850030.06   | 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        |    4372000 | PA      | $4195308.19    | 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        |   67113669 | PA      | $64836824.83   | 0.02%             | 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        |   12065000 | PA      | $10276508.53   | 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        |   10156000 | PA      | $9818543.10    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88476                      | CUSIP: 312935MZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10705 | PA      | $10691.30      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | 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        |   41170000 | PA      | $40423093.86   | 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        |    4024840 | PA      | $3864803.18    | 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        |   35659000 | PA      | $34269427.27   | 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        |   48673000 | PA      | $49132991.57   | 0.01%             | 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        |  118062000 | PA      | $91246140.65   | 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        |   12723000 | PA      | $12358157.20   | 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        |    9175000 | PA      | $5773569.63    | 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        |    3514000 | PA      | $3382298.80    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   51954500 | PA      | $47396860.22   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM6958                      | CUSIP: 3131Y1WT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29044 | PA      | $26971.54      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42377686 | PA      | $36832412.99   | 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        |   15890000 | PA      | $10200913.22   | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8252                      | CUSIP: 3140QGE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16354944 | PA      | $13472828.73   | 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        |    7222000 | PA      | $6873087.00    | 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        |   45114000 | PA      | $44669770.20   | 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        |   32655000 | PA      | $37514772.61   | 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        |   15171000 | PA      | $15441177.93   | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7723                      | CUSIP: 3138E0SM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74425 | PA      | $74150.90      | 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        |       6816 | PA      | $7082.44       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7984000 | PA      | $6115779.39    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $4057460.50    | 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        |   14674501 | PA      | $14127493.30   | 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        |   13742000 | PA      | $13631840.14   | 0.00%             | 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        |      20264 | PA      | $20822.39      | 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        |   14488000 | PA      | $13365134.61   | 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        |    5435000 | PA      | $5155403.33    | 0.00%             | 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        |    3000000 | PA      | $2695640.45    | 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        |    1487906 | PA      | $1371445.79    | 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        |    1000000 | PA      | $1005635.70    | 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        |   20831000 | PA      | $19162534.04   | 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        |    7020000 | PA      | $7082787.76    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  147021056 | PA      | $125991178.54  | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0862                      | CUSIP: 3132CW5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86572 | PA      | $87786.46      | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7127                      | CUSIP: 3140HL4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     557034 | PA      | $543638.46     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15088                      | CUSIP: 31296PUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58250 | PA      | $59925.63      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2978                      | CUSIP: 3140X6JY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14224274 | PA      | $13226909.52   | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14835972.62   | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253436                      | CUSIP: 31371JPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1909 | PA      | $1998.31       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4710                      | CUSIP: 3140XLGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1744626 | PA      | $1467814.94    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1678                      | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     586257 | PA      | $564147.77     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8834                      | CUSIP: 3140HNY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4026655 | PA      | $3836855.56    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1974                      | CUSIP: 3142GSFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30614831 | PA      | $31312338.27   | 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        |   12344000 | PA      | $12287360.79   | 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        |   10225000 | PA      | $10341808.35   | 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        |    1385901 | PA      | $1377788.07    | 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        |   25584000 | PA      | $24566090.12   | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60923                      | CUSIP: 31335BAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67815 | PA      | $64866.74      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   14911000 | PA      | $13286800.57   | 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        |    9548000 | PA      | $9799838.31    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1990327.60    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252925                      | CUSIP: 31371H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4250 | PA      | $4406.41       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS              | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4450000 | PA      | $4359787.82    | 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        |   17031000 | PA      | $14931997.71   | 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        |    5335863 | PA      | $5604801.68    | 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        |      48135 | PA      | $49777.55      | 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        |    7062000 | PA      | $7050514.94    | 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        |   20234000 | PA      | $16340026.59   | 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        |   11405000 | PA      | $8910621.38    | 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        |    9055000 | PA      | $9314449.81    | 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        |   14256000 | PA      | $11018753.94   | 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        |    8885000 | PA      | $9214797.39    | 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        |     372621 | PA      | $378358.41     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3593                      | CUSIP: 31418C7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6607150 | PA      | $6448056.01    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   33553000 | PA      | $31065227.36   | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512983                      | CUSIP: 36211G2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12748 | PA      | $13242.87      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510095                      | CUSIP: 36211DUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3114 | PA      | $3235.11       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    2850000 | PA      | $2779487.01    | 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        |   31490000 | PA      | $31857025.74   | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   17293000 | PA      | $16972282.84   | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3910                      | CUSIP: 3142GUKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21792438 | PA      | $22578811.27   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4266000 | PA      | $4269887.15    | 0.00%             | 2030-06-14      | Variable      | 4.57%                 | 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        |    3750000 | PA      | $3778114.50    | 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        |    9666000 | PA      | $6078736.08    | 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        |    3139000 | PA      | $2658696.73    | 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        |   34450000 | PA      | $34302301.40   | 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        |    6070491 | PA      | $5652759.22    | 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        |   11479000 | PA      | $10141869.52   | 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        |   35850000 | PA      | $35667509.16   | 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        |    7455000 | PA      | $7622307.04    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   12705000 | PA      | $12640037.39   | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   24482000 | PA      | $19859855.68   | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $6170114.53    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2611006 | PA      | $2541320.43    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    3367000 | PA      | $3341545.07    | 0.00%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22826558 | PA      | $20427190.38   | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7608                      | CUSIP: 3140HMN26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6304288 | PA      | $6007130.04    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    5015000 | PA      | $4595042.28    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  148932812 | PA      | $128106911.35  | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C41474                      | CUSIP: 31297YT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        287 | PA      | $300.60        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | 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        |    5401000 | PA      | $4649732.16    | 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        |   15143000 | PA      | $14989846.43   | 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       |   16240000 | PA      | $16226968.16   | 0.00%             | 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        |  687745000 | PA      | $673587122.69  | 0.17%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2495171 | PA      | $2347957.46    | 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        |    2260000 | PA      | $2417260.29    | 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        |     668328 | PA      | $681582.47     | 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        |   21004852 | PA      | $19640387.62   | 0.01%             | 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        |   24112828 | PA      | $21365455.74   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    6965000 | PA      | $7779344.49    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   12763000 | PA      | $12278001.20   | 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        |        807 | PA      | $813.47        | 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        |   54138000 | PA      | $50209598.94   | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9929000 | PA      | $10446162.81   | 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        |   68739181 | PA      | $69072304.76   | 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        |    2255159 | PA      | $2261796.79    | 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        |   26070000 | PA      | $25806641.56   | 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       |   30026000 | PA      | $27545693.76   | 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        |    2881059 | PA      | $2883712.27    | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $9033510.59    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   10560000 | PA      | $8538655.84    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   26421000 | PA      | $20608275.48   | 0.01%             | 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        |    3254000 | PA      | $3242785.18    | 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        |     776113 | PA      | $812383.43     | 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        |   10565000 | PA      | $10449088.22   | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8940000 | PA      | $8836232.95    | 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        |   11175000 | PA      | $8181435.02    | 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        |    6342000 | PA      | $5497112.98    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2050000 | PA      | $1818855.97    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   71288000 | PA      | $70778628.16   | 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        |    1025000 | PA      | $1033436.88    | 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        |   13484090 | PA      | $13239467.35   | 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        |   10820000 | PA      | $11313922.18   | 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        |    4141395 | PA      | $3902654.46    | 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        |    8433000 | PA      | $7622763.42    | 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        |   13710000 | PA      | $8250992.44    | 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        |   34609569 | PA      | $29529233.98   | 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        |   14396000 | PA      | $14200137.02   | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479289                      | CUSIP: 36209RNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        226 | PA      | $232.55        | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0892                      | CUSIP: 3140Y67E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30566247 | PA      | $32070402.36   | 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        |   26551000 | PA      | $25277565.62   | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C36261                      | CUSIP: 31294C5W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        327 | PA      | $340.49        | 0.00%             | 2030-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01598                      | CUSIP: 31292HX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219951 | PA      | $222938.66     | 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        |    6702678 | PA      | $5972500.17    | 0.00%             | 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        |     618753 | PA      | $640085.03     | 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        |        712 | PA      | $711.09        | 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        |  117872422 | PA      | $114520825.46  | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   14595000 | PA      | $14892883.36   | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A80388                      | CUSIP: 312926ND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27738 | PA      | $29010.26      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56073                      | CUSIP: 3128KJXA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10972 | PA      | $11828.15      | 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        |   18133000 | PA      | $18999130.58   | 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        |    4200000 | PA      | $4213604.94    | 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        |   45621000 | PA      | $40849075.92   | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $3481866.19    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB6172                      | CUSIP: 3140AF2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13371434 | PA      | $13452949.37   | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $11070468.08   | 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        |   14824000 | PA      | $15784600.47   | 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        |   11555208 | PA      | $11792659.48   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 477011                      | CUSIP: 36209N3U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2538 | PA      | $2594.18       | 0.00%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1385244.27    | 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        |   13872000 | PA      | $13946201.00   | 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        |     296848 | PA      | $282577.50     | 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        |    1550000 | PA      | $1547833.86    | 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        |   14188024 | PA      | $13425647.77   | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                 | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6444000 | PA      | $7160294.91    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6599                      | CUSIP: 3140QSKM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34206178 | PA      | $33913403.59   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5944                      | CUSIP: 31418FTA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49515682 | PA      | $48828820.62   | 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        |  759610000 | PA      | $744803537.55  | 0.19%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  506625200 | PA      | $505022207.47  | 0.13%             | 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        |      15373 | PA      | $16140.28      | 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        |   19012656 | PA      | $18760803.29   | 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        |    8662000 | PA      | $8933985.24    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481627                      | CUSIP: 36209UA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10250 | PA      | $10569.29      | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   12030000 | PA      | $11774668.27   | 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        |   10604459 | PA      | $9591725.56    | 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        |    5625000 | PA      | $3674126.48    | 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        |   26325000 | PA      | $23395535.57   | 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        |    1321183 | PA      | $1269064.33    | 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        |    6854000 | PA      | $6017608.60    | 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        |   42500000 | PA      | $41677031.03   | 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        |   24314000 | PA      | $23774525.04   | 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        |    1001490 | PA      | $1010787.05    | 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        |   44301601 | PA      | $38196707.31   | 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        |   12541500 | PA      | $11129576.40   | 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        |   22480000 | PA      | $20100127.12   | 0.01%             | 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        |   19676000 | PA      | $19094568.93   | 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        |  834241000 | PA      | $818207930.78  | 0.21%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713706                      | CUSIP: 31401N3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13609 | PA      | $13985.70      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 337358BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $3114129.57    | 0.00%             | 2035-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9045000 | PA      | $5720804.40    | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC2567                      | CUSIP: 3140APZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     960298 | PA      | $927872.20     | 0.00%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00972                      | CUSIP: 31292HCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3773 | PA      | $3909.66       | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   11290000 | PA      | $11981552.92   | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00801                      | CUSIP: 31283G3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        160 | PA      | $160.69        | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570439                      | CUSIP: 36200RV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4525 | PA      | $4682.29       | 0.00%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2118399.51    | 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        |   14005000 | PA      | $13988446.34   | 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        |   14158000 | PA      | $14235316.45   | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    6143000 | PA      | $5897475.66    | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737911                      | CUSIP: 3620ARYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2269710 | PA      | $2144036.12    | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 554493                      | CUSIP: 31385V7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        516 | PA      | $541.20        | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1807501 | PA      | $1792339.16    | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2453                      | CUSIP: 3140W2WP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36079323 | PA      | $32261654.08   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6337                      | CUSIP: 36179VBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8073071 | PA      | $6968146.33    | 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        |   22471000 | PA      | $24494106.81   | 0.01%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5310                      | CUSIP: 3133KY3T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13526008 | PA      | $13667642.00   | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   17750000 | PA      | $18247752.21   | 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        |    5775000 | PA      | $5074929.40    | 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        |   35104000 | PA      | $35471667.94   | 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        |   17120000 | PA      | $18296331.11   | 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        |    8600000 | PA      | $8459446.24    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR TA1477                      | CUSIP: 3142JPUB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     727403 | PA      | $717516.96     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | 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        |   46719145 | PA      | $43050197.17   | 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        |   13555000 | PA      | $11217175.65   | 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        |    9786000 | PA      | $8263796.20    | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6059000 | PA      | $5484852.40    | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   32475000 | PA      | $19584507.66   | 0.01%             | 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        |    3400413 | PA      | $3230432.13    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $9781768.15    | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726311                      | CUSIP: 3620AC3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357133 | PA      | $363249.59     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $8149006.54    | 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        |    4081000 | PA      | $3625668.04    | 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        |   39443000 | PA      | $39243469.05   | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710718                      | CUSIP: 36297FSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.06         | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0742                      | CUSIP: 3618N5ZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39644137 | PA      | $36341292.58   | 0.01%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503946                      | CUSIP: 36210VZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5593 | PA      | $5809.80       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7952313 | PA      | $7701819.66    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0871                      | CUSIP: 3618N56H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  126874333 | PA      | $125756456.15  | 0.03%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08633                      | CUSIP: 3128MJV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2239267 | PA      | $2157975.93    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56514                      | CUSIP: 3128KKGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26100 | PA      | $27288.62      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18676                      | CUSIP: 3128MMXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1285617 | PA      | $1233752.58    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     659962 | PA      | $625118.97     | 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       |   40905000 | PA      | $41501137.54   | 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        |   19614000 | PA      | $16898936.50   | 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        |    5728872 | PA      | $5538296.34    | 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        |   18911987 | PA      | $16224548.54   | 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        |   22302000 | PA      | $15589278.70   | 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        |     421440 | PA      | $426059.63     | 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        |    2810000 | PA      | $2496161.78    | 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        |    3250000 | PA      | $3275794.28    | 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        |    5487000 | PA      | $5422970.72    | 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        |    1925960 | PA      | $1816704.45    | 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        |      27850 | PA      | $29080.43      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6286                      | CUSIP: 3140XM6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4934628 | PA      | $4044986.30    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39307494 | PA      | $39120845.82   | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9711                      | CUSIP: 3140QVYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     361285 | PA      | $363981.07     | 0.00%             | 2039-10-01      | 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        |   15977000 | PA      | $14550435.22   | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     902000 | PA      | $904437.45     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4945                      | CUSIP: 3140XLP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20029794 | PA      | $20021098.79   | 0.01%             | 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        |   11212000 | PA      | $10705641.41   | 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        |    7805000 | PA      | $7737942.54    | 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        |       3096 | PA      | $3171.53       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18574                      | CUSIP: 3128MMT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1787564 | PA      | $1736546.77    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    6166000 | PA      | $6016319.45    | 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        |    5028782 | PA      | $4771875.19    | 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        |      15056 | PA      | $16128.03      | 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        |    5045000 | PA      | $3905734.29    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0732                      | CUSIP: 3132CWY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113988 | PA      | $107720.76     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4768000 | PA      | $4781647.73    | 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        |   13000000 | PA      | $12888278.00   | 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        |    3360000 | PA      | $3389594.25    | 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        |  439023000 | PA      | $366807145.27  | 0.09%             | 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        |     286843 | PA      | $278744.27     | 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        |    5323000 | PA      | $5400183.72    | 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       |   19528000 | PA      | $19213220.42   | 0.00%             | 2031-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                      | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3711190.28    | 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        |   23660543 | PA      | $21288488.50   | 0.01%             | 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        |    4673000 | PA      | $3995315.51    | 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        |    9389000 | PA      | $9065359.93    | 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        |   20243556 | PA      | $18748680.43   | 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        |   22441974 | PA      | $19962120.05   | 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        |    9069000 | PA      | $9214973.65    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00921                      | CUSIP: 31283HAW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        894 | PA      | $906.25        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   33457000 | PA      | $30644261.81   | 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        |    2556000 | PA      | $2538318.26    | 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        |      47893 | PA      | $50043.71      | 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        |   17342000 | PA      | $17045257.99   | 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        |    3400000 | PA      | $3433758.26    | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733389                      | CUSIP: 31402MXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1955 | PA      | $1979.29       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK4523                      | CUSIP: 3138E9AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2127010 | PA      | $2069378.38    | 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        |    7879000 | PA      | $7897061.56    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   19723000 | PA      | $18965937.42   | 0.00%             | 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        |    6671956 | PA      | $6210392.68    | 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        |    2825000 | PA      | $2664280.10    | 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        |   22756000 | PA      | $22798599.23   | 0.01%             | 2027-08-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 640035                      | CUSIP: 31390ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2064 | PA      | $2172.92       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | 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        |   11300000 | PA      | $11316571.45   | 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        |    8106000 | PA      | $8047212.51    | 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        |    7000000 | PA      | $7238937.30    | 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        |   11650000 | PA      | $10985134.53   | 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        |    1643212 | PA      | $1527994.45    | 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        |     933757 | PA      | $960245.33     | 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        |      11258 | PA      | $11784.73      | 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        |    3100000 | PA      | $3198028.20    | 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        |    5569663 | PA      | $5506326.67    | 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        |   15420000 | PA      | $10913286.17   | 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        |   16653000 | PA      | $16967683.91   | 0.00%             | 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        |    9955000 | PA      | $9036424.08    | 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        |   30809615 | PA      | $26161991.04   | 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        |    1263432 | PA      | $1237589.55    | 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        |    9893000 | PA      | $7442731.88    | 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        |    8344000 | PA      | $7855624.34    | 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        |   88893163 | PA      | $89335762.14   | 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        |    6665000 | PA      | $6099231.95    | 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        | 1007200500 | PA      | $553212740.86  | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3744                      | CUSIP: 3140QPES2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8675221 | PA      | $7335367.22    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8806557 | PA      | $8216587.22    | 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        |   10095000 | PA      | $9725693.24    | 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        |     150409 | PA      | $156083.77     | 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        |   12966000 | PA      | $12959800.34   | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                      | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38018 | PA      | $39634.35      | 0.00%             | 2037-07-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-3                             | BLAST 2024-3 A3                | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     277231 | PA      | $277333.94     | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    6890000 | PA      | $4697239.39    | 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        |    7576000 | PA      | $7465600.90    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9016                      | CUSIP: 3140QVAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21830367 | PA      | $22382310.41   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0058                      | CUSIP: 3140W0B46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225453 | PA      | $227135.52     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 355174                      | CUSIP: 31376GQ32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        108 | PA      | $107.90        | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17797896 | PA      | $14539138.52   | 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        |    1838482 | PA      | $1852622.05    | 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        |    6321447 | PA      | $6225806.98    | 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        |    5750000 | PA      | $5765052.95    | 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        |    1562000 | PA      | $1626468.72    | 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        |    4952106 | PA      | $5063257.15    | 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        |   38586388 | PA      | $34322565.09   | 0.01%             | 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        |    6197000 | PA      | $5279945.09    | 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        |     411347 | PA      | $408223.95     | 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        |       8083 | PA      | $8411.96       | 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        |    3613000 | PA      | $3691479.68    | 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        |  594034000 | PA      | $595263834.53  | 0.15%             | 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        |    7107173 | PA      | $6593736.06    | 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       |   22560000 | PA      | $23043802.49   | 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        |    1629381 | PA      | $1636598.60    | 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        |    7631000 | PA      | $7830549.77    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745432                      | CUSIP: 31403DED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96845 | PA      | $99741.87      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   12235000 | PA      | $11984344.68   | 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        |    2074937 | PA      | $1979535.58    | 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        |    9980000 | PA      | $8775174.99    | 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        |         40 | PA      | $40.33         | 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        |   67896000 | PA      | $59724118.16   | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783547                      | CUSIP: 36241L5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2001242 | PA      | $1931217.90    | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   20041000 | PA      | $17177100.11   | 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        |    8679000 | PA      | $8538960.23    | 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        |   13967000 | PA      | $13747825.75   | 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        |    5881000 | PA      | $5581901.83    | 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        |    4382666 | PA      | $4450649.13    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   15469000 | PA      | $10316449.92   | 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        |   10347000 | PA      | $10698383.81   | 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        |   10775819 | PA      | $9130541.36    | 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        |     440269 | PA      | $447830.23     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                      | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2172689 | PA      | $1972817.93    | 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        |   17695000 | PA      | $17178717.29   | 0.00%             | 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        |    6300000 | PA      | $6213278.29    | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39341                      | CUSIP: 31297VLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58445 | PA      | $59400.43      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00496                      | CUSIP: 31292GRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        770 | PA      | $776.62        | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    7928000 | PA      | $6212741.52    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462619                      | CUSIP: 36208V4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1529 | PA      | $1548.66       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59274 | PA      | $61922.33      | 0.00%             | 2041-02-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545939                      | CUSIP: 31385JPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        845 | PA      | $884.71        | 0.00%             | 2032-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06249                      | CUSIP: 3128M8H23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12765 | PA      | $13387.82      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50945329 | PA      | $50620725.97   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3066311 | PA      | $2841728.20    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1703000 | PA      | $1681113.72    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   16660000 | PA      | $11804602.48   | 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        |    9475703 | PA      | $8123260.26    | 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        |   12680000 | PA      | $12561520.72   | 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        |   10096000 | PA      | $9845399.97    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781079                      | CUSIP: 36225BFU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1264 | PA      | $1296.92       | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A36326                      | CUSIP: 31297SA39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4484 | PA      | $4614.94       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7594000 | PA      | $7659572.24    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | 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        |    4600912 | PA      | $4438066.62    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12857000 | PA      | $11310651.31   | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $5301843.64    | 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        |   10986000 | PA      | $10589958.29   | 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        |      12241 | PA      | $12590.04      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4711                      | CUSIP: 3140XLGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1687655 | PA      | $1419883.48    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5122                      | CUSIP: 31418EVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5977611 | PA      | $6169501.11    | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00586                      | CUSIP: 31292GUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1575 | PA      | $1603.07       | 0.00%             | 2028-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1432                      | CUSIP: 3142GRSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11240314 | PA      | $11529775.42   | 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        |    1837054 | PA      | $1690587.95    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781807                      | CUSIP: 36241KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45201 | PA      | $45118.56      | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   12197000 | PA      | $12320423.32   | 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        |     903983 | PA      | $901803.05     | 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        |      35799 | PA      | $37583.38      | 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        |   15441839 | PA      | $13126876.95   | 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        |    1585486 | PA      | $1570567.55    | 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        |   10808000 | PA      | $9471679.87    | 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        |   51480856 | PA      | $50831085.14   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C35771                      | CUSIP: 31294CMU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6544 | PA      | $6870.59       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   13812000 | PA      | $12480085.15   | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2631682.55    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4473                      | CUSIP: 31418D6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     720148 | PA      | $607349.66     | 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        |    9644000 | PA      | $10426250.99   | 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        |   19975000 | PA      | $19008607.47   | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4220013 | PA      | $4266311.59    | 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        |     331869 | PA      | $330672.94     | 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        |      23848 | PA      | $24505.67      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   10540000 | PA      | $10338222.49   | 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        |   13242000 | PA      | $9759423.43    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   13788000 | PA      | $14372845.77   | 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        |   11214000 | PA      | $9435802.18    | 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        |   15641713 | PA      | $13345667.70   | 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        |   13340000 | PA      | $13714711.89   | 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        |    1245000 | PA      | $931547.02     | 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        |     167496 | PA      | $175965.57     | 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        |   29113694 | PA      | $24004254.91   | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2217500 | PA      | $1834400.35    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   23006000 | PA      | $22839216.63   | 0.01%             | 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        |    3206692 | PA      | $3090780.33    | 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        |    8906000 | PA      | $7820639.63    | 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        |    8605000 | PA      | $8621444.28    | 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        |      55506 | PA      | $56908.88      | 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        |   11673000 | PA      | $11255571.51   | 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        |   34472680 | PA      | $30020477.84   | 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        |    7110000 | PA      | $7087660.23    | 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        |   24857000 | PA      | $17112357.04   | 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        |   38480000 | PA      | $28836515.26   | 0.01%             | 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        |    4201000 | PA      | $3611741.68    | 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        |    7701000 | PA      | $6760603.99    | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5329                      | CUSIP: 31418E4P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15754723 | PA      | $16275471.23   | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    9791000 | PA      | $9363887.53    | 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        |    5321000 | PA      | $3684696.38    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   16857000 | PA      | $16418405.20   | 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        |   21630000 | PA      | $20574024.14   | 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        |    9420000 | PA      | $9405550.59    | 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        |     276076 | PA      | $274679.71     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $3058513.21    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5955000 | PA      | $5977940.43    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780532                      | CUSIP: 36225ASV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $191.54        | 0.00%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                      | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69936 | PA      | $72045.96      | 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        |    9220000 | PA      | $7446523.78    | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3348                      | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16654367 | PA      | $13469670.27   | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   62727000 | PA      | $63113758.14   | 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        |    4321000 | PA      | $4297484.25    | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    6461000 | PA      | $6258487.05    | 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        |    1208116 | PA      | $1163175.30    | 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        |   11510000 | PA      | $11549198.05   | 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        |    4446000 | PA      | $4402404.13    | 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        |   14255000 | PA      | $14086446.82   | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479686                      | CUSIP: 36209R2T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6748 | PA      | $6951.72       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |  102733000 | PA      | $102667283.79  | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4452857.01    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2427                      | CUSIP: 3140W2VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20553494 | PA      | $20987086.33   | 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        |   11000000 | PA      | $10657847.65   | 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        |   23694073 | PA      | $20253044.73   | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   41377000 | PA      | $43421604.71   | 0.01%             | 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        |   31950000 | PA      | $32875572.33   | 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        |    3377235 | PA      | $3268574.93    | 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        |   22850000 | PA      | $23237932.03   | 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        |   45511205 | PA      | $47913927.98   | 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        |   37966707 | PA      | $30884572.11   | 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        |      48658 | PA      | $50036.59      | 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        |     989483 | PA      | $1004689.73    | 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        |    8015000 | PA      | $7595892.19    | 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        |    1824422 | PA      | $1724645.82    | 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        |    6583000 | PA      | $6531124.20    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2934                      | CUSIP: 3128JNEG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6104 | PA      | $6293.60       | 0.00%             | 2036-03-01      | Floating      | 6.40%                 | 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        |   29253500 | PA      | $28280148.82   | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3585480.93    | 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        |   10115000 | PA      | $10039588.71   | 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        |    7315000 | PA      | $7369895.36    | 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        |   13158000 | PA      | $12211321.46   | 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        |       4389 | PA      | $4607.53       | 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        |      17564 | PA      | $18069.48      | 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        |    9201380 | PA      | $9428989.65    | 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        |    1108962 | PA      | $1083324.77    | 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        |   43265000 | PA      | $38853198.73   | 0.01%             | 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        |   10711742 | PA      | $10656880.88   | 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        |   26786483 | PA      | $24649403.83   | 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        |   18818000 | PA      | $13773244.90   | 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        |   14164127 | PA      | $13443374.02   | 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        |   22580000 | PA      | $22785795.35   | 0.01%             | 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        |     603681 | PA      | $600091.38     | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6343                      | CUSIP: 31329QBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323807 | PA      | $316313.47     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434766                      | CUSIP: 36207K6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        164 | PA      | $164.92        | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | 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        |    1875000 | PA      | $1898414.63    | 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        |   18813000 | PA      | $17001976.92   | 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        |    8740000 | PA      | $8610569.91    | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   27262000 | PA      | $23369800.98   | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5839                      | CUSIP: 3138WFPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53412 | PA      | $51341.95      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3569000 | PA      | $3568021.83    | 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        |  122319804 | PA      | $103427987.47  | 0.03%             | 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        |     444660 | PA      | $449533.93     | 0.00%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15603000 | PA      | $15784783.88   | 0.00%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3729000 | PA      | $3456310.60    | 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      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $3039045.71    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8010                      | CUSIP: 3132D53T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6258572 | PA      | $5959435.71    | 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        |     886180 | PA      | $845793.46     | 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        |   99455901 | PA      | $98548524.91   | 0.03%             | 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        |   14051000 | PA      | $12440023.82   | 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        |   30595000 | PA      | $28816921.07   | 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       |    7581000 | PA      | $7760109.36    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU9307                      | CUSIP: 3138X9KV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2017285 | PA      | $1896460.21    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    8547000 | PA      | $8441823.31    | 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        |   13615000 | PA      | $13136944.73   | 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        |   12792500 | PA      | $10082622.28   | 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        |       2281 | PA      | $2369.96       | 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        |   16790000 | PA      | $14989667.08   | 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        |   17094500 | PA      | $11454382.23   | 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        |      50083 | PA      | $50128.62      | 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        |   33883000 | PA      | $32950704.67   | 0.01%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3688                      | CUSIP: 31418DC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     713018 | PA      | $695848.93     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50923                      | CUSIP: 3128KDAY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94556 | PA      | $98813.71      | 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        |    6636000 | PA      | $3970899.47    | 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        |    5986774 | PA      | $5305681.13    | 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        |      16549 | PA      | $16790.81      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5938                      | CUSIP: 3138WFS49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     982739 | PA      | $916552.25     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478874                      | CUSIP: 36209Q6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        603 | PA      | $622.27        | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | 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        |    2500491 | PA      | $2450723.78    | 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        |    1364310 | PA      | $1371818.31    | 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        |    1044000 | PA      | $1069590.92    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21592421 | PA      | $19842744.37   | 0.01%             | 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        |       8495 | PA      | $8918.45       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9880                      | CUSIP: 3140QV6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     615301 | PA      | $619893.68     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5333                      | CUSIP: 3133KY4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7263439 | PA      | $7258015.76    | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $4285294.78    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518318                      | CUSIP: 36211NYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5876 | PA      | $6111.54       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   18455000 | PA      | $18805352.30   | 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        |    3115063 | PA      | $2960081.18    | 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        |    1908016 | PA      | $1939628.92    | 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        |      78983 | PA      | $82178.18      | 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        |    9255000 | PA      | $5979565.14    | 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        |   18082000 | PA      | $16187073.84   | 0.00%             | 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        |     581912 | PA      | $590862.84     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MB0295                      | CUSIP: 3138MTKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33171742 | PA      | $32041278.82   | 0.01%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   12943000 | PA      | $7823758.49    | 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        |   17105000 | PA      | $16165950.47   | 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        |    8025000 | PA      | $7916353.33    | 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        |   15514000 | PA      | $16299959.06   | 0.00%             | 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        |    5405984 | PA      | $5247938.33    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      50000 | PA      | $50077.90      | 0.00%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    9360000 | PA      | $6209686.50    | 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        |    1325659 | PA      | $1346005.34    | 0.00%             | 2040-08-01      | 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        |    1300000 | PA      | $1316332.03    | 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        |    7145000 | PA      | $7158415.64    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507220                      | CUSIP: 36211APD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1885 | PA      | $1958.48       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   20012000 | PA      | $18251997.39   | 0.00%             | 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        |   20211000 | PA      | $17504790.34   | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3608000 | PA      | $3664660.60    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8342                      | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21540244 | PA      | $21738871.39   | 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        |    8062000 | PA      | $5189940.10    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   18710000 | PA      | $17482207.55   | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6953500 | PA      | $7709728.03    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   13713000 | PA      | $12972737.13   | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   11349000 | PA      | $9308283.54    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                       | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264293 | PA      | $269254.55     | 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        |   24719000 | PA      | $24888243.26   | 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        |   17412618 | PA      | $14834855.37   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   13763000 | PA      | $14407612.27   | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0459                      | CUSIP: 3132D9QL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5912437 | PA      | $5188008.55    | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7227000 | PA      | $7512824.81    | 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        |      40084 | PA      | $41159.69      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20757 | PA      | $21546.66      | 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        |   25913000 | PA      | $30382172.49   | 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        |   10757500 | PA      | $10109928.64   | 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        |      15799 | PA      | $16544.05      | 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        |    9365000 | PA      | $10265353.39   | 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        |   23195000 | PA      | $20465820.44   | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1733                      | CUSIP: 31419B4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2394154 | PA      | $2336902.98    | 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        |   22528000 | PA      | $20175042.27   | 0.01%             | 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        |    7290000 | PA      | $7264670.90    | 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        |    3860000 | PA      | $3164668.09    | 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        |    2035404 | PA      | $2007696.64    | 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        |   17092000 | PA      | $16955193.20   | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7803                      | CUSIP: 3138ECU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1791 | PA      | $1761.79       | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10462000 | PA      | $10560024.81   | 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        |      62348 | PA      | $64033.59      | 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        |   42779000 | PA      | $29170520.52   | 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        |    6670000 | PA      | $6564066.83    | 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        |    8260000 | PA      | $8311586.49    | 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        |    9000000 | PA      | $8954091.00    | 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        |    9035000 | PA      | $8613831.67    | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7517571.70    | 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        |   19377000 | PA      | $18495908.11   | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553550                      | CUSIP: 36213F5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6905 | PA      | $7097.61       | 0.00%             | 2031-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15012                      | CUSIP: 3128PUR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1254 | PA      | $1252.60       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5481000 | PA      | $5433410.41    | 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        |    8940000 | PA      | $7301112.11    | 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        |   13380000 | PA      | $13671784.95   | 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        |      17985 | PA      | $18249.73      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0389                      | CUSIP: 31417YNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16144 | PA      | $16679.64      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5073225 | PA      | $4500477.82    | 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        |    9332000 | PA      | $8537108.89    | 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      | $608847.99     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    9408000 | PA      | $8211865.87    | 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        |    2250000 | PA      | $2071871.33    | 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        |   39771754 | PA      | $36555181.72   | 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        |    2700000 | PA      | $2551078.52    | 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        |    2778263 | PA      | $2710061.40    | 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        |   15673000 | PA      | $12656637.85   | 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        |   14143000 | PA      | $13437236.37   | 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        |   10515000 | PA      | $9963004.50    | 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        |   25874000 | PA      | $18215239.17   | 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        |   11440000 | PA      | $11615926.10   | 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        |    7490000 | PA      | $7131874.92    | 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        |   88724288 | PA      | $87493540.04   | 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        |   32473963 | PA      | $33851278.29   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 467961                      | CUSIP: 36209CZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3873 | PA      | $4024.63       | 0.00%             | 2031-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   17335000 | PA      | $9536532.11    | 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        |    8105000 | PA      | $8963742.58    | 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        |   42935000 | PA      | $45945574.21   | 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        |   11527000 | PA      | $7913168.80    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91236                      | CUSIP: 3128P7LR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20607 | PA      | $20649.65      | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J33086                      | CUSIP: 31307PNB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39172 | PA      | $38462.08      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   13228000 | PA      | $13738761.89   | 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        |    5700000 | PA      | $5799757.96    | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C24874                      | CUSIP: 31293NMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1609 | PA      | $1639.28       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10300000 | PA      | $6656264.69    | 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        |   16543000 | PA      | $16443010.28   | 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        |    7953000 | PA      | $7993197.10    | 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        |   44164000 | PA      | $41053478.43   | 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        |   11156765 | PA      | $9463280.75    | 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        |     970291 | PA      | $955723.73     | 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        |    3030847 | PA      | $3016212.21    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1666489.57    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4324110 | PA      | $4246783.76    | 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        |   19953000 | PA      | $18641218.84   | 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        |   27903000 | PA      | $26649945.11   | 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        |    8460000 | PA      | $9007051.22    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   19141000 | PA      | $20938604.72   | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16934000 | PA      | $17224630.40   | 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        |    3161935 | PA      | $2841975.52    | 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        |    4930000 | PA      | $4887896.45    | 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        |     397472 | PA      | $391804.27     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451465                      | CUSIP: 36208HQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $282.35        | 0.00%             | 2027-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   12955000 | PA      | $12497881.00   | 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        |   15003223 | PA      | $13218766.86   | 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        |   27165942 | PA      | $28079877.81   | 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        |   11822000 | PA      | $12250217.34   | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3425000 | PA      | $2488379.29    | 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        |    9968000 | PA      | $8432000.46    | 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        |    7102292 | PA      | $7396862.08    | 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        |   10963498 | PA      | $11559762.76   | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   22279000 | PA      | $22204017.18   | 0.01%             | 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        |    9232000 | PA      | $8014669.75    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603998                      | CUSIP: 36200K7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5501 | PA      | $5771.62       | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3833                        | CUSIP: 36202EHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7407 | PA      | $7740.06       | 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        |   16482000 | PA      | $15695328.54   | 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        |       3993 | PA      | $4173.64       | 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        |    8156000 | PA      | $7230255.97    | 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        |   13810000 | PA      | $10895439.16   | 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        |   14695000 | PA      | $15753527.87   | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07376                      | CUSIP: 3128M9Q54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     564342 | PA      | $551214.44     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                      | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1899002 | PA      | $1855649.04    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9782841.51    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82841                      | CUSIP: 312929EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79999 | PA      | $83926.38      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   36297000 | PA      | $34550084.13   | 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        |    8445000 | PA      | $6264047.70    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699126                      | CUSIP: 36296RVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109398 | PA      | $115351.82     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | 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        |   10630000 | PA      | $10553093.01   | 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        |      24971 | PA      | $23544.08      | 0.00%             | 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        |   21801000 | PA      | $21913859.72   | 0.01%             | 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        |    8935000 | PA      | $8974304.22    | 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        |    7300000 | PA      | $7220073.03    | 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        |    4860000 | PA      | $3018522.68    | 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        |     369628 | PA      | $377428.04     | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $5469657.56    | 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        |     181318 | PA      | $179305.99     | 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        |    6733069 | PA      | $6426221.28    | 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        |    2900000 | PA      | $2970823.51    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01147                      | CUSIP: 31292HHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        152 | PA      | $159.55        | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10875190 | PA      | $10565447.80   | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8685                      | CUSIP: 3138WJUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     543122 | PA      | $519558.49     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    8521000 | PA      | $7926764.67    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836284                      | CUSIP: 31407PCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29086 | PA      | $29959.56      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    7452000 | PA      | $7310499.20    | 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        |     750000 | PA      | $749978.63     | 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        |    3975000 | PA      | $3901856.42    | 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        |    6496000 | PA      | $5985642.84    | 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        |    3001000 | PA      | $2969330.28    | 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        |   22808201 | PA      | $20360869.21   | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8092                      | CUSIP: 3132D57D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2290837 | PA      | $2066183.48    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10165844.39   | 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        |    2407106 | PA      | $2241335.73    | 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        |    7800000 | PA      | $6989282.04    | 0.00%             | 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        |    7056000 | PA      | $5179754.91    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2783967 | PA      | $2684780.35    | 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        |    2218000 | PA      | $2223706.45    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8714                      | CUSIP: 3138ANVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186090 | PA      | $185148.52     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   11585000 | PA      | $10960290.87   | 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        |    1617740 | PA      | $1622380.11    | 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        |   13381000 | PA      | $13194436.34   | 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        |   66497270 | PA      | $67920889.60   | 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        |    5000000 | PA      | $5401590.00    | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06087                      | CUSIP: 3128M8CY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     967286 | PA      | $983375.59     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   10192000 | PA      | $9860334.67    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03513                      | CUSIP: 3128M5GW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24429 | PA      | $25609.85      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | 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        |    8130000 | PA      | $8103646.61    | 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        |     355461 | PA      | $362137.50     | 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        |   10079000 | PA      | $8520792.93    | 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        |    3870000 | PA      | $3716392.73    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT6653                      | CUSIP: 3138WUMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5416410 | PA      | $4965822.21    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                      | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265390 | PA      | $272440.02     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   15008000 | PA      | $14769577.29   | 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        |   35893422 | PA      | $32440794.37   | 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        |    2205967 | PA      | $2192494.03    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8384                      | CUSIP: 3132D6J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7712468 | PA      | $7767618.29    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10739000 | PA      | $11861105.15   | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3001                      | CUSIP: 3140QAKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     651847 | PA      | $635962.87     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                      | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     679623 | PA      | $691368.74     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323824                      | CUSIP: 31374TVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.39          | 0.00%             | 2029-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7643038.72    | 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        |   13774000 | PA      | $13792311.96   | 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        |    3063974 | PA      | $2628575.87    | 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        |    6265000 | PA      | $5601242.58    | 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        |   23095000 | PA      | $22807381.81   | 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        |   45254000 | PA      | $44476397.46   | 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        |   12565000 | PA      | $12078611.91   | 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        |    3100000 | PA      | $3174904.37    | 0.00%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   16327000 | PA      | $14338950.72   | 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        |    5771000 | PA      | $5533685.97    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6812000 | PA      | $5063917.89    | 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        |   17449430 | PA      | $14945287.02   | 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        |   10509000 | PA      | $10054200.60   | 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        |    4805000 | PA      | $4850541.80    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB7097                      | CUSIP: 3617AX3E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428587 | PA      | $420361.57     | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                      | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1169181 | PA      | $1146874.50    | 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        |   97293960 | PA      | $96522019.77   | 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        |   17796000 | PA      | $17637940.22   | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3755                      | CUSIP: 31418DE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522006 | PA      | $524878.91     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27504838 | PA      | $25806419.62   | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13975000 | PA      | $13818952.15   | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5395                      | CUSIP: 3138W27H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     294451 | PA      | $270594.44     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $6890035.88    | 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        |    4604710 | PA      | $4265685.17    | 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        |   15725000 | PA      | $15153858.57   | 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        |   11770000 | PA      | $11796909.61   | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840234                      | CUSIP: 31407TPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29271 | PA      | $30075.82      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1523983700 | PA      | $1518506883.58 | 0.39%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   38981000 | PA      | $38995695.55   | 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       |   42267500 | PA      | $40246603.09   | 0.01%             | 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        |    2282163 | PA      | $2233629.21    | 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        |     144738 | PA      | $146056.72     | 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        |    5235000 | PA      | $5023392.15    | 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        |    6326000 | PA      | $6829436.11    | 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        |   53418000 | PA      | $52863394.59   | 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        |    7635000 | PA      | $7657574.90    | 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        |   62820642 | PA      | $55407762.53   | 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        |     905289 | PA      | $888393.31     | 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      |
| Ginnie Mae I Pool                                                                | GN 491252                      | CUSIP: 36210FWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        581 | PA      | $584.68        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05876                      | CUSIP: 3128M72H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     554701 | PA      | $553456.71     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7359                      | CUSIP: 3138A9E91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        235 | PA      | $234.35        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  840349000 | PA      | $788483710.16  | 0.20%             | 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        |      91983 | PA      | $88747.27      | 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        |    6585000 | PA      | $6616190.83    | 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        |       2901 | PA      | $3013.36       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03616                      | CUSIP: 3128M5K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162977 | PA      | $170754.25     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    9585000 | PA      | $9697180.62    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938507                      | CUSIP: 31412YDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312556 | PA      | $326988.97     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3722                        | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132256 | PA      | $131807.41     | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  561848200 | PA      | $540383840.18  | 0.14%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13763000 | PA      | $13849545.33   | 0.00%             | 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        |    3660000 | PA      | $3768514.51    | 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        |     242402 | PA      | $241801.16     | 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        |   13090000 | PA      | $13271725.38   | 0.00%             | 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        |   14852000 | PA      | $13954890.05   | 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        |     317017 | PA      | $305612.94     | 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        |   16840000 | PA      | $16707541.97   | 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        |      15550 | PA      | $16046.23      | 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        |    1795187 | PA      | $1657290.30    | 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        |   16182969 | PA      | $14489276.97   | 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        |    4730000 | PA      | $4784293.87    | 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        |   28952571 | PA      | $28840478.11   | 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        |   13550000 | PA      | $13439496.95   | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5232                      | CUSIP: 31418EY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5383372 | PA      | $5438689.97    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6935000 | PA      | $5276569.27    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00569                      | CUSIP: 31292GT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        342 | PA      | $348.18        | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   11975000 | PA      | $11957052.81   | 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        |   44258000 | PA      | $44872262.25   | 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        |    5829000 | PA      | $5148201.36    | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817530                      | CUSIP: 31406RHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14198 | PA      | $14409.23      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                             | JACOBS SOLUTIONS               | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    7240000 | PA      | $7049536.38    | 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        |   10658000 | PA      | $9485559.97    | 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        |   22254189 | PA      | $22084576.00   | 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        |    3100000 | PA      | $3163391.59    | 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        |   40803751 | PA      | $40509592.79   | 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        |     129588 | PA      | $132932.07     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 434867                      | CUSIP: 31380BCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        553 | PA      | $563.61        | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    8743000 | PA      | $8516345.12    | 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        |   48405622 | PA      | $39315752.64   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582387                      | CUSIP: 36201F6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10020 | PA      | $10507.81      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   29575000 | PA      | $29300354.61   | 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        |    7347000 | PA      | $5781631.56    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727288                      | CUSIP: 31402E6Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6921 | PA      | $7113.97       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2495799.95    | 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        |    6300000 | PA      | $6234198.95    | 0.00%             | 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        |  571356000 | PA      | $421107226.88  | 0.11%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1891                      | CUSIP: 31418BC53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1437 | PA      | $1418.04       | 0.00%             | 2029-05-01      | 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        |  426514200 | PA      | $277900658.44  | 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        |   11383000 | PA      | $11368903.24   | 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        |    7595000 | PA      | $7000104.09    | 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        |   13654000 | PA      | $13854195.96   | 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        |   13170000 | PA      | $12306244.23   | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36814                      | CUSIP: 3132QTSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340668 | PA      | $327629.97     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 578317                      | CUSIP: 36201BPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10422 | PA      | $10904.25      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18679000 | PA      | $16382685.42   | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35735000 | PA      | $36861802.10   | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60989                      | CUSIP: 31335BC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5446800 | PA      | $4918965.16    | 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        |   10187000 | PA      | $7817195.89    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357639                      | CUSIP: 31376KHQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17457 | PA      | $17960.47      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 580078                      | CUSIP: 31387CM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1074 | PA      | $1127.12       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478992                      | CUSIP: 36209RC50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2477 | PA      | $2556.19       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $6465264.58    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18358000 | PA      | $17378253.59   | 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        |   28186000 | PA      | $29359495.87   | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 501296                      | CUSIP: 36210S3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        814 | PA      | $846.11        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB2624                      | CUSIP: 3140AB4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35970 | PA      | $34766.60      | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2272382 | PA      | $2114469.79    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 425557                      | CUSIP: 31379PWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2081 | PA      | $2184.35       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445465                      | CUSIP: 36207XZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1283 | PA      | $1290.72       | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   18125000 | PA      | $17635673.10   | 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        |   14223000 | PA      | $13617838.87   | 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        |    9800000 | PA      | $9795934.95    | 0.00%             | 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        |    2228944 | PA      | $2169863.95    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836127                      | CUSIP: 31407N4L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1643 | PA      | $1666.88       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $6496698.24    | 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        |   39351000 | PA      | $37444559.88   | 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        |   22172453 | PA      | $19819386.21   | 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        |     955642 | PA      | $908472.44     | 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        | 1056563000 | PA      | $1004477740.58 | 0.26%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 536274                      | CUSIP: 36212KXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2341 | PA      | $2421.94       | 0.00%             | 2030-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4              | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21125000 | PA      | $20333558.21   | 0.01%             | 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        |   16043000 | PA      | $15247807.49   | 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        |       3359 | PA      | $3489.28       | 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        |   11363000 | PA      | $11092770.75   | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0768                      | CUSIP: 3138W92A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82478 | PA      | $81949.19      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8228                      | CUSIP: 3132D6D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4076500 | PA      | $3995910.88    | 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        |    5832000 | PA      | $5806327.51    | 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        |    4650000 | PA      | $4566058.41    | 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        |      99517 | PA      | $103771.80     | 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        |    1684009 | PA      | $1637389.77    | 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        |   13761000 | PA      | $14084925.61   | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   10408000 | PA      | $10280336.60   | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   13972000 | PA      | $8907464.86    | 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        |    3214863 | PA      | $3066263.29    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |   11397000 | PA      | $8892204.26    | 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        |   21836000 | PA      | $19168666.01   | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952613                      | CUSIP: 31413QYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86221 | PA      | $89944.54      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   20358000 | PA      | $19653640.49   | 0.01%             | 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        |    4180100 | PA      | $3898763.77    | 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        |   22845532 | PA      | $22274014.44   | 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        |    7417000 | PA      | $4831163.51    | 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        |    4809000 | PA      | $4403456.76    | 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        |    4012763 | PA      | $3599445.75    | 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        |    1076000 | PA      | $1102572.21    | 0.00%             | 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        |    7872000 | PA      | $6726452.30    | 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        |   12379000 | PA      | $11805524.30   | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2989683.64    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4112                      | CUSIP: 3140XKSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4629132 | PA      | $4159560.94    | 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        |   13228000 | PA      | $13262995.53   | 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        |    7700000 | PA      | $8010016.63    | 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        |   36398384 | PA      | $37076948.04   | 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        |   15089000 | PA      | $14254771.68   | 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        |    1706268 | PA      | $1681974.37    | 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        |   15439000 | PA      | $11762508.33   | 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        |     181564 | PA      | $178676.69     | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00522                      | CUSIP: 31292GSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         99 | PA      | $99.52         | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                      | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10963785 | PA      | $9008931.14    | 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        |   57666000 | PA      | $58276439.20   | 0.02%             | 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        |      11748 | PA      | $12057.82      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4467                      | CUSIP: 3140AR6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     833972 | PA      | $805811.38     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  686812000 | PA      | $689924116.88  | 0.18%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   14080000 | PA      | $14139426.46   | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT8508                      | CUSIP: 3138WWN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417866 | PA      | $411380.01     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   42205000 | PA      | $42173557.28   | 0.01%             | 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        |    7565000 | PA      | $6087830.79    | 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        |     418848 | PA      | $438428.17     | 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        |    8852000 | PA      | $7652998.56    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2113703.99    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829479                      | CUSIP: 31407FQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34568 | PA      | $35083.36      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   14461000 | PA      | $14332160.70   | 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        |    7100000 | PA      | $6957091.81    | 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        |    2168000 | PA      | $1821996.25    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L0125                      | CUSIP: 3128Q2D67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15718 | PA      | $16229.59      | 0.00%             | 2034-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 542100                      | CUSIP: 31385EGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         64 | PA      | $64.37         | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 571390                      | CUSIP: 31386RXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        803 | PA      | $842.77        | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832085                      | CUSIP: 31407JNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28100 | PA      | $28506.14      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485980                      | CUSIP: 36209Y2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2392 | PA      | $2490.18       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     975000 | PA      | $989060.15     | 0.00%             | 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        |    4031000 | PA      | $3955592.23    | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6063000 | PA      | $6031220.21    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   31981000 | PA      | $32453000.24   | 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        |   24228490 | PA      | $22658372.71   | 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        |    1279874 | PA      | $1282083.11    | 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        |   22289000 | PA      | $21913187.39   | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9715000 | PA      | $8551038.52    | 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        |   10408402 | PA      | $9940154.94    | 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        |    5555000 | PA      | $4027887.73    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729674                      | CUSIP: 31402HT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19253 | PA      | $19779.85      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2256846.67    | 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        |   38346000 | PA      | $33789585.97   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI5343                      | CUSIP: 3133WB5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88632 | PA      | $87540.68      | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   19674000 | PA      | $19494994.37   | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1567                      | CUSIP: 3140Q8W50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     293552 | PA      | $287584.11     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03600                      | CUSIP: 3128M5KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36460 | PA      | $39286.69      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2301032 | PA      | $2145183.90    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | 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        |    3200000 | PA      | $2373283.52    | 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        |    7562410 | PA      | $7170232.88    | 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        |    3500000 | PA      | $3070980.21    | 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        |   12030000 | PA      | $12424223.65   | 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        |   97121599 | PA      | $91621796.89   | 0.02%             | 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        |   24855000 | PA      | $26459706.01   | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8378                      | CUSIP: 3132D6JX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1086813 | PA      | $1094584.39    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257050                      | CUSIP: 31371NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81958 | PA      | $88024.29      | 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        |   13855000 | PA      | $12144742.93   | 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        |     111868 | PA      | $111305.41     | 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        |    3937000 | PA      | $2179935.08    | 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        |    5717000 | PA      | $4979857.43    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553495                      | CUSIP: 36213F3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6618 | PA      | $6802.94       | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   16885000 | PA      | $11902316.15   | 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        |    1723697 | PA      | $1717931.35    | 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        |      12827 | PA      | $13334.23      | 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        |     235112 | PA      | $224030.23     | 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        |    6738000 | PA      | $6681735.58    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                      | CARLYLE SECURED                | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1472667.63    | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537480                      | CUSIP: 36212MCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6995 | PA      | $7266.21       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481605000 | PA      | $466253840.63  | 0.12%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4653                      | CUSIP: 3140XLE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36145351 | PA      | $36504068.19   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10498000 | PA      | $10970127.63   | 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        |   22880100 | PA      | $23284132.53   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5622                      | CUSIP: 31418FG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24531071 | PA      | $24512756.32   | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6164                      | CUSIP: 3138WFZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26395 | PA      | $25835.62      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6395                      | CUSIP: 3140QSC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7667657 | PA      | $7611613.37    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8648                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43165741 | PA      | $43845977.18   | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 724215                      | CUSIP: 31402BSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1320 | PA      | $1335.23       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | 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        |    8366000 | PA      | $5698114.96    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   81244000 | PA      | $82814504.44   | 0.02%             | 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        |    8150556 | PA      | $7670176.48    | 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        |     208094 | PA      | $207035.18     | 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        |   56606000 | PA      | $46731645.60   | 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        |    2822955 | PA      | $2662258.94    | 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        |   15115000 | PA      | $15325325.14   | 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        |    1057269 | PA      | $1048761.06    | 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        |    5901000 | PA      | $5977023.81    | 0.00%             | 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        |    5711000 | PA      | $4707606.04    | 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        |     269446 | PA      | $254900.99     | 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        |    8891000 | PA      | $7938469.01    | 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        |    4785000 | PA      | $3857876.66    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2315                      | CUSIP: 3140W2SD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53639548 | PA      | $54834819.28   | 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        |   14290000 | PA      | $14317939.81   | 0.00%             | 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        |   40982000 | PA      | $35719590.64   | 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        |   11011000 | PA      | $6488311.82    | 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        |   47272000 | PA      | $41586099.67   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX0466                      | CUSIP: 3140N4QU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195468 | PA      | $184360.84     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383056 | PA      | $378404.99     | 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        |    5589000 | PA      | $5650800.53    | 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        |    4806000 | PA      | $4724348.58    | 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        |    1550000 | PA      | $1698642.37    | 0.00%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q30145                      | CUSIP: 3132QLET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91234 | PA      | $87985.25      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3557365 | PA      | $3485595.48    | 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        |   33051000 | PA      | $31224801.79   | 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        |    5107000 | PA      | $3928868.34    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   33650000 | PA      | $34145933.70   | 0.01%             | 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        |    5878285 | PA      | $5836146.51    | 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        |    8025000 | PA      | $7911378.04    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                       | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52963 | PA      | $54010.73      | 0.00%             | 2039-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569804                      | CUSIP: 36200RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3341 | PA      | $3493.52       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5880                      | CUSIP: 31418FRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88334922 | PA      | $89981723.83   | 0.02%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8389698 | PA      | $8075899.70    | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5613                      | CUSIP: 31418FGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65286877 | PA      | $64422047.57   | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                                                          | OLD NATL BANCORP               | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |    3794000 | PA      | $3779778.28    | 0.00%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  202700984 | PA      | $165016762.98  | 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        |    1878532 | PA      | $1867842.92    | 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        |      76113 | PA      | $79717.54      | 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        |    4215000 | PA      | $4143947.07    | 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        |     907345 | PA      | $882414.80     | 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        |    8576000 | PA      | $8651710.77    | 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        |   18655000 | PA      | $15547649.97   | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794887                      | CUSIP: 31405PCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62093 | PA      | $63906.81      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96296                      | CUSIP: 3129447H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15152 | PA      | $14823.56      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   12255000 | PA      | $12052088.14   | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30838                      | CUSIP: 3132J4EL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        406 | PA      | $409.67        | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | 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        |    3500000 | PA      | $3519352.20    | 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        |    2292000 | PA      | $2341626.07    | 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        |    7410000 | PA      | $7530368.67    | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9058                      | CUSIP: 31417GB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127207 | PA      | $119866.34     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4868000 | PA      | $4195700.37    | 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        |   76412955 | PA      | $76924631.22   | 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        |    4643000 | PA      | $4104334.99    | 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        |    3080000 | PA      | $3012537.64    | 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        |    7430000 | PA      | $6689418.31    | 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        |     354420 | PA      | $354645.92     | 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        |     418130 | PA      | $438975.67     | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2484                      | CUSIP: 31418BXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4498433 | PA      | $4321841.26    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1170                      | CUSIP: 3138AEJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     474309 | PA      | $481671.06     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2493897.77    | 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        |   94308000 | PA      | $90786880.08   | 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        |   10945000 | PA      | $10811985.34   | 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        |   14834000 | PA      | $14624805.18   | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $4375731.84    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10995000 | PA      | $11060750.52   | 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        |    2460361 | PA      | $2438775.10    | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604734                      | CUSIP: 36200MY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        268 | PA      | $270.40        | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2778855.29    | 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        |    2500000 | PA      | $2460144.25    | 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        |   15791000 | PA      | $13928081.01   | 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        |    4011000 | PA      | $3609671.95    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   11779000 | PA      | $11159163.23   | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | 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        |   19426000 | PA      | $20155351.05   | 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        |    1174599 | PA      | $1173098.88    | 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        |   20889000 | PA      | $21133984.07   | 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        |   14864372 | PA      | $15046114.52   | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4798000 | PA      | $3965136.79    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    8065000 | PA      | $7073606.53    | 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        |    6584000 | PA      | $5184549.37    | 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        |   11066000 | PA      | $11247726.86   | 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        |     560867 | PA      | $547802.42     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434846                      | CUSIP: 36207LBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5513 | PA      | $5812.80       | 0.00%             | 2030-08-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                      | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     788635 | PA      | $809779.05     | 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        |   11077000 | PA      | $11206907.27   | 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        |   13794000 | PA      | $13294617.95   | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A4                | CUSIP: 14319GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $4151516.91    | 0.00%             | 2030-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $9506571.51    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3956                      | CUSIP: 3140JLME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1972481 | PA      | $1878273.62    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8341                      | CUSIP: 3140QUHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15072192 | PA      | $15702900.04   | 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        |     912010 | PA      | $889762.02     | 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        |    5000000 | PA      | $5205800.50    | 0.00%             | 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        |    6674319 | PA      | $5881953.61    | 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        |   14476000 | PA      | $14422021.73   | 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        |   80498000 | PA      | $81373542.57   | 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        |    1675000 | PA      | $1560854.61    | 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        |     118978 | PA      | $123600.78     | 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        |   17234000 | PA      | $17523162.75   | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8070                      | CUSIP: 3132D56F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8279922 | PA      | $7824272.13    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    6870000 | PA      | $7065711.61    | 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        |   16670000 | PA      | $16405514.85   | 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        |    8000000 | PA      | $8055856.00    | 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        |      40093 | PA      | $41187.46      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518024                      | CUSIP: 36211NPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1778 | PA      | $1811.42       | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1470                      | CUSIP: 31416WT44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     764505 | PA      | $761007.56     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   24513000 | PA      | $25157038.62   | 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        |    6126143 | PA      | $5765079.47    | 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        |   14368255 | PA      | $13217436.87   | 0.00%             | 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        |   27693539 | PA      | $22640218.56   | 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        |   19495000 | PA      | $19377162.47   | 0.01%             | 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        |   13500000 | PA      | $13344693.82   | 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        |    8770000 | PA      | $7884148.07    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7709000 | PA      | $7719233.68    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $2994012.20    | 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        |    9723000 | PA      | $9649289.54    | 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        |   29711711 | PA      | $30437389.48   | 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        |    7180000 | PA      | $7207781.10    | 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        |    3122092 | PA      | $2873801.35    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753803                      | CUSIP: 31403NNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3267 | PA      | $3308.73       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4544                      | CUSIP: 3142GVBN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57927175 | PA      | $59749285.90   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2087                      | CUSIP: 3132AEJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3591699 | PA      | $3419034.13    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   10608000 | PA      | $8976843.90    | 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        |   90640500 | PA      | $81707453.62   | 0.02%             | 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        |   15259004 | PA      | $15204696.14   | 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        |   20505000 | PA      | $20592541.01   | 0.01%             | 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        |    7675000 | PA      | $7588039.18    | 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        |   31976000 | PA      | $32105651.04   | 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        |     358002 | PA      | $364055.68     | 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        |    3500000 | PA      | $3509896.95    | 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        |   65474000 | PA      | $62268144.24   | 0.02%             | 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        |    6501000 | PA      | $6101271.45    | 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        |   16928000 | PA      | $15437227.49   | 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        |   10907000 | PA      | $9090820.72    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780584                      | CUSIP: 36225AUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        184 | PA      | $184.58        | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    8951000 | PA      | $9154916.21    | 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        |   12725000 | PA      | $13051324.52   | 0.00%             | 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        |   10815000 | PA      | $10690897.41   | 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        |    6471000 | PA      | $6406920.54    | 0.00%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0517                      | CUSIP: 3140QKSF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25564 | PA      | $21507.56      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8014780 | PA      | $7758920.58    | 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        |    6019000 | PA      | $6371380.17    | 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        |   13215000 | PA      | $12903534.34   | 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        |   25367279 | PA      | $26288595.69   | 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        |   18740000 | PA      | $19236852.00   | 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        |    9575000 | PA      | $9644577.48    | 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        |   12332000 | PA      | $9414797.28    | 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        |    1656081 | PA      | $1557229.00    | 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        |    4836000 | PA      | $4929530.47    | 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        |    9874000 | PA      | $10684328.86   | 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        |   13066000 | PA      | $9325974.59    | 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        |   15073904 | PA      | $13474175.09   | 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        |   34952000 | PA      | $34672533.84   | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00782                      | CUSIP: 31283G2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        294 | PA      | $298.10        | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   28340000 | PA      | $28676116.73   | 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        |    5032407 | PA      | $4717483.28    | 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       |   50300000 | PA      | $50607240.36   | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 602131                      | CUSIP: 31388D4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        547 | PA      | $573.52        | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19252444 | PA      | $18097364.45   | 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        |   29268000 | PA      | $27656896.85   | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27834000 | PA      | $28261540.01   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   14613000 | PA      | $10772756.50   | 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        |   27790910 | PA      | $24312246.86   | 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        |    8836000 | PA      | $8666722.53    | 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        |   21154641 | PA      | $19975755.98   | 0.01%             | 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        |    2745000 | PA      | $2745118.34    | 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        |    1945285 | PA      | $1791838.72    | 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        |    4441415 | PA      | $4146650.82    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18520000 | PA      | $13361363.20   | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7144374 | PA      | $6471548.72    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552114                      | CUSIP: 36213EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10748 | PA      | $11201.72      | 0.00%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8056                      | CUSIP: 3138WH5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     851046 | PA      | $766578.96     | 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        |   18481000 | PA      | $17868584.74   | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY0026                      | CUSIP: 3138YDA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72867 | PA      | $70143.31      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   12412000 | PA      | $11892297.52   | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   11175000 | PA      | $12607782.99   | 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        |   43734631 | PA      | $42367198.22   | 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        |     704724 | PA      | $686190.68     | 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        |     126625 | PA      | $132293.50     | 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        |   11151000 | PA      | $11159480.62   | 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        |    2575000 | PA      | $2530193.83    | 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        |    7964000 | PA      | $7878256.13    | 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        |   14261217 | PA      | $13110006.09   | 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        |   14806000 | PA      | $14533002.84   | 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        |    4615000 | PA      | $4220539.80    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | WFCM 2016-NXS6 A4              | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1154810.16    | 0.00%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09049                      | CUSIP: 31292SBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1674402 | PA      | $1664394.39    | 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        |   13043000 | PA      | $12922363.77   | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749329                      | CUSIP: 31403HPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14914 | PA      | $15327.30      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9854000 | PA      | $9872297.80    | 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        |     719478 | PA      | $698373.75     | 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        |    4583000 | PA      | $4157463.11    | 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        |    7574000 | PA      | $7269033.94    | 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        |   15308000 | PA      | $13038532.63   | 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        |    7485000 | PA      | $7615102.02    | 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        |    8030000 | PA      | $8146162.21    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44481                      | CUSIP: 3132WH6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5468 | PA      | $5240.51       | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1090000.44    | 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       |   55080000 | PA      | $54456051.60   | 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        |   24577000 | PA      | $20736825.70   | 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        |    6624000 | PA      | $6699535.61    | 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        |   33982947 | PA      | $29106102.00   | 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        |   10315000 | PA      | $10430240.63   | 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        |    1076416 | PA      | $1050185.54    | 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        |   15330023 | PA      | $13377031.32   | 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        |    5784000 | PA      | $5831677.16    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0381                      | CUSIP: 3138W9M72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141294 | PA      | $139695.88     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91752                      | CUSIP: 3128P75M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     796882 | PA      | $781131.47     | 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        |    7337000 | PA      | $7922779.86    | 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        |   19871000 | PA      | $17769502.11   | 0.00%             | 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        |   18249000 | PA      | $17508892.64   | 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        |    9715000 | PA      | $9727894.46    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    5666000 | PA      | $5587915.82    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   10420000 | PA      | $8272849.50    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2692                      | CUSIP: 3128JM3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1262 | PA      | $1300.25       | 0.00%             | 2034-12-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   17730000 | PA      | $14537144.90   | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                                                        | NEW MOUNTAIN COR               | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    2848000 | PA      | $2837924.96    | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06996                      | CUSIP: 3128M9C91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     362047 | PA      | $360988.53     | 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       |   10842000 | PA      | $11188679.51   | 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        |   11428000 | PA      | $10078583.66   | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7269                      | CUSIP: 3138WHCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     961519 | PA      | $930449.04     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265108 | PA      | $262823.45     | 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        |   30365000 | PA      | $28180212.68   | 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        |       9836 | PA      | $10132.42      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80137                      | CUSIP: 3132L5EJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4537493 | PA      | $4266718.83    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6640178.28    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584335                      | CUSIP: 36201JEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9537 | PA      | $9950.06       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  511329000 | PA      | $526449157.04  | 0.14%             | 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        |    5731000 | PA      | $5669616.54    | 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        |    4395000 | PA      | $4875732.13    | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5759                      | CUSIP: 31418FMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15348842 | PA      | $15135929.32   | 0.00%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51442                      | CUSIP: 3128KDS71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22360 | PA      | $23305.69      | 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        |    1797799 | PA      | $1681383.48    | 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        |    7942000 | PA      | $8086006.66    | 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        |    4950000 | PA      | $4564501.69    | 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        |   16370106 | PA      | $16769896.98   | 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        |    3100000 | PA      | $3119628.58    | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01090                      | CUSIP: 31283HF75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        295 | PA      | $306.18        | 0.00%             | 2029-11-01      | Fixed         | 8.00%                 | 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        |   15695000 | PA      | $14285268.82   | 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        |   10925000 | PA      | $10712390.99   | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL                 | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   16627000 | PA      | $12454093.17   | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2924294 | PA      | $2755957.53    | 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        |   18490000 | PA      | $17634215.06   | 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        |  471503400 | PA      | $464983389.69  | 0.12%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01135                      | CUSIP: 31292HHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1299 | PA      | $1357.74       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08739                      | CUSIP: 3128MJZD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1046459 | PA      | $1002923.10    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15878000 | PA      | $14974026.55   | 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        |   46623219 | PA      | $47447498.59   | 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        |   52231000 | PA      | $53971465.41   | 0.01%             | 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        |    9151360 | PA      | $9379451.49    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794277                      | CUSIP: 31405NM28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17599 | PA      | $18062.61      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1156353 | PA      | $1170483.54    | 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        |   10126000 | PA      | $8871875.37    | 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        |    9093000 | PA      | $8615025.29    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8382                      | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6849671 | PA      | $6778201.32    | 0.00%             | 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        |   10214000 | PA      | $10198033.96   | 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        |    6664000 | PA      | $5882978.55    | 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        |    6055000 | PA      | $5872326.09    | 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        |      62413 | PA      | $65255.58      | 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        |   16165000 | PA      | $16516870.02   | 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        |   13736000 | PA      | $11783656.28   | 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        |   28988201 | PA      | $25223613.43   | 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        |    4300000 | PA      | $4460735.72    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469949                      | CUSIP: 36209FBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2746 | PA      | $2781.96       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6348                      | CUSIP: 3140QEBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2293409 | PA      | $1953175.94    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725774                      | CUSIP: 31402DJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35819 | PA      | $37687.46      | 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        |    2097165 | PA      | $1936738.54    | 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        |   14667000 | PA      | $12544262.84   | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08762                      | CUSIP: 3128MJZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73862 | PA      | $70650.96      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8503                      | CUSIP: 3132DWNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42652383 | PA      | $40212074.16   | 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        |  140107484 | PA      | $118753016.01  | 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        |   10040000 | PA      | $10152113.67   | 0.00%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2943                      | CUSIP: 3140XJHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10569825 | PA      | $8598178.24    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   20355000 | PA      | $20653009.53   | 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        |   34461000 | PA      | $31162535.82   | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08593                      | CUSIP: 3128MJUT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     306195 | PA      | $304203.62     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8085                      | CUSIP: 3132D56W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2420422 | PA      | $2289607.29    | 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        |   56070000 | PA      | $46192478.91   | 0.01%             | 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        |   59246704 | PA      | $60351222.12   | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781226                      | CUSIP: 36225BLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4478 | PA      | $4651.56       | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   33312000 | PA      | $33494758.69   | 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        |   22767000 | PA      | $22071521.08   | 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        |    8148000 | PA      | $8164089.36    | 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        |    3072375 | PA      | $2787391.29    | 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        |      63439 | PA      | $66549.75      | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553598                      | CUSIP: 36213F7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11636 | PA      | $12102.72      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22011000 | PA      | $22945877.38   | 0.01%             | 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        |   17325000 | PA      | $17146254.51   | 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        |    7065000 | PA      | $7055435.89    | 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        |   15685000 | PA      | $12257166.00   | 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        |   52147636 | PA      | $53151066.37   | 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        |   23972000 | PA      | $22624902.98   | 0.01%             | 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        |    2174000 | PA      | $2108545.21    | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C24654                      | CUSIP: 31293NE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1939 | PA      | $1975.60       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   23978000 | PA      | $23711747.28   | 0.01%             | 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        |    5827000 | PA      | $5621746.51    | 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        |    4501965 | PA      | $4254589.88    | 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        |    6680000 | PA      | $6764025.82    | 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        |   12900000 | PA      | $12597009.82   | 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        |    5908000 | PA      | $5986861.82    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $2217293.58    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405297 | PA      | $423169.63     | 0.00%             | 2042-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1704                      | CUSIP: 3140Q83N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1472788 | PA      | $1447450.34    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4951510.11    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   16489000 | PA      | $16644546.65   | 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        |   11427006 | PA      | $11300900.26   | 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        |   10519000 | PA      | $10429306.80   | 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        |    3351601 | PA      | $3241748.02    | 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        |   40000000 | PA      | $39868484.00   | 0.01%             | 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        |   11936630 | PA      | $12053623.13   | 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        |    5505000 | PA      | $4903769.55    | 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        |   38509867 | PA      | $39074371.67   | 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        |    2263841 | PA      | $2234939.95    | 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        |   83608000 | PA      | $83803032.53   | 0.02%             | 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        |    7793000 | PA      | $7717098.09    | 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        |     279201 | PA      | $286878.63     | 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        |   29201094 | PA      | $27841786.22   | 0.01%             | 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        |   13088000 | PA      | $12309760.29   | 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        |     525497 | PA      | $534457.82     | 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        |   15500000 | PA      | $15585335.25   | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3527                      | CUSIP: 31418C4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1675501 | PA      | $1686815.89    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   14792000 | PA      | $14811390.99   | 0.00%             | 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        |    8754000 | PA      | $8314810.09    | 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        |   15483316 | PA      | $14912195.75   | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    7044000 | PA      | $5258291.18    | 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       |    3420000 | PA      | $3505481.87    | 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        |     391274 | PA      | $401955.00     | 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        |    5175000 | PA      | $4104137.77    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252334                      | CUSIP: 31371HHK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        691 | PA      | $701.13        | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15192200.45   | 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        |    1275223 | PA      | $1270986.43    | 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        |      45924 | PA      | $45840.95      | 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        |   11502000 | PA      | $8717095.27    | 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        |   27631000 | PA      | $24483331.09   | 0.01%             | 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        |    9108000 | PA      | $8037120.75    | 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        |   12080000 | PA      | $12290434.04   | 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        |    4300000 | PA      | $4241010.57    | 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        |   15235000 | PA      | $15146783.52   | 0.00%             | 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        |    2769353 | PA      | $2571712.37    | 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        |      47438 | PA      | $48909.52      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55389                      | CUSIP: 3132XX7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3849427 | PA      | $3579083.39    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO1427                      | CUSIP: 3133WKSQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239914 | PA      | $245553.88     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    6044000 | PA      | $6162416.74    | 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        |  595775700 | PA      | $603548708.11  | 0.16%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   29643000 | PA      | $30001731.40   | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2843518.51    | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476861                      | CUSIP: 36209NWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        932 | PA      | $944.32        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9202000 | PA      | $8394087.38    | 0.00%             | 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        |      97247 | PA      | $100125.56     | 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        |   12467000 | PA      | $12636763.02   | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3507877 | PA      | $3234509.62    | 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        |    1582280 | PA      | $1608904.34    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     213000 | PA      | $199923.52     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | 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        |     187975 | PA      | $186676.44     | 0.00%             | 2050-09-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780732                      | CUSIP: 36225AY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $919.81        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5054330 | PA      | $4699934.96    | 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        |    4575000 | PA      | $3044185.83    | 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        |    2239654 | PA      | $2160571.76    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21908000 | PA      | $22931367.20   | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0418                      | CUSIP: 3132DMPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18441184 | PA      | $17303738.80   | 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        |   12820000 | PA      | $13017447.61   | 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        |    7200000 | PA      | $7280897.04    | 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        |   39123637 | PA      | $34416284.70   | 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        |    6610000 | PA      | $5984975.68    | 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        |   15509000 | PA      | $15692269.85   | 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        |    7738000 | PA      | $7603182.41    | 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        |   36710000 | PA      | $36180179.25   | 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        |   22059000 | PA      | $21910630.85   | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5477000 | PA      | $5534830.79    | 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        |    4000000 | PA      | $4054222.80    | 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        |    6583000 | PA      | $4964273.95    | 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        |   15550000 | PA      | $14954269.28   | 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        |   12505000 | PA      | $12093817.42   | 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        |   13655000 | PA      | $12300690.62   | 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        |    7714706 | PA      | $7774622.68    | 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        |     548328 | PA      | $541671.83     | 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        |   76543000 | PA      | $83165763.67   | 0.02%             | 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        |   10250000 | PA      | $9484412.13    | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3075                      | CUSIP: 31427QMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34840630 | PA      | $29497735.57   | 0.01%             | 2053-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7368843 | PA      | $6356253.99    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3771                      | CUSIP: 3133KKFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90784 | PA      | $76408.29      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   37563000 | PA      | $33422654.42   | 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        |   11791000 | PA      | $10978696.16   | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5933000 | PA      | $5942186.33    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7181000 | PA      | $7113512.88    | 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        |    8255000 | PA      | $8144606.28    | 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        |   25303000 | PA      | $26319278.66   | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $7497326.20    | 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        |   30428000 | PA      | $31220698.13   | 0.01%             | 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        |   48319000 | PA      | $46838064.55   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39225000 | PA      | $40577956.15   | 0.01%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9232633 | PA      | $9173950.45    | 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        |   19789000 | PA      | $20972278.58   | 0.01%             | 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        |    3745000 | PA      | $3767350.80    | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33827                      | CUSIP: 31297PHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15980 | PA      | $16483.68      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5779                      | CUSIP: 3138WFM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8612 | PA      | $8046.64       | 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        |    9119000 | PA      | $9135096.69    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14479039 | PA      | $12860996.09   | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1900917.91    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815464                      | CUSIP: 31406N5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64397 | PA      | $66193.83      | 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        |   54614081 | PA      | $55632234.90   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3004                      | CUSIP: 31418CKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153673 | PA      | $151424.17     | 0.00%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2720694 | PA      | $2736967.57    | 0.00%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8549996.63    | 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        |    6655000 | PA      | $6760476.35    | 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        |     770041 | PA      | $709314.27     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6941000 | PA      | $6841298.47    | 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        |    8464543 | PA      | $7659780.73    | 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        |    7342000 | PA      | $7331418.18    | 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        |   22678490 | PA      | $19363690.41   | 0.01%             | 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        |     107555 | PA      | $112234.90     | 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        |   65881367 | PA      | $53633336.03   | 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        |    4145000 | PA      | $3894680.65    | 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        |   15076000 | PA      | $14315383.34   | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | 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        |    1200000 | PA      | $1215370.80    | 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        |    2144329 | PA      | $2134228.82    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 723876                      | CUSIP: 31402BFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11144 | PA      | $11421.45      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   16888000 | PA      | $17338345.47   | 0.00%             | 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        |   31553757 | PA      | $29420183.44   | 0.01%             | 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        |    7256000 | PA      | $6944802.41    | 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        |    4071000 | PA      | $4120091.78    | 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        |    9421000 | PA      | $9733172.35    | 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        |    1323323 | PA      | $1269631.75    | 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        |   15745000 | PA      | $16660624.63   | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   22885000 | PA      | $15929021.99   | 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        |    7095000 | PA      | $7264662.75    | 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        |    1308231 | PA      | $1301649.63    | 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        |   17938237 | PA      | $16024666.21   | 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        |    4500109 | PA      | $4095442.05    | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888022                      | CUSIP: 31410FSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155827 | PA      | $158058.23     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 961556                      | CUSIP: 31414BWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13386 | PA      | $14046.82      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   10509000 | PA      | $7924901.91    | 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        |      10103 | PA      | $10579.75      | 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        |    5332000 | PA      | $4889563.33    | 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        |    6097000 | PA      | $6210525.66    | 0.00%             | 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        |    7392244 | PA      | $6549984.60    | 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        |   12320000 | PA      | $12463173.41   | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1595                      | CUSIP: 3132ADXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2682770 | PA      | $2618171.18    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39795                      | CUSIP: 31297V3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25703 | PA      | $26520.81      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0420                      | CUSIP: 3618N5PE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5894204 | PA      | $5403144.40    | 0.00%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  644532000 | PA      | $655534361.04  | 0.17%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $12386160.14   | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   16979000 | PA      | $17167263.62   | 0.00%             | 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        |    6921000 | PA      | $4694435.66    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21320                      | CUSIP: 3132JNPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3036403 | PA      | $2860284.69    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   25330000 | PA      | $24647157.04   | 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        |    5821129 | PA      | $5242564.30    | 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        |   17350000 | PA      | $17256134.77   | 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        |   25970000 | PA      | $25727674.50   | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91541                      | CUSIP: 312939WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     525068 | PA      | $533814.72     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   29922000 | PA      | $30239036.82   | 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        |    1601863 | PA      | $1578223.21    | 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        |   75137517 | PA      | $74780734.45   | 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        |   13914000 | PA      | $14010640.07   | 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        |     114737 | PA      | $116269.31     | 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        |       3042 | PA      | $3159.72       | 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        |   30257960 | PA      | $24850170.04   | 0.01%             | 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        |   19701000 | PA      | $19680448.17   | 0.01%             | 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        |   42305000 | PA      | $38135703.92   | 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        |     929308 | PA      | $942366.25     | 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        |       9764 | PA      | $9297.40       | 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        |    8880530 | PA      | $7990805.70    | 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        |     700000 | PA      | $706348.93     | 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        |      40250 | PA      | $41385.71      | 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        |   17774000 | PA      | $11925209.42   | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    3462000 | PA      | $3489178.81    | 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        |     435557 | PA      | $442241.81     | 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        |    4523000 | PA      | $3132553.25    | 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        |    5622000 | PA      | $5474264.80    | 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        |    1798862 | PA      | $1848952.91    | 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        |    5485000 | PA      | $5351030.75    | 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        |   14935000 | PA      | $14844385.82   | 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        |   16752106 | PA      | $17656307.41   | 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        |   26173000 | PA      | $26886891.57   | 0.01%             | 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        |    5231624 | PA      | $5111864.91    | 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        |      26262 | PA      | $27194.25      | 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        |   24686000 | PA      | $25273661.83   | 0.01%             | 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        |   16100000 | PA      | $15147741.35   | 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        |    8240000 | PA      | $8379242.62    | 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        |    5424219 | PA      | $4872301.20    | 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        |    5250000 | PA      | $4616807.05    | 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        |   11602000 | PA      | $8701528.70    | 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        |    6263000 | PA      | $3412855.13    | 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        |   19098162 | PA      | $16957960.60   | 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        |      12830 | PA      | $13398.90      | 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        |    7282000 | PA      | $7350091.58    | 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        |    7325000 | PA      | $5016440.83    | 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        |    5585000 | PA      | $5502933.02    | 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        |    5150000 | PA      | $4953971.43    | 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        |   12635000 | PA      | $13139076.69   | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3541                      | CUSIP: 31418C5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558248 | PA      | $555062.15     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12533841 | PA      | $11551099.98   | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   13315000 | PA      | $8202728.81    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-UNR          | CUSIP: 47770VCW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      70000 | PA      | $58627.28      | 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        |   13650000 | PA      | $15068391.15   | 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        |   11182000 | PA      | $10823062.81   | 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        |   38791203 | PA      | $34713743.16   | 0.01%             | 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        |   45953000 | PA      | $40990933.93   | 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        |    7062000 | PA      | $7172580.94    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02895                      | CUSIP: 31294MGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        195 | PA      | $194.52        | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5392                      | CUSIP: 31418E7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304988 | PA      | $307835.81     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   13794000 | PA      | $13818875.01   | 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        |      29143 | PA      | $30000.00      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | 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        |    1300000 | PA      | $1324637.34    | 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        |   49201253 | PA      | $49439692.08   | 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        |    1247205 | PA      | $1204576.42    | 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        |     143056 | PA      | $144820.47     | 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        |      27505 | PA      | $27863.63      | 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        |   24358000 | PA      | $25082727.75   | 0.01%             | 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        |   17135000 | PA      | $16811395.40   | 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        |    2231444 | PA      | $2098155.44    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3602                      | CUSIP: 3138WDAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16458 | PA      | $16198.09      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   31045000 | PA      | $30663672.20   | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   12296000 | PA      | $10404096.69   | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2927000 | PA      | $2841831.02    | 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        |      17090 | PA      | $17753.89      | 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        |   14596445 | PA      | $12730046.09   | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3383                      | CUSIP: 3140JKXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1784796 | PA      | $1741820.07    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   14338000 | PA      | $11102885.05   | 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        |   16947000 | PA      | $14111662.83   | 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        |     133239 | PA      | $143111.02     | 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        |   63200258 | PA      | $56675589.69   | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902865                      | CUSIP: 31411BCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34068 | PA      | $35622.30      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   37904000 | PA      | $36912517.48   | 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        |   13543000 | PA      | $12558565.18   | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 435071                      | CUSIP: 36207LJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8170 | PA      | $8375.84       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518698                      | CUSIP: 36211PGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2139 | PA      | $2209.80       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08431                      | CUSIP: 3128MJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267301 | PA      | $261020.34     | 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        |    1551718 | PA      | $1455072.11    | 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        |    7930000 | PA      | $7841603.58    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3026                      | CUSIP: 31418CLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284253 | PA      | $264499.96     | 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        |   12323000 | PA      | $10962331.31   | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91257                      | CUSIP: 3128P7ME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49297 | PA      | $49408.66      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   25130000 | PA      | $20660159.92   | 0.01%             | 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        |     700563 | PA      | $720914.63     | 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        |    4179638 | PA      | $4162888.41    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-170 A2                  | CUSIP: 3137HLJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7717270.50    | 0.00%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2488000 | PA      | $2412494.21    | 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        |    4054000 | PA      | $2940019.54    | 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        |   15433000 | PA      | $17200685.46   | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                             | PENTAIR FINANCE                | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    5315000 | PA      | $5562645.62    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9254000 | PA      | $8998950.52    | 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        |    8700000 | PA      | $8170879.92    | 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        |      17153 | PA      | $17655.50      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   13745000 | PA      | $13762704.86   | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3773                      | CUSIP: 31427RFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62652799 | PA      | $62057810.86   | 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        |   79186000 | PA      | $77466378.73   | 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        |    6169590 | PA      | $6160656.25    | 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        |   10574000 | PA      | $11380747.95   | 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        |    9452000 | PA      | $9470748.60    | 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        |    2400000 | PA      | $2371003.19    | 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        |   19100000 | PA      | $14684824.47   | 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        |    9659000 | PA      | $9577290.84    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2421000 | PA      | $2185862.77    | 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        |    1656157 | PA      | $1617243.26    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   44370000 | PA      | $44556671.23   | 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        |   16305000 | PA      | $14913983.60   | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   11077000 | PA      | $11242201.00   | 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        |    6484000 | PA      | $7451397.71    | 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        |     301787 | PA      | $292770.77     | 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        |    4100000 | PA      | $4115231.91    | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0362                      | CUSIP: 3138EGML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19247 | PA      | $20150.36      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2631000 | PA      | $2708807.11    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8448                      | CUSIP: 3132DWL50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  119233201 | PA      | $123358717.15  | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3946                      | CUSIP: 31427RL40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33142353 | PA      | $32848327.37   | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                       | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357898 | PA      | $365502.65     | 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        |    6895000 | PA      | $6794366.08    | 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        |   10441000 | PA      | $9854867.74    | 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        |   36519000 | PA      | $20374653.38   | 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        |   23702000 | PA      | $20704294.14   | 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        |  108325606 | PA      | $83727070.47   | 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        |    2102384 | PA      | $1956941.55    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                           | CAMPBELLS CO/THE               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    3443000 | PA      | $2709386.04    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    6986000 | PA      | $6969878.55    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1689000 | PA      | $1416401.84    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0262                      | CUSIP: 3140Y6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   78192494 | PA      | $80676489.92   | 0.02%             | 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        |   12823000 | PA      | $12901276.11   | 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        |   13713622 | PA      | $11609920.87   | 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        |   37484810 | PA      | $33038687.80   | 0.01%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8307                      | CUSIP: 3132DWGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37312208 | PA      | $36941545.18   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $8085170.49    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 404947                      | CUSIP: 31378PZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        605 | PA      | $609.64        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    9462000 | PA      | $8169397.40    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    5207000 | PA      | $4939954.33    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5583000 | PA      | $5105286.75    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $2743563.21    | 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        |    5527943 | PA      | $5253299.23    | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02288                      | CUSIP: 3132GFRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1134832 | PA      | $1105386.26    | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 419152                      | CUSIP: 36206RTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1127 | PA      | $1170.77       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5723                      | CUSIP: 3138ENLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83080 | PA      | $82412.35      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00533                      | CUSIP: 31292GSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        134 | PA      | $135.65        | 0.00%             | 2027-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $9273289.33    | 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        |   12728389 | PA      | $11847844.49   | 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        |    5360000 | PA      | $3585385.87    | 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        |   91468848 | PA      | $92145662.64   | 0.02%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3936                      | CUSIP: 3140X7LS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1415161 | PA      | $1352849.39    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   38520000 | PA      | $39983445.30   | 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        |    7741502 | PA      | $7169834.99    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552660                      | CUSIP: 36213E5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2076 | PA      | $2163.95       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3781                      | CUSIP: 3138X3FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412017 | PA      | $1390101.92    | 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        |   15767000 | PA      | $12288212.73   | 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        |     426987 | PA      | $422664.52     | 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        |    2332000 | PA      | $2601682.20    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   31565000 | PA      | $27665535.76   | 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        |   10589000 | PA      | $11543702.43   | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7876903.81    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 881719                      | CUSIP: 31409XSG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2502 | PA      | $2510.91       | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6778000 | PA      | $5528094.51    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    8499000 | PA      | $7422449.68    | 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        |  432729500 | PA      | $402201783.89  | 0.10%             | 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        |    7737000 | PA      | $6754254.86    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | 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        |    2675000 | PA      | $2614596.63    | 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        |   27909950 | PA      | $26854783.73   | 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        |   17826000 | PA      | $16662198.07   | 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        |    3914000 | PA      | $3228630.91    | 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        |       4101 | PA      | $4224.81       | 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        |    1325000 | PA      | $1228081.55    | 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        |   15535000 | PA      | $15810286.46   | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1195943.72    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   31219000 | PA      | $27641282.41   | 0.01%             | 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        |    6611000 | PA      | $6857640.10    | 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        |      23381 | PA      | $24417.32      | 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        |    4440000 | PA      | $3699340.80    | 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        |   10833000 | PA      | $9817249.09    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 754287                      | CUSIP: 31403N6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60844 | PA      | $61374.43      | 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        |    6694351 | PA      | $6582302.92    | 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        |   22189214 | PA      | $18064008.57   | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C46917                      | CUSIP: 31298FVJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3472 | PA      | $3645.14       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $4862734.61    | 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        |   32009652 | PA      | $31741680.20   | 0.01%             | 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        |    3195840 | PA      | $3144853.66    | 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        |    3969000 | PA      | $3925070.61    | 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        |   20298055 | PA      | $18137566.51   | 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        |    5551000 | PA      | $5066482.49    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252409                      | CUSIP: 31371HKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4874 | PA      | $4942.91       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35479000 | PA      | $33194614.08   | 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        |  865316600 | PA      | $858657720.51  | 0.22%             | 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        |   34553000 | PA      | $35839289.33   | 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        |   11623566 | PA      | $11569301.09   | 0.00%             | 2053-05-01      | 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        |    1632979 | PA      | $1593774.67    | 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        |    2632000 | PA      | $2614255.15    | 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        |    3911000 | PA      | $3799540.41    | 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        |    8465000 | PA      | $8199023.82    | 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        |   13432000 | PA      | $13174218.48   | 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        |   26408000 | PA      | $23424500.48   | 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        |    8185000 | PA      | $8070892.62    | 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        |   44416000 | PA      | $45046283.19   | 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        |    6000000 | PA      | $6302482.80    | 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        |     696366 | PA      | $716983.83     | 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        |    5415000 | PA      | $3635194.55    | 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        |   39443000 | PA      | $39494816.08   | 0.01%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487625                      | CUSIP: 36210BVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2493 | PA      | $2589.87       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   16053000 | PA      | $12198664.99   | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6715                      | CUSIP: 3138EPN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     299572 | PA      | $288559.14     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   10163000 | PA      | $5565620.21    | 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        |   32735349 | PA      | $33481167.86   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00463                      | CUSIP: 31292GQQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          2 | PA      | $2.37          | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89941                      | CUSIP: 312937BJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1860755 | PA      | $1856168.98    | 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        |    2000000 | PA      | $2006405.00    | 0.00%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $2835808.15    | 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        |    7984000 | PA      | $5018711.10    | 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       |    5069000 | PA      | $4982121.22    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794256                      | CUSIP: 31405NMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5694 | PA      | $5839.25       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607749                      | CUSIP: 31388LEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10076 | PA      | $10575.60      | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3136000 | PA      | $2833721.78    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64981                      | CUSIP: 3128KVRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398084 | PA      | $417014.67     | 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        |    6666000 | PA      | $7047513.91    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11913000 | PA      | $12087011.93   | 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        |   48851000 | PA      | $48950547.88   | 0.01%             | 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        |   24810000 | PA      | $23676198.13   | 0.01%             | 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        |    8195000 | PA      | $6189983.45    | 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        |    3275000 | PA      | $3025213.13    | 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        |   14450000 | PA      | $12840504.09   | 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        |    6093966 | PA      | $5983363.98    | 0.00%             | 2028-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    9360000 | PA      | $9467895.26    | 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        |   11271000 | PA      | $10374443.36   | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DD8366                      | CUSIP: 3140B9JL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24793013 | PA      | $24456842.09   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   11139000 | PA      | $10511901.22   | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D78467                      | CUSIP: 3128FLMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        260 | PA      | $261.50        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2682000 | PA      | $2823033.37    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2799018 | PA      | $2701109.25    | 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        |    9649000 | PA      | $9007870.53    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918884                      | CUSIP: 31411Y2R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165363 | PA      | $172904.09     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   39435000 | PA      | $21144355.98   | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $467481.49     | 0.00%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11363000 | PA      | $10579715.87   | 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        |   16694000 | PA      | $16639613.20   | 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        |      34964 | PA      | $36052.60      | 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        |   17104145 | PA      | $16580046.84   | 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        |   17022304 | PA      | $15609620.03   | 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        |   10944000 | PA      | $11124260.31   | 0.00%             | 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        |      36154 | PA      | $37980.96      | 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        |    4001000 | PA      | $3975017.76    | 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        |   33649565 | PA      | $28857365.50   | 0.01%             | 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        |   24920000 | PA      | $24158723.36   | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743899                      | CUSIP: 31403BNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4921 | PA      | $4917.39       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00481                      | CUSIP: 31292GRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $52.54         | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8962000 | PA      | $8014696.86    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 393374                      | CUSIP: 36205K6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $19.07         | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                      | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35312105 | PA      | $31357124.44   | 0.01%             | 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        |    8533000 | PA      | $8574291.68    | 0.00%             | 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        |      26772 | PA      | $26681.88      | 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        |    1196580 | PA      | $1128202.13    | 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       |    8962000 | PA      | $8967007.69    | 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        |   45113760 | PA      | $44826313.29   | 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        |    3175000 | PA      | $2805027.41    | 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        |    8055000 | PA      | $8098083.33    | 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        |   11248000 | PA      | $11310164.63   | 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        |    3523000 | PA      | $3196409.95    | 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        |    5125917 | PA      | $4820475.47    | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475698                      | CUSIP: 36209MNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3149 | PA      | $3271.15       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                      | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        823 | PA      | $834.38        | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49146000 | PA      | $48768485.12   | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3735                      | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32119839 | PA      | $29094937.28   | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1823                      | CUSIP: 3133KHAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8381035 | PA      | $7468020.21    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13657664 | PA      | $11169778.83   | 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        |   16005561 | PA      | $15222277.30   | 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        |   13298000 | PA      | $13130601.77   | 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        |    5330386 | PA      | $5366383.85    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250885                      | CUSIP: 31371FUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         97 | PA      | $98.12         | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3822                      | CUSIP: 3140XKG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17119612 | PA      | $17639495.03   | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8373                      | CUSIP: 31418WJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8490 | PA      | $8457.47       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23666000 | PA      | $22277765.56   | 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        |     305590 | PA      | $309986.25     | 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        |   28925000 | PA      | $24245166.40   | 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        |  134954853 | PA      | $109274914.43  | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4311                      | CUSIP: 31418DYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9349785 | PA      | $8196128.55    | 0.00%             | 2041-04-01      | 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        |   10754000 | PA      | $7929786.52    | 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        |   13402000 | PA      | $11499428.21   | 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        |   29025000 | PA      | $29316349.79   | 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        |   20148548 | PA      | $20346997.14   | 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        |    5825000 | PA      | $5770323.06    | 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        |    6923000 | PA      | $6201819.73    | 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        |   27400000 | PA      | $28389761.58   | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8838237.10    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8395000 | PA      | $8100280.62    | 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        |   77251000 | PA      | $77489382.48   | 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        |    8886550 | PA      | $6860264.75    | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    6314000 | PA      | $4701928.30    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9840                      | CUSIP: 31417G5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7783933 | PA      | $7319364.52    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12353504 | PA      | $11497504.02   | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8617                      | CUSIP: 31417FSF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2547825 | PA      | $2341333.14    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5272000 | PA      | $5459607.72    | 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        |   19149217 | PA      | $19581617.50   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   15164000 | PA      | $14323368.97   | 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        |   11164000 | PA      | $11097226.19   | 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        |   36557000 | PA      | $35380751.14   | 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        |   21056392 | PA      | $21937513.66   | 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        |      13426 | PA      | $13382.86      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4329323.12    | 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        |    2985000 | PA      | $3022879.82    | 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        |    3750000 | PA      | $3478312.13    | 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        |    7794000 | PA      | $7693140.94    | 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        |   90896392 | PA      | $81143163.76   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     853983 | PA      | $843698.39     | 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        |  550202000 | PA      | $554070607.81  | 0.14%             | 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       |   22152000 | PA      | $22407010.39   | 0.01%             | 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        |    2697604 | PA      | $2570450.23    | 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        |   15411000 | PA      | $11138844.81   | 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        |    5898569 | PA      | $5770968.03    | 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        |   12497000 | PA      | $12712464.64   | 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        |   35278874 | PA      | $31172150.20   | 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        |    4984000 | PA      | $4793586.26    | 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        |    8870000 | PA      | $8662648.84    | 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        |   19166000 | PA      | $17898334.67   | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   12137000 | PA      | $12746385.68   | 0.00%             | 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        |    5438000 | PA      | $5665071.09    | 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        |   57612000 | PA      | $56939789.84   | 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        |   34272000 | PA      | $34522884.29   | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580973                      | CUSIP: 36201EMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3298 | PA      | $3399.41       | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5023                      | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17918833 | PA      | $17564590.70   | 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        |   40463000 | PA      | $41051126.58   | 0.01%             | 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        |    9000000 | PA      | $8962338.17    | 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        |    1071131 | PA      | $1030579.53    | 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        |       9437 | PA      | $10162.56      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   16552000 | PA      | $16323247.44   | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434644                      | CUSIP: 36207KZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        844 | PA      | $869.51        | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10378                      | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888432 | PA      | $819300.81     | 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        |    3185028 | PA      | $3164193.07    | 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        |      52148 | PA      | $56105.44      | 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        |      79822 | PA      | $82301.83      | 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        |    4282000 | PA      | $3129502.19    | 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        |    1087344 | PA      | $1076284.37    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 441306                      | CUSIP: 36207TGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        165 | PA      | $165.16        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                      | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26583710 | PA      | $24620648.99   | 0.01%             | 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        |   19585009 | PA      | $19482007.72   | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6851212 | PA      | $6521851.57    | 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        |   39439931 | PA      | $34785991.68   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                 | FIRST CITIZENS                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $4409362.15    | 0.00%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   12109000 | PA      | $12068139.19   | 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        |    3000000 | PA      | $3009921.90    | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16233000 | PA      | $16006620.31   | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   10586000 | PA      | $9026695.76    | 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        |    7558000 | PA      | $7650893.83    | 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        |   61372008 | PA      | $56339988.14   | 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        |    9815000 | PA      | $11093018.75   | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    9410000 | PA      | $9930381.41    | 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        |  829193100 | PA      | $822423517.78  | 0.21%             | 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        | 1403826000 | PA      | $1230596061.57 | 0.32%             | 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        |    7542000 | PA      | $7449003.22    | 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        |      10829 | PA      | $11368.41      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574764                      | CUSIP: 36200WQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2262 | PA      | $2380.86       | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   20878000 | PA      | $13042913.08   | 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        |    4674000 | PA      | $4083685.52    | 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        |      44328 | PA      | $45483.82      | 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        |   16358000 | PA      | $11835858.92   | 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        |    8755000 | PA      | $7432549.86    | 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        |   26702000 | PA      | $26265420.76   | 0.01%             | 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        |     622796 | PA      | $623984.40     | 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        |   38110021 | PA      | $39427873.57   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14825000 | PA      | $14963386.05   | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88026                      | CUSIP: 3129344K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     741439 | PA      | $739749.81     | 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        |   12115000 | PA      | $12110607.88   | 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        |   16662000 | PA      | $14789809.90   | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1048                      | CUSIP: 3132CXEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18392052 | PA      | $17564203.45   | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   14329000 | PA      | $14598295.14   | 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        |    6720000 | PA      | $6603436.02    | 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        |   97319000 | PA      | $109210700.57  | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40128                      | CUSIP: 3132FCD93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24184 | PA      | $22988.62      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |   11700000 | PA      | $11616169.50   | 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        |   42260929 | PA      | $37128238.15   | 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        |   23092398 | PA      | $22355325.46   | 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        |    5654584 | PA      | $5209982.04    | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1127155 | PA      | $1083465.25    | 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        |   13621000 | PA      | $12030942.70   | 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        |   16625000 | PA      | $16479426.19   | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      88000 | PA      | $58251.58      | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434220                      | CUSIP: 36207KK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        904 | PA      | $918.45        | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6952908.08    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2498                      | CUSIP: 3138WBX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201728 | PA      | $194516.21     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960393                      | CUSIP: 31414ANJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          8 | PA      | $8.37          | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5914000 | PA      | $4640841.85    | 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        |   15415000 | PA      | $12248010.30   | 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        |    1584752 | PA      | $1582697.06    | 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        |    9301000 | PA      | $9546558.63    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    9291000 | PA      | $8253582.49    | 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        |    4185000 | PA      | $3000735.90    | 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        |   10620000 | PA      | $10819804.84   | 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        |   35128000 | PA      | $34961901.73   | 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        |    6764188 | PA      | $6211050.35    | 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        |    8359124 | PA      | $7978171.38    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3680565 | PA      | $3619636.59    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13255704 | PA      | $11980623.40   | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03126                      | CUSIP: 31294MPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74371 | PA      | $74177.79      | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | 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        |   16080000 | PA      | $15889820.23   | 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        |   11669265 | PA      | $12326867.89   | 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        |    5200000 | PA      | $5090956.75    | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | 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        |    2500000 | PA      | $2553644.00    | 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        |    7214000 | PA      | $7134362.42    | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552659                      | CUSIP: 36213E5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3468 | PA      | $3614.95       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   11584000 | PA      | $8967649.13    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4330                      | CUSIP: 31418DY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7033701 | PA      | $6651357.70    | 0.00%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   21707000 | PA      | $21201284.92   | 0.01%             | 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        |    4060000 | PA      | $3169243.16    | 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        |    2627666 | PA      | $2526800.52    | 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        |   20986019 | PA      | $20865420.62   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6060000 | PA      | $6032310.07    | 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        |   31011000 | PA      | $27297593.81   | 0.01%             | 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       |   33425000 | PA      | $33522360.21   | 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        |     383404 | PA      | $383878.27     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1418213.30    | 0.00%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    7004000 | PA      | $7807621.32    | 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        |    8795000 | PA      | $7755331.40    | 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        |   27389000 | PA      | $27369783.34   | 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        |  625478400 | PA      | $627213126.81  | 0.16%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796795                      | CUSIP: 31405RGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3097 | PA      | $3189.95       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1450000 | PA      | $1181556.72    | 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        |    3560000 | PA      | $3549503.68    | 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        |    9115000 | PA      | $8737589.55    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   14745000 | PA      | $12222930.80   | 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        |    3926000 | PA      | $3937900.74    | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730885                      | CUSIP: 31402J6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109897 | PA      | $111249.81     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 626683                      | CUSIP: 31389JFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1353 | PA      | $1405.02       | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $5403844.80    | 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        |    6250000 | PA      | $6203849.43    | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462509                      | CUSIP: 36208VYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2506 | PA      | $2523.52       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2226                      | CUSIP: 31334YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8240358 | PA      | $7464814.69    | 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        |   11341000 | PA      | $11103372.13   | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256803                      | CUSIP: 31371NGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3068 | PA      | $3087.72       | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 798062                      | CUSIP: 31405STT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71703 | PA      | $73733.79      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10087                      | CUSIP: 31296JCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17377 | PA      | $17842.61      | 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        |   26095000 | PA      | $25993557.12   | 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        |    9190952 | PA      | $8843315.85    | 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        |   30569000 | PA      | $28945935.89   | 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        |   74339000 | PA      | $72558915.97   | 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        |    1075000 | PA      | $1045665.72    | 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        |   15713628 | PA      | $12851227.54   | 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        |   20062149 | PA      | $19953128.96   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1331999 | PA      | $1042458.78    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA5485                      | CUSIP: 3140A6CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     938092 | PA      | $907177.56     | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08814                      | CUSIP: 3128MJ3Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401504 | PA      | $383043.70     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48063                      | CUSIP: 3128K85Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58750 | PA      | $60619.08      | 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        |     154105 | PA      | $161283.95     | 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        |    7768000 | PA      | $6685213.76    | 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        |   14867000 | PA      | $13097706.49   | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    7549000 | PA      | $7487326.07    | 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        |   22352000 | PA      | $24091545.42   | 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        |    7579000 | PA      | $7503049.59    | 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        |   11521000 | PA      | $10908594.56   | 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        |   10331000 | PA      | $9067537.70    | 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        |     420990 | PA      | $416899.93     | 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        |    3173366 | PA      | $3222665.93    | 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        |   36326400 | PA      | $37112616.31   | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 610807                      | CUSIP: 31388PR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3730 | PA      | $3916.09       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    9711000 | PA      | $9204423.11    | 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        |    3797000 | PA      | $3874945.73    | 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       |   13350000 | PA      | $13661234.21   | 0.00%             | 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        |   10351000 | PA      | $10380986.21   | 0.00%             | 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        |    9335000 | PA      | $9290509.20    | 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        |    5285000 | PA      | $3468489.32    | 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        |    4684000 | PA      | $4600558.32    | 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        |   14116000 | PA      | $14131208.02   | 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        |    2900000 | PA      | $2908725.52    | 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        |   10751000 | PA      | $10180986.49   | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1550                      | CUSIP: 3132CXWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5843248 | PA      | $5885032.14    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  658472700 | PA      | $662973979.87  | 0.17%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47414                      | CUSIP: 3128K8GX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156812 | PA      | $159273.28     | 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        |   13545000 | PA      | $14195040.00   | 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        |      60043 | PA      | $61021.45      | 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        |    9675000 | PA      | $9509338.68    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4363000 | PA      | $4263356.21    | 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        |    6385000 | PA      | $6778374.80    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1394                      | CUSIP: 3140QLRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71585686 | PA      | $60227550.03   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14083596 | PA      | $13472017.36   | 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        |   32762000 | PA      | $32373347.48   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7123280.89    | 0.00%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   15878000 | PA      | $11506571.63   | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780678                      | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $144.21        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5272                      | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53039708 | PA      | $54260560.22   | 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        |    8358000 | PA      | $8324011.03    | 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        |     211792 | PA      | $210586.54     | 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        |    7852000 | PA      | $6649537.90    | 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        |   23059000 | PA      | $23261429.24   | 0.01%             | 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        |   27100000 | PA      | $27109105.98   | 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        |   12440000 | PA      | $12252136.26   | 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        |    3935000 | PA      | $3688718.87    | 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        |    2481748 | PA      | $2037427.64    | 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        |   34717390 | PA      | $29355424.62   | 0.01%             | 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        |   13649000 | PA      | $12034360.91   | 0.00%             | 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        |    4305000 | PA      | $2404213.06    | 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        |    9211867 | PA      | $7265144.29    | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485792                      | CUSIP: 36209YUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1556 | PA      | $1620.34       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0163                      | CUSIP: 3140EUFD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29438 | PA      | $27447.45      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 490109                      | CUSIP: 31382RN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1932 | PA      | $1968.23       | 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        |    4650000 | PA      | $4585560.77    | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14376000 | PA      | $11652102.42   | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1701                      | CUSIP: 31427N3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44720280 | PA      | $45099811.61   | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 495401                      | CUSIP: 31382XKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1088 | PA      | $1108.48       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  890850300 | PA      | $595825731.35  | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 541237                      | CUSIP: 31385DHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        965 | PA      | $994.08        | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18325548 | PA      | $18024547.64   | 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        |   19151000 | PA      | $16655410.34   | 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        |   21763000 | PA      | $22053742.19   | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5984                      | CUSIP: 36179UUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14547645 | PA      | $13132151.87   | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    6652000 | PA      | $5155235.19    | 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        |    8435127 | PA      | $8539927.43    | 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        |   96762439 | PA      | $78591865.75   | 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        |    2259864 | PA      | $2085166.28    | 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        |   13971000 | PA      | $13204767.41   | 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       |   55448000 | PA      | $55576235.93   | 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        |    3415000 | PA      | $3615070.90    | 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        |   11243000 | PA      | $11229946.88   | 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        |    6195000 | PA      | $6155098.70    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469790                      | CUSIP: 36209E2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        867 | PA      | $900.95        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2354000 | PA      | $2386313.06    | 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        |       5201 | PA      | $5460.22       | 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        |   68467891 | PA      | $66369925.14   | 0.02%             | 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        |      10913 | PA      | $11704.51      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8328                      | CUSIP: 3132DWHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7815567 | PA      | $7552883.10    | 0.00%             | 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        |    7325000 | PA      | $7224228.41    | 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        |    6470000 | PA      | $6620832.13    | 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        |    4132000 | PA      | $3606627.38    | 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        |   13542184 | PA      | $12612854.67   | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6468801.04    | 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        |   17083221 | PA      | $17263436.58   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 606541                      | CUSIP: 31388JZE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4444 | PA      | $4688.98       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13591000 | PA      | $12143966.96   | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587081                      | CUSIP: 36201MFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5033 | PA      | $5181.73       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193270 | PA      | $201922.79     | 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        |   30554821 | PA      | $30465170.11   | 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        |    9249247 | PA      | $8997629.33    | 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        |    4653247 | PA      | $4439299.78    | 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        |    5945000 | PA      | $6073528.67    | 0.00%             | 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        |    2036980 | PA      | $2029750.39    | 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        |     229215 | PA      | $229283.96     | 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        |   25153000 | PA      | $22178272.71   | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675363                      | CUSIP: 36295NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6868 | PA      | $7076.23       | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    9072000 | PA      | $6077307.74    | 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        |    5177000 | PA      | $5043413.18    | 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        |   37166379 | PA      | $33506613.00   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0717                      | CUSIP: 3132ACYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1360293 | PA      | $1327144.26    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | 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        |    4100000 | PA      | $4213080.87    | 0.00%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250674                      | CUSIP: 31371FMX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $3.79          | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    8667000 | PA      | $7429000.09    | 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        |   28660000 | PA      | $29714239.88   | 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        |   10786000 | PA      | $9575434.50    | 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        |    5118000 | PA      | $5190942.75    | 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        |    3100000 | PA      | $2770996.07    | 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        |   10222000 | PA      | $10010755.06   | 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        |   22995000 | PA      | $21222005.31   | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953307                      | CUSIP: 31413RR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7096 | PA      | $7412.60       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27093600 | PA      | $24254225.95   | 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        |        493 | PA      | $517.34        | 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        |    9839000 | PA      | $10207058.48   | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2979                      | CUSIP: 31416YJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260352 | PA      | $254918.75     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    7443000 | PA      | $5913813.29    | 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        |   13893000 | PA      | $14930696.03   | 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        |   31477000 | PA      | $28052579.56   | 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        |   13265000 | PA      | $13838599.98   | 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        |   36740000 | PA      | $36067100.87   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 432701                      | CUSIP: 36207HU21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.60          | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12128000 | PA      | $8414109.88    | 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        |    4571754 | PA      | $4099775.68    | 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        |       4208 | PA      | $4397.13       | 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       |  121376000 | PA      | $106856206.25  | 0.03%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 525725                      | CUSIP: 31384KA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5081 | PA      | $5285.92       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90841                      | CUSIP: 3129385A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8379 | PA      | $8648.18       | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   25160000 | PA      | $25468348.31   | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    4573000 | PA      | $3025835.64    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4856000 | PA      | $4807247.30    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q12850                      | CUSIP: 3132HPEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44136 | PA      | $42628.27      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3970                      | CUSIP: 3142GUMU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43995219 | PA      | $45616257.80   | 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        |    5289823 | PA      | $5348932.86    | 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        |    2380335 | PA      | $2287475.98    | 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        |   12190000 | PA      | $13020687.93   | 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        |   10280000 | PA      | $11919123.20   | 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        |    9505000 | PA      | $9867479.01    | 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        |   37045000 | PA      | $33271939.32   | 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        |    2854049 | PA      | $2767201.47    | 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        |    2041206 | PA      | $1980927.29    | 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        |      28153 | PA      | $28684.42      | 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        |   15129000 | PA      | $15113584.32   | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   16190000 | PA      | $11386838.19   | 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        |    2902000 | PA      | $2895708.20    | 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        |   31813000 | PA      | $29843598.79   | 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        |   14070000 | PA      | $13916338.64   | 0.00%             | 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        |   17510000 | PA      | $16124999.61   | 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        |    8132000 | PA      | $8151158.98    | 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        |      52621 | PA      | $55244.17      | 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        |   52590000 | PA      | $51314026.89   | 0.01%             | 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        |     532079 | PA      | $519512.26     | 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        |    1957000 | PA      | $1921358.20    | 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        |     646568 | PA      | $662776.06     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5738                      | CUSIP: 3138ENLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     824193 | PA      | $805620.51     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | 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        |   13800000 | PA      | $13423222.74   | 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        |    5174000 | PA      | $5151590.96    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40237                      | CUSIP: 3132WDHP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40032 | PA      | $39491.12      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9565000 | PA      | $9665915.74    | 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        |   14641000 | PA      | $12630215.71   | 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        |   10356529 | PA      | $10741569.25   | 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        |    4293000 | PA      | $4268254.23    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | 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        |   13200000 | PA      | $13102312.88   | 0.00%             | 2057-05-10      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7299000 | PA      | $7356194.40    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  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        |     523499 | PA      | $526158.51     | 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        |   97680429 | PA      | $82853526.65   | 0.02%             | 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        |      13561 | PA      | $13940.02      | 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        |       3981 | PA      | $4180.00       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1865117.55    | 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        |    9330000 | PA      | $8353947.72    | 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        |    1215701 | PA      | $1205512.65    | 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        |    1455518 | PA      | $1353006.32    | 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        |   16244000 | PA      | $14213608.75   | 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        |    2470000 | PA      | $2431577.45    | 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        |   10567820 | PA      | $10272163.72   | 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        |  855832200 | PA      | $799668211.88  | 0.21%             | 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        |    1463134 | PA      | $1409751.44    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8282                      | CUSIP: 3132D6FX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7329960 | PA      | $7489683.43    | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0040                      | CUSIP: 3142J6BJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31475270 | PA      | $31617969.16   | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9312000 | PA      | $9251803.93    | 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        |    1605105 | PA      | $1481328.90    | 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        |  785050000 | PA      | $558244148.44  | 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        |   15840017 | PA      | $16699938.36   | 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        |   26500000 | PA      | $26235780.01   | 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        |    2112500 | PA      | $2113212.76    | 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        |   43204952 | PA      | $39574195.33   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62770                      | CUSIP: 31287NCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17820 | PA      | $18721.48      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0916                      | CUSIP: 3140HEAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130244 | PA      | $131245.97     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7472000 | PA      | $6669168.04    | 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        |   12183000 | PA      | $12383588.06   | 0.00%             | 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        |   12429000 | PA      | $12087267.29   | 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        |   18910000 | PA      | $19497244.19   | 0.01%             | 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        |    5585000 | PA      | $5477125.40    | 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        |    5790000 | PA      | $5700605.87    | 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        |     284873 | PA      | $283854.11     | 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        |    4015000 | PA      | $3751994.60    | 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        |   15261000 | PA      | $15101515.90   | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3962773 | PA      | $3886409.96    | 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        |    6450000 | PA      | $6468052.46    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8045                      | CUSIP: 36179W5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7697622 | PA      | $7272545.09    | 0.00%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829936                      | CUSIP: 31407GBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10841 | PA      | $10997.82      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   10842000 | PA      | $10682254.12   | 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        |   10565000 | PA      | $9527992.02    | 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        |   10695000 | PA      | $10878915.86   | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7612000 | PA      | $7635694.10    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   13935000 | PA      | $11329701.45   | 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        |    8128680 | PA      | $7525698.06    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BA8293                      | CUSIP: 3617AMGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115017 | PA      | $112593.76     | 0.00%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545195                      | CUSIP: 31385HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4887 | PA      | $5130.80       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60676                      | CUSIP: 31335AXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1115655 | PA      | $1100584.83    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6105848.61    | 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        |    5250000 | PA      | $5418012.08    | 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        |    8715000 | PA      | $8443374.80    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95796                      | CUSIP: 312944NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     933850 | PA      | $911867.58     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    5817000 | PA      | $4291434.97    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   36972000 | PA      | $32458655.06   | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40045                      | CUSIP: 3132FCBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157427 | PA      | $160040.30     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253951                      | CUSIP: 31371KBU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4605 | PA      | $4851.90       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   11439000 | PA      | $13191322.35   | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2553000 | PA      | $2517858.12    | 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        |     784840 | PA      | $761161.49     | 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        |   30038838 | PA      | $30522349.35   | 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        |   20260000 | PA      | $20577294.76   | 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        |    8915000 | PA      | $8832140.96    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 440831                      | CUSIP: 31380HVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2404 | PA      | $2449.29       | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | 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        |   15005000 | PA      | $14012348.29   | 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        |     238415 | PA      | $240248.41     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465218                      | CUSIP: 36208YYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2711 | PA      | $2761.58       | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37992                      | CUSIP: 3132QU3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4760225 | PA      | $4578477.12    | 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        |    1952000 | PA      | $1595948.54    | 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        |   14019000 | PA      | $12376905.77   | 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        |    9632000 | PA      | $7130003.34    | 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        |   14890000 | PA      | $15178666.49   | 0.00%             | 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        |   41850000 | PA      | $41576451.90   | 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        |   13823000 | PA      | $14341906.74   | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $2076649.65    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                 | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14695592 | PA      | $14269964.75   | 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        |   22341000 | PA      | $20134136.68   | 0.01%             | 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        |    5009000 | PA      | $4786349.10    | 0.00%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9071000 | PA      | $8589194.27    | 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        |   30401809 | PA      | $23422173.57   | 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        |   11500000 | PA      | $11841546.55   | 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        |   44644000 | PA      | $49513622.43   | 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        |   10746000 | PA      | $10651639.22   | 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        |    9400000 | PA      | $9355290.78    | 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        |      39033 | PA      | $40219.01      | 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        |   14941000 | PA      | $14030802.42   | 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        |   14225000 | PA      | $14202048.57   | 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        |    3350000 | PA      | $3190436.49    | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252981                      | CUSIP: 31371H6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2925 | PA      | $3037.12       | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  475136000 | PA      | $421256318.81  | 0.11%             | 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        |   12192000 | PA      | $12301723.46   | 0.00%             | 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        |    9165000 | PA      | $6195136.49    | 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        |   22029500 | PA      | $17036027.45   | 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        |    4320000 | PA      | $3033124.32    | 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        |     526808 | PA      | $490468.81     | 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        |    9288000 | PA      | $8283407.72    | 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        |  674655000 | PA      | $672019628.91  | 0.17%             | 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        |     455500 | PA      | $453969.02     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $7654011.90    | 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        |   10563614 | PA      | $10851330.38   | 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        |   12454000 | PA      | $10268092.51   | 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        |    7688875 | PA      | $7197269.18    | 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        |    9759000 | PA      | $8479760.77    | 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        |      89758 | PA      | $94889.21      | 0.00%             | 2038-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 484788                      | CUSIP: 31382KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        306 | PA      | $312.07        | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    8285000 | PA      | $7644442.26    | 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        |   11829000 | PA      | $11373120.75   | 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        |   16005000 | PA      | $15651341.32   | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704067                      | CUSIP: 36296XFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113836 | PA      | $119858.86     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4500                      | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65758114 | PA      | $55416341.79   | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     400000 | PA      | $323914.72     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     719720 | PA      | $716408.76     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6610000 | PA      | $6668128.61    | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4852                      | CUSIP: 3138AJMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        286 | PA      | $285.00        | 0.00%             | 2026-06-01      | 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        |  234899000 | PA      | $228806307.19  | 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        |    4250000 | PA      | $4242007.86    | 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        |   14982000 | PA      | $12964326.48   | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    7201000 | PA      | $5559313.02    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    7312000 | PA      | $6748838.69    | 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        |    7575000 | PA      | $7645907.92    | 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        |  494446000 | PA      | $311539606.12  | 0.08%             | 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        |   26040000 | PA      | $25586097.07   | 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        |   24632479 | PA      | $21802805.96   | 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        |    4100000 | PA      | $4003538.89    | 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        |    5849422 | PA      | $5328264.31    | 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        |    1574096 | PA      | $1489726.32    | 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        |   37057000 | PA      | $28214258.29   | 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        |   18113000 | PA      | $18396932.43   | 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        |    2509000 | PA      | $2220918.90    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462482                      | CUSIP: 36208VXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3262 | PA      | $3310.23       | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5928195 | PA      | $5297208.46    | 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        |    7400000 | PA      | $5654046.22    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17433806.04   | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277446 | PA      | $275840.60     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3185                      | CUSIP: 3140AQRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8653879 | PA      | $8706931.99    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434764                      | CUSIP: 36207K5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        146 | PA      | $151.62        | 0.00%             | 2030-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575788 | PA      | $574406.79     | 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        |   12950000 | PA      | $12883225.92   | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8870000 | PA      | $10174847.54   | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8601000 | PA      | $9200625.33    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739354                      | CUSIP: 31402VMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5032 | PA      | $5147.30       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15893                      | CUSIP: 3128MEXW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16355 | PA      | $16039.24      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    3171000 | PA      | $3208045.76    | 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        |   30772433 | PA      | $26809251.41   | 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        |   12061000 | PA      | $10389763.80   | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829886                      | CUSIP: 31407F6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46978 | PA      | $47660.01      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01223                      | CUSIP: 31283HLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1920 | PA      | $2015.46       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10434000 | PA      | $7188114.09    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01274                      | CUSIP: 31292HMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        105 | PA      | $109.79        | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01025                      | CUSIP: 31292HD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2927 | PA      | $3051.65       | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    6023000 | PA      | $5946290.02    | 0.00%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740303                      | CUSIP: 31402WNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6875 | PA      | $7052.23       | 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        |   39269800 | PA      | $40753310.68   | 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        |  123131055 | PA      | $122046159.47  | 0.03%             | 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        |   19806507 | PA      | $20290086.73   | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253356                      | CUSIP: 31371JMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         78 | PA      | $81.05         | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00470                      | CUSIP: 31292GQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        364 | PA      | $365.35        | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   10010000 | PA      | $9945139.69    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | 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        |    4720000 | PA      | $4943229.57    | 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        |     136571 | PA      | $140584.05     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4602                      | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27128834 | PA      | $24930530.05   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   14618000 | PA      | $14841150.19   | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593208                      | CUSIP: 36201UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3525 | PA      | $3588.88       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2181000 | PA      | $2630147.25    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422926                      | CUSIP: 36206VYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         76 | PA      | $76.01         | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03545                      | CUSIP: 3128M5HW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29661 | PA      | $31035.36      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   30792000 | PA      | $31648524.72   | 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        |    6901000 | PA      | $6501049.32    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   11742000 | PA      | $11452746.79   | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7280000 | PA      | $7267535.19    | 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        |   29117000 | PA      | $27918344.72   | 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        |   13631000 | PA      | $11481179.80   | 0.00%             | 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        |  860619000 | PA      | $689974388.91  | 0.18%             | 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        |   30336485 | PA      | $31271764.75   | 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        |   25000000 | PA      | $25074692.50   | 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        |   33395000 | PA      | $23591049.95   | 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        |    7336000 | PA      | $6538256.86    | 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        |    7665000 | PA      | $6853421.20    | 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        |   30313172 | PA      | $30034773.06   | 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        |    2200000 | PA      | $1603910.37    | 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        |    4305000 | PA      | $4282839.97    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6996                      | CUSIP: 3138WGX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110978 | PA      | $106475.12     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5415000 | PA      | $5857077.57    | 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        |     599394 | PA      | $550296.17     | 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        |    2500371 | PA      | $2452665.79    | 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        |    2349619 | PA      | $2346301.19    | 0.00%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250588                      | CUSIP: 31371FJ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.10         | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   12376000 | PA      | $12923659.75   | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451326                      | CUSIP: 36208HLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        221 | PA      | $222.61        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8164                      | CUSIP: 3140XQCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56842437 | PA      | $58772533.05   | 0.02%             | 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        |   20476000 | PA      | $18433131.08   | 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        |    2150072 | PA      | $2147104.57    | 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        |    4320000 | PA      | $4149624.80    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   23729000 | PA      | $21805229.48   | 0.01%             | 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        |    4436500 | PA      | $4116688.48    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   26632000 | PA      | $26717541.90   | 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        |    5474102 | PA      | $5194605.75    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3291030.21    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1622                      | CUSIP: 3140H2YU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1451414 | PA      | $1384361.26    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                      | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22389755 | PA      | $20881249.84   | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4195                      | CUSIP: 3138YHUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1909 | PA      | $1835.82       | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409329 | PA      | $414889.27     | 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        |   17115000 | PA      | $17854942.40   | 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        |   14015000 | PA      | $14188511.61   | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 569971                      | CUSIP: 31386QFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1639 | PA      | $1720.30       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937875                      | CUSIP: 31412XMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72725 | PA      | $76137.95      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3309012.70    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12417443 | PA      | $10594688.12   | 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        |     810022 | PA      | $824004.04     | 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        |    8951000 | PA      | $9522066.21    | 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        |    6908000 | PA      | $7038866.39    | 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        |    2000000 | PA      | $2098588.00    | 0.00%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3832831.56    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2118653 | PA      | $2072272.44    | 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        |    1593769 | PA      | $1661623.83    | 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        |    2152959 | PA      | $2180089.31    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5771                      | CUSIP: 31418FMV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5699908 | PA      | $5738885.96    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0499                      | CUSIP: 3133KTRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24586311 | PA      | $21545842.10   | 0.01%             | 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        |    1475000 | PA      | $1473827.67    | 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        |   17588000 | PA      | $10872185.13   | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24889422 | PA      | $23730822.31   | 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        |   19228067 | PA      | $19599155.22   | 0.01%             | 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        |   10850000 | PA      | $9403100.03    | 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        |   10750000 | PA      | $10426095.96   | 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        |     306523 | PA      | $311580.64     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 440700                      | CUSIP: 31380HRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        177 | PA      | $180.14        | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   11570000 | PA      | $11760005.51   | 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        |    4764000 | PA      | $3884682.48    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  878514000 | PA      | $837814089.20  | 0.22%             | 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        |      46809 | PA      | $48199.47      | 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        |    3911000 | PA      | $3728714.04    | 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        |      37509 | PA      | $38104.98      | 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        |    1364771 | PA      | $1295323.34    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    3410000 | PA      | $2551317.99    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $4817523.45    | 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        |    7754000 | PA      | $4742662.76    | 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        |    9400000 | PA      | $9381017.96    | 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        |   30586000 | PA      | $28737933.67   | 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        |   19480000 | PA      | $20402793.34   | 0.01%             | 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        |    9870724 | PA      | $9116925.29    | 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        |    2050000 | PA      | $2079509.34    | 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        |    7259103 | PA      | $7421819.35    | 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        |    2012776 | PA      | $1951101.70    | 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        |   45616000 | PA      | $45504494.90   | 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        |    5194898 | PA      | $4836763.78    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313285                      | CUSIP: 31374F6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $5.89          | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6925000 | PA      | $6634346.53    | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0570                      | CUSIP: 31419AT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371936 | PA      | $376573.60     | 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        |  131295992 | PA      | $130590486.29  | 0.03%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   39355000 | PA      | $39148451.31   | 0.01%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3918                      | CUSIP: 3140QPK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2002937 | PA      | $1942815.44    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1629                      | CUSIP: 3138X0Y36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3576984 | PA      | $3278495.00    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | 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        |   12160000 | PA      | $10313332.72   | 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        |    2436494 | PA      | $2182487.39    | 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        |    5892000 | PA      | $5914849.74    | 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        |     883730 | PA      | $877888.71     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460837                      | CUSIP: 36208T4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        397 | PA      | $402.98        | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $5831079.76    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 564404                      | CUSIP: 31386JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        538 | PA      | $565.18        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                      | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     420792 | PA      | $421270.12     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8426000 | PA      | $8539000.06    | 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        |    9083000 | PA      | $7235442.31    | 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        |    7410000 | PA      | $6080582.89    | 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        |    8958000 | PA      | $9000663.25    | 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        |   18325000 | PA      | $14770614.31   | 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        |    7505000 | PA      | $7461787.77    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | 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        |    1040310 | PA      | $1025418.53    | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15852583.26   | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3975                      | CUSIP: 3138WDMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63253 | PA      | $60863.28      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24906465 | PA      | $22185416.13   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723455                      | CUSIP: 3620A9WQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54370 | PA      | $54075.42      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | GARTNER GROUP                  | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9508278.95    | 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        |    1271260 | PA      | $1329406.24    | 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        |    8040019 | PA      | $7896962.52    | 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        |   31392000 | PA      | $31531194.55   | 0.01%             | 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        |    2569000 | PA      | $2528414.59    | 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        |    1214703 | PA      | $1206799.27    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84060                      | CUSIP: 3132L9QM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     536288 | PA      | $512133.33     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4514556.14    | 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        |   12252000 | PA      | $12349217.04   | 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        |    1745000 | PA      | $1911549.95    | 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        |   10980000 | PA      | $6985543.94    | 0.00%             | 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        |  860420200 | PA      | $859579948.05  | 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        |      29339 | PA      | $29691.98      | 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        |   12400000 | PA      | $11890890.72   | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | 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        |    9000000 | PA      | $9233384.40    | 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        |   50570000 | PA      | $49738759.72   | 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        |       3263 | PA      | $3446.93       | 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        |     183882 | PA      | $182927.04     | 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        |    5540000 | PA      | $4868308.86    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00884                      | CUSIP: 31283G6V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        110 | PA      | $111.21        | 0.00%             | 2027-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    5654000 | PA      | $5577436.74    | 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        |   11098000 | PA      | $11342741.65   | 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        |   16870000 | PA      | $16770425.37   | 0.00%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     960000 | PA      | $948213.48     | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    6939000 | PA      | $6101478.04    | 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        |    4954745 | PA      | $4723838.77    | 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        |   17240000 | PA      | $17121350.30   | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535251                      | CUSIP: 31384VTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        674 | PA      | $707.40        | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   20810000 | PA      | $21124452.08   | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | 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        |    2050000 | PA      | $2097483.13    | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    7489000 | PA      | $7374024.31    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551094                      | CUSIP: 36213DGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2665 | PA      | $2771.47       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3781                      | CUSIP: 3138A5FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     281184 | PA      | $274126.59     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8700000 | PA      | $7415445.00    | 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        |   11220000 | PA      | $11293493.70   | 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        |   58164000 | PA      | $55724966.47   | 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        |      27542 | PA      | $27981.52      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2984                      | CUSIP: 3140XJJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90750 | PA      | $85760.55      | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | 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        |    5940000 | PA      | $5566306.88    | 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        |    6989000 | PA      | $5063412.43    | 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        |   40434447 | PA      | $39898827.72   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786630                      | CUSIP: 3622ACHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10537877 | PA      | $10728639.42   | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | 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        |    1050000 | PA      | $1074245.87    | 0.00%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    7321000 | PA      | $7906102.70    | 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        |   17296000 | PA      | $18724070.36   | 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        |    8224000 | PA      | $7221288.26    | 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        |    1285000 | PA      | $1326461.44    | 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        |    7150000 | PA      | $5798506.29    | 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        |   34818000 | PA      | $32847452.72   | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    6246000 | PA      | $6477207.19    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8303000 | PA      | $8467045.19    | 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        |    6905041 | PA      | $6633384.85    | 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        |    6850000 | PA      | $5315319.19    | 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        |   10565000 | PA      | $10227971.16   | 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        |   18150000 | PA      | $15926392.68   | 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        |    6358783 | PA      | $5596615.05    | 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        |    8763467 | PA      | $9066961.12    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253843                      | CUSIP: 31371J5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5702 | PA      | $6003.93       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10515159 | PA      | $9676047.60    | 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        |   13477000 | PA      | $10940717.82   | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    4368000 | PA      | $4949808.39    | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3971293 | PA      | $3755559.72    | 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        |   27835000 | PA      | $27113611.63   | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01051                      | CUSIP: 31292HEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2045 | PA      | $2134.65       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0028                      | CUSIP: 3142J6A60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76814085 | PA      | $78246107.20   | 0.02%             | 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        |    6520000 | PA      | $6490444.64    | 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        |    6238661 | PA      | $6134870.23    | 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        |   19102000 | PA      | $18005387.56   | 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        |     500000 | PA      | $515389.95     | 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        |   12120000 | PA      | $10479384.60   | 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        |   35229736 | PA      | $32396222.84   | 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        |    9480000 | PA      | $9472073.40    | 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        |   19840253 | PA      | $18399959.79   | 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        |   14433809 | PA      | $11804540.32   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18971440 | PA      | $17795404.43   | 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        |      88639 | PA      | $88474.00      | 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        |   19239000 | PA      | $19682136.08   | 0.01%             | 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        |   18050000 | PA      | $18184787.37   | 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        |   16978000 | PA      | $18567079.92   | 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        |    1397000 | PA      | $1284349.40    | 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        |   13320000 | PA      | $10951853.23   | 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        |    1850000 | PA      | $1274227.46    | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    8524000 | PA      | $7832968.64    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3197                      | CUSIP: 3140QART9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4532 | PA      | $4203.96       | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   23823000 | PA      | $17531349.62   | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451438                      | CUSIP: 36208HPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        295 | PA      | $296.79        | 0.00%             | 2027-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $6574613.40    | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590132                      | CUSIP: 36201QSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2817 | PA      | $2941.29       | 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        |    1525000 | PA      | $1541878.24    | 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        |    3239204 | PA      | $3211725.14    | 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        |    6354000 | PA      | $6648155.52    | 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        |   35325000 | PA      | $35472814.32   | 0.01%             | 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        |    4273931 | PA      | $4243713.11    | 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        |    4326480 | PA      | $4084796.35    | 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        |    2339225 | PA      | $2248974.63    | 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        |   14574000 | PA      | $14461618.57   | 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        |    6615218 | PA      | $5432927.03    | 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        |    6527000 | PA      | $6629679.78    | 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        |    2709000 | PA      | $2207264.40    | 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        |    3420000 | PA      | $3454069.84    | 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        |    2040000 | PA      | $2069309.43    | 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        |     775000 | PA      | $778701.25     | 0.00%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   12570000 | PA      | $11835023.11   | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6516000 | PA      | $5068668.79    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 548496                      | CUSIP: 36213AKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        634 | PA      | $659.02        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A A4                 | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1770385.58    | 0.00%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506465                      | CUSIP: 36210YTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6974 | PA      | $7100.81       | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17674000 | PA      | $16611146.84   | 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        |    9950000 | PA      | $9867967.86    | 0.00%             | 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        |    1485697 | PA      | $1441858.56    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250609                      | CUSIP: 31371FKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $15.30         | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6425905 | PA      | $5713830.32    | 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        |    3643950 | PA      | $3690363.54    | 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        |   29780266 | PA      | $30819379.78   | 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        |   23917861 | PA      | $19493705.28   | 0.01%             | 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        |    3989000 | PA      | $3759178.83    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 493530                      | CUSIP: 36210JHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3021 | PA      | $3102.14       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    6090000 | PA      | $5341057.85    | 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        |    8681000 | PA      | $8573308.30    | 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        |   15290000 | PA      | $14720437.33   | 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        |   11134000 | PA      | $10231194.74   | 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        |   16263907 | PA      | $15042209.30   | 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        |   16372000 | PA      | $14831567.78   | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     610250 | PA      | $565651.32     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2304000 | PA      | $2134298.53    | 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        |   14855000 | PA      | $11699922.97   | 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        |    9770000 | PA      | $9900799.98    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    7188000 | PA      | $7688144.79    | 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        |    7076903 | PA      | $6710927.46    | 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        |    7424000 | PA      | $6188046.27    | 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        |   16871000 | PA      | $12816924.81   | 0.00%             | 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        |    2705501 | PA      | $2602295.54    | 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        |   29195000 | PA      | $30574923.19   | 0.01%             | 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        |    1200060 | PA      | $1218437.20    | 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        |   20850000 | PA      | $20687685.18   | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1098                      | CUSIP: 3140W1GG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52180372 | PA      | $46349178.98   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1377321.86    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586149                      | CUSIP: 36201LEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4829 | PA      | $5106.21       | 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        |    1113809 | PA      | $1091166.17    | 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        |    6914000 | PA      | $6785447.79    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6801                      | CUSIP: 3140QERX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2842675 | PA      | $2419180.43    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410340                      | CUSIP: 36206FZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $65.17         | 0.00%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04598                      | CUSIP: 3132GKX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240772 | PA      | $234560.64     | 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        |    8675000 | PA      | $6371777.96    | 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        |    1147814 | PA      | $1144444.56    | 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        |    1882053 | PA      | $1741266.74    | 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        |    4400000 | PA      | $3667598.00    | 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        |   18475000 | PA      | $18647667.00   | 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        |   11484000 | PA      | $11336200.33   | 0.00%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    7687000 | PA      | $6204894.21    | 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        |   55298925 | PA      | $45070122.41   | 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        |   11863000 | PA      | $10750425.69   | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5768                      | CUSIP: 3140GUMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1285544 | PA      | $1259409.56    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $4102008.11    | 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        |   18628000 | PA      | $16680905.81   | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03655                      | CUSIP: 3132GJWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8249 | PA      | $8042.57       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   24225000 | PA      | $22187390.21   | 0.01%             | 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        |      37846 | PA      | $38851.45      | 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       |   13260000 | PA      | $13352140.00   | 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        |      24818 | PA      | $25286.89      | 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        |        242 | PA      | $241.86        | 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        |      77740 | PA      | $79764.82      | 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        |   16497924 | PA      | $16780232.99   | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722611                      | CUSIP: 31401YYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15959 | PA      | $16168.99      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372611 | PA      | $382798.35     | 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        |    2466463 | PA      | $2397387.14    | 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        |  102957836 | PA      | $87169005.07   | 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        |   10810000 | PA      | $9620342.64    | 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        |      17096 | PA      | $17760.01      | 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        |     467775 | PA      | $450520.49     | 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        |       2392 | PA      | $2511.00       | 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        |    7314000 | PA      | $7274598.61    | 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        |    8528000 | PA      | $6983772.19    | 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        |   15960000 | PA      | $15353036.41   | 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        |   27870024 | PA      | $22854175.33   | 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        |    8390000 | PA      | $6867183.32    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939428                      | CUSIP: 31413AD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33538 | PA      | $35011.57      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20969750 | PA      | $19516711.87   | 0.01%             | 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        |   10950000 | PA      | $10850153.52   | 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        |    8712000 | PA      | $8796493.58    | 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        |  152096240 | PA      | $128771916.91  | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    8106000 | PA      | $7707635.18    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8462                      | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79653385 | PA      | $80132746.97   | 0.02%             | 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        |     845203 | PA      | $842770.75     | 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        |   13201000 | PA      | $13182518.60   | 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        |    6762000 | PA      | $6699402.29    | 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        |   13372021 | PA      | $11430037.12   | 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        |   27283050 | PA      | $25538645.09   | 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        |    7662231 | PA      | $7262925.71    | 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        |   17475000 | PA      | $17321433.20   | 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        |   13418000 | PA      | $13424480.12   | 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        |   20225000 | PA      | $20161050.17   | 0.01%             | 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        |     361103 | PA      | $347779.41     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1928000 | PA      | $1717738.72    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   23630000 | PA      | $21181807.14   | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9515000 | PA      | $8072086.41    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | 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        |    1585000 | PA      | $1591548.59    | 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        |    5190000 | PA      | $5151523.36    | 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        |    5437351 | PA      | $5186154.19    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1564                      | CUSIP: 3140Q8W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233221 | PA      | $228115.38     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | 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        |     373126 | PA      | $371450.20     | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5994 | PA      | $5979.17       | 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        |    9305000 | PA      | $8759392.29    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98296566 | PA      | $75883267.97   | 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        |    8695022 | PA      | $8593106.31    | 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        |    5768400 | PA      | $5391769.57    | 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        |    8895000 | PA      | $8796821.44    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   15623000 | PA      | $14137962.03   | 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        |   34726000 | PA      | $31335779.76   | 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        |    6484000 | PA      | $6514318.50    | 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        |    6321000 | PA      | $6643078.48    | 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        |    5685000 | PA      | $3599821.12    | 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        |   32503000 | PA      | $32502800.69   | 0.01%             | 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        |  163417000 | PA      | $155795128.17  | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01865                      | CUSIP: 3132GFCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219275 | PA      | $218317.31     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $3294422.26    | 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        |    4645976 | PA      | $4510259.39    | 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        |   11094000 | PA      | $11419827.61   | 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        |   10033000 | PA      | $10003687.75   | 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      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5982000 | PA      | $5946741.61    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850281                      | CUSIP: 31408FUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7546 | PA      | $7775.90       | 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        |    1250000 | PA      | $1266616.00    | 0.00%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5837                      | CUSIP: 3138WFPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1303230 | PA      | $1253319.50    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $3531547.04    | 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        |    4707000 | PA      | $4836993.83    | 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        |   15968000 | PA      | $15310057.42   | 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        |    7737000 | PA      | $7592776.95    | 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        |     800000 | PA      | $807313.68     | 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       |   59055000 | PA      | $58672186.75   | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530181                      | CUSIP: 36212C6S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6598 | PA      | $6781.71       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469204                      | CUSIP: 36209EGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        308 | PA      | $319.66        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   55949000 | PA      | $56020880.63   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33873393 | PA      | $30119773.56   | 0.01%             | 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        |   22550000 | PA      | $21888098.84   | 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        |    9315000 | PA      | $9511844.95    | 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        |    3418880 | PA      | $3226764.02    | 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        |   20742795 | PA      | $18643808.52   | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8367031 | PA      | $7972644.77    | 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        |   18752000 | PA      | $11565547.84   | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1587                      | CUSIP: 3140W1XR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37337963 | PA      | $33177087.54   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $4596081.68    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6225818 | PA      | $5829840.00    | 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        |      50121 | PA      | $50921.43      | 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        |    1366551 | PA      | $1358625.61    | 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        |   27680000 | PA      | $28838139.88   | 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        |   24944000 | PA      | $25923628.36   | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7281                      | CUSIP: 3132DVCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260252 | PA      | $257910.54     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   13402000 | PA      | $13688196.10   | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    5872000 | PA      | $5348295.03    | 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        |   21690000 | PA      | $21141864.41   | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507525                      | CUSIP: 36211AYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        271 | PA      | $272.11        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826597                      | CUSIP: 31407CKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18262 | PA      | $18518.38      | 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        |   19479700 | PA      | $19233834.73   | 0.00%             | 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        |   10308000 | PA      | $9958707.41    | 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        |    5972000 | PA      | $6263628.47    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3864                      | CUSIP: 31418DJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1847816 | PA      | $1756610.08    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    8690000 | PA      | $8745080.09    | 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        |   15971000 | PA      | $13047042.10   | 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        |    7148824 | PA      | $7343532.89    | 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        |    2431670 | PA      | $2298917.07    | 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        |   32509000 | PA      | $25796728.12   | 0.01%             | 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        |   13755000 | PA      | $13907920.46   | 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        |    3375976 | PA      | $3240109.41    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2544179.64    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   22961000 | PA      | $22770603.72   | 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        |    9556000 | PA      | $9797952.37    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487225                      | CUSIP: 36210BHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        729 | PA      | $756.91        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   38528000 | PA      | $19437436.42   | 0.01%             | 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        |   38630000 | PA      | $38942999.58   | 0.01%             | 2056-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    6239000 | PA      | $6178632.72    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9551                      | CUSIP: 3138WKTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     732212 | PA      | $699528.71     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4657                      | CUSIP: 3140W5E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24445929 | PA      | $24221415.11   | 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        |   27364000 | PA      | $27508690.30   | 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        |   42735362 | PA      | $43832550.07   | 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        |   14729000 | PA      | $14830693.14   | 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        |    2600000 | PA      | $2645252.22    | 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        |     132618 | PA      | $136525.35     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3055                      | CUSIP: 3133KJMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77945 | PA      | $65587.68      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781039                      | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3648 | PA      | $3789.68       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q59130                      | CUSIP: 3132Y3EC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64729 | PA      | $61712.81      | 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        |    6600000 | PA      | $6653817.42    | 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        |       5984 | PA      | $6096.50       | 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        |   44733000 | PA      | $43750689.03   | 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        |   40473806 | PA      | $40720542.43   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15851000 | PA      | $16283879.08   | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28296                      | CUSIP: 31293SGD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1654 | PA      | $1687.73       | 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        |   48035000 | PA      | $40386690.68   | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6590                      | CUSIP: 3140QSKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62793 | PA      | $59205.67      | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91026                      | CUSIP: 3128P7D75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9650 | PA      | $9691.17       | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5345131 | PA      | $5121633.72    | 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        |   13330000 | PA      | $12614853.11   | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54362                      | CUSIP: 3132XWZ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9462 | PA      | $8806.36       | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2226000 | PA      | $2217608.70    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $6792704.24    | 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        |   14003217 | PA      | $12684457.17   | 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        |    5971000 | PA      | $5918664.64    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0156                      | CUSIP: 36179ME55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158145 | PA      | $157014.91     | 0.00%             | 2042-06-20      | Fixed         | 4.50%                 | 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        |    5375000 | PA      | $5435698.80    | 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        |   26696000 | PA      | $26908610.24   | 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        |    2126419 | PA      | $2070431.82    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3147967 | PA      | $3124421.30    | 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        |  682035000 | PA      | $678704752.68  | 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        |   15634857 | PA      | $13154154.06   | 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        |    9446000 | PA      | $9551200.19    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8196                      | CUSIP: 3132DWC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13270444 | PA      | $12215548.66   | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | 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        |    1500000 | PA      | $1521102.45    | 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        |  300522640 | PA      | $243666250.72  | 0.06%             | 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        |   68167306 | PA      | $67306925.67   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890504                      | CUSIP: 31410LKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29028 | PA      | $28911.03      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7845000 | PA      | $7704588.39    | 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        |   18550000 | PA      | $18668913.15   | 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        |   20496684 | PA      | $15842305.45   | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14240                      | CUSIP: 3128MC4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        699 | PA      | $697.84        | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  547110000 | PA      | $486179896.68  | 0.13%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4269                        | CUSIP: 36202EW62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     861539 | PA      | $906525.51     | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   13530000 | PA      | $9994363.22    | 0.00%             | 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        |    5610000 | PA      | $4687606.49    | 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        |    8885000 | PA      | $8804060.91    | 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        |      17103 | PA      | $18283.17      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445672                      | CUSIP: 36207YCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4351 | PA      | $4530.36       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                      | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6157052 | PA      | $5965504.00    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783314                      | CUSIP: 36241LVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13083 | PA      | $13305.67      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   18015000 | PA      | $18359068.98   | 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        |   29040000 | PA      | $28844450.46   | 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        |   34084000 | PA      | $34405144.89   | 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        |   42791676 | PA      | $43283215.75   | 0.01%             | 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        |    9125000 | PA      | $9153891.55    | 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        |    6417000 | PA      | $6383881.22    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510082                      | CUSIP: 36211DUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        593 | PA      | $605.06        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8533                      | CUSIP: 3132DWPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11595335 | PA      | $11648810.53   | 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      |
| Fannie Mae Pool                                                                  | FN AW8672                      | CUSIP: 3138XYT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75982 | PA      | $74840.29      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885530                      | CUSIP: 31410CY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64906 | PA      | $67852.60      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18928372 | PA      | $16942825.62   | 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        |   36732000 | PA      | $37417943.36   | 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        |      33818 | PA      | $34230.34      | 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        |    5537000 | PA      | $5357600.35    | 0.00%             | 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        |    8865000 | PA      | $5438885.71    | 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        |    4465000 | PA      | $3538707.61    | 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        |    1637766 | PA      | $1630441.34    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256961                      | CUSIP: 31371NMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7045 | PA      | $7093.90       | 0.00%             | 2027-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15366000 | PA      | $15172516.14   | 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        |    8058000 | PA      | $8018792.73    | 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        |   12846000 | PA      | $13657409.49   | 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        |    4399000 | PA      | $4422325.18    | 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        |      27965 | PA      | $29122.87      | 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        |   14065000 | PA      | $13943936.88   | 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        |   24021599 | PA      | $23906076.25   | 0.01%             | 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        |    5853000 | PA      | $5805488.55    | 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        |  885366700 | PA      | $892733225.41  | 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        |    6750000 | PA      | $6902598.60    | 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        |     105647 | PA      | $107393.21     | 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        |   15131000 | PA      | $13534922.94   | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                      | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  110865723 | PA      | $93864197.97   | 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        |   16002851 | PA      | $16275438.64   | 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        |   14564000 | PA      | $11956399.94   | 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        |    7695000 | PA      | $6840484.54    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11552000 | PA      | $11814302.81   | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24655000 | PA      | $24201147.16   | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423836                      | CUSIP: 36206WY90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $21.09         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   26961000 | PA      | $26752398.21   | 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        |   22776000 | PA      | $23350299.14   | 0.01%             | 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        |   19878000 | PA      | $22076453.15   | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6527                      | CUSIP: 3138WGHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2826058 | PA      | $2714433.03    | 0.00%             | 2046-01-01      | 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        |      71486 | PA      | $72619.89      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6635                      | CUSIP: 3140XNLR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21089853 | PA      | $18583111.06   | 0.00%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3946000 | PA      | $5102465.09    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY8448                      | CUSIP: 3138YNL62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70655 | PA      | $69265.59      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0903                      | CUSIP: 3131XUAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3441114 | PA      | $3317692.87    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96263                      | CUSIP: 3129445Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3594 | PA      | $3505.19       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8929                      | CUSIP: 3138W64P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4020341 | PA      | $3694506.87    | 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        |    3325000 | PA      | $3549695.31    | 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        |   19526000 | PA      | $19373779.17   | 0.01%             | 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        |      44434 | PA      | $45145.59      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL COMPUTER                  | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $3798575.84    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | 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        |   11400000 | PA      | $11024305.10   | 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        |    7750000 | PA      | $7815883.04    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1523055100 | PA      | $1321607257.67 | 0.34%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX1608                      | CUSIP: 31425VYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196370 | PA      | $190169.16     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9105000 | PA      | $7986483.86    | 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        |     133478 | PA      | $137244.10     | 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        |    3075000 | PA      | $3641572.13    | 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        |   19934000 | PA      | $20528718.99   | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9814000 | PA      | $9970319.86    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4887                      | CUSIP: 3138Y6ND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     670689 | PA      | $645551.76     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4409000 | PA      | $3953076.04    | 0.00%             | 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        |   18879000 | PA      | $17531307.18   | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4831                      | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11257741 | PA      | $10919821.44   | 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        |   14207000 | PA      | $14359034.90   | 0.00%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0421                      | CUSIP: 3618N5PF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29829115 | PA      | $27920892.70   | 0.01%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16728069 | PA      | $14408472.81   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   12222000 | PA      | $10044330.17   | 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        |   14003000 | PA      | $14731205.55   | 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        |    8568018 | PA      | $8720442.78    | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     677000 | PA      | $532479.77     | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    6852000 | PA      | $5521378.97    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5734000 | PA      | $5910575.56    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30868223 | PA      | $29980249.06   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12281000 | PA      | $12187070.65   | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   70104000 | PA      | $69711537.32   | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15715                      | CUSIP: 3132J6YM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8017335 | PA      | $7383414.89    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | 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        |    3880000 | PA      | $3730564.90    | 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        |     693952 | PA      | $689663.24     | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $2879873.23    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47443628 | PA      | $46390185.35   | 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        |   20000000 | PA      | $19310665.63   | 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        |   10090000 | PA      | $10111821.64   | 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        |   28262000 | PA      | $29225685.00   | 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        |    8350000 | PA      | $8265406.99    | 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        |   13631524 | PA      | $12928869.54   | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $5334601.84    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35683                      | CUSIP: 31297RJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18935 | PA      | $19162.49      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   53838000 | PA      | $40423827.11   | 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        |    1574579 | PA      | $1579898.56    | 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        |   14649000 | PA      | $8646595.79    | 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        |  352191000 | PA      | $305319329.71  | 0.08%             | 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        |    2600000 | PA      | $2520269.96    | 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        |    9391000 | PA      | $9734194.21    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831754                      | CUSIP: 31407JBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21320 | PA      | $22174.96      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   16079000 | PA      | $10265897.72   | 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        |     403580 | PA      | $409835.52     | 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        |   32050000 | PA      | $31998471.93   | 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        |       5148 | PA      | $5139.69       | 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        |   20230000 | PA      | $20661317.35   | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4805                        | CUSIP: 36202FKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30602 | PA      | $32007.45      | 0.00%             | 2040-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05926                      | CUSIP: 3128M74K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49931 | PA      | $50766.39      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8455                      | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44865237 | PA      | $46368518.73   | 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        |      31654 | PA      | $31591.65      | 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        |     165827 | PA      | $169982.25     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5077                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11187754 | PA      | $10472438.97   | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   16199000 | PA      | $15577500.61   | 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        |    1358893 | PA      | $1306731.19    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34429                      | CUSIP: 3132QQ4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22277 | PA      | $21417.17      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  279793441 | PA      | $227951801.56  | 0.06%             | 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        |    7402574 | PA      | $6635477.20    | 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        |   67080621 | PA      | $57024236.22   | 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        |    7966000 | PA      | $8045630.72    | 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        |     811198 | PA      | $790844.24     | 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        |       6556 | PA      | $6851.51       | 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        |    9275000 | PA      | $8957133.09    | 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        |   19172000 | PA      | $18881493.14   | 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        |        692 | PA      | $705.57        | 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        |   11950000 | PA      | $11787866.72   | 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        |   12380000 | PA      | $11759759.31   | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12114000 | PA      | $12151058.12   | 0.00%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   14714000 | PA      | $11184676.32   | 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        |    8027000 | PA      | $6797774.21    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434911                      | CUSIP: 36207LDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4963 | PA      | $5146.33       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5550                      | CUSIP: 31418FEY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29055744 | PA      | $27393351.21   | 0.01%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02488                      | CUSIP: 3128M4CZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30347 | PA      | $31744.42      | 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        |   42145485 | PA      | $43680908.50   | 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        |      61142 | PA      | $63018.01      | 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        |      18598 | PA      | $18807.51      | 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        |   10165000 | PA      | $10747158.64   | 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        |    9370000 | PA      | $9467609.18    | 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        |    2100539 | PA      | $2082379.88    | 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        |     184485 | PA      | $193168.33     | 0.00%             | 2040-11-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2890                      | CUSIP: 36178NF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47570 | PA      | $43897.00      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $6674072.27    | 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        |   24052311 | PA      | $24869012.02   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9720                      | CUSIP: 3138MDYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101467 | PA      | $93610.71      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     355000 | PA      | $368352.39     | 0.00%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $4742083.88    | 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        |   12204000 | PA      | $12472051.12   | 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        |   40100000 | PA      | $40739871.69   | 0.01%             | 2058-12-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564460                      | CUSIP: 36213UB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3059 | PA      | $3146.94       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   23492000 | PA      | $24703267.81   | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4628                      | CUSIP: 31418EEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     329977 | PA      | $311833.57     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   42248000 | PA      | $43673131.79   | 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        |     850000 | PA      | $854023.90     | 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        |    6119000 | PA      | $6273404.20    | 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        |    7164000 | PA      | $6791300.78    | 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        |    3400000 | PA      | $3306996.74    | 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        |    3733000 | PA      | $3682240.20    | 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        |    6210000 | PA      | $6023181.03    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36637                      | CUSIP: 3132QTLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4068613 | PA      | $3800077.40    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9469                      | CUSIP: 3138ERQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2336343 | PA      | $2290421.24    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6342000 | PA      | $6314958.38    | 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        |    3301000 | PA      | $3286847.00    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    8926000 | PA      | $8050770.85    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   18916000 | PA      | $18097086.04   | 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        |   10203147 | PA      | $9487732.27    | 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        |    4490000 | PA      | $4067608.19    | 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        |     455855 | PA      | $479665.61     | 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        |   17438000 | PA      | $12750653.40   | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6304                      | CUSIP: 3140XNAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9480944 | PA      | $7753891.39    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2726601 | PA      | $2580090.35    | 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        |     385679 | PA      | $383527.18     | 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        |   20685301 | PA      | $16665156.30   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486977                      | CUSIP: 36210A6N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3698 | PA      | $3841.86       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2989954 | PA      | $2445303.08    | 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        |    6725000 | PA      | $5938880.45    | 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        |    5225000 | PA      | $5036126.70    | 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        |   10631314 | PA      | $9852653.85    | 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        |   14516048 | PA      | $14800605.89   | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    5370000 | PA      | $5574418.16    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | 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        |    4225000 | PA      | $3855937.80    | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4735                      | CUSIP: 3132A5HL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391211 | PA      | $363780.34     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    2344000 | PA      | $2341556.42    | 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        |    7616000 | PA      | $5610167.32    | 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        |   12978000 | PA      | $8364911.76    | 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        |    5760000 | PA      | $5626450.07    | 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        |   51163325 | PA      | $50728519.00   | 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        |   12528000 | PA      | $12436090.17   | 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        |     398069 | PA      | $397627.65     | 0.00%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5991                      | CUSIP: 3138WTUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5074381 | PA      | $4636640.67    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479237                      | CUSIP: 36209RLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1514 | PA      | $1563.94       | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                      | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1526 | PA      | $1543.01       | 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        |   32800000 | PA      | $30686444.10   | 0.01%             | 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        |    5630000 | PA      | $5157488.63    | 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        |   23611020 | PA      | $20579445.32   | 0.01%             | 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        |     757832 | PA      | $740514.76     | 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        |    5375000 | PA      | $5209560.93    | 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        |   26589000 | PA      | $26277704.66   | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4540843 | PA      | $4250514.15    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                      | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2964 | PA      | $3020.38       | 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        |    5880000 | PA      | $5857230.67    | 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        |    2785000 | PA      | $2821697.72    | 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        |   13163000 | PA      | $9674469.93    | 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        |   27561000 | PA      | $17189452.26   | 0.00%             | 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        |     459619 | PA      | $443794.45     | 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        |   13339000 | PA      | $9966523.41    | 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        |   10221000 | PA      | $10392442.40   | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   10145000 | PA      | $9250167.10    | 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        |   14192000 | PA      | $13733243.31   | 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        |    3925000 | PA      | $4006304.81    | 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        |    5250000 | PA      | $5713086.94    | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00556                      | CUSIP: 31292GTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        743 | PA      | $754.76        | 0.00%             | 2027-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  516572000 | PA      | $504949130.00  | 0.13%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1526                      | CUSIP: 31419BVU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231376 | PA      | $230343.26     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | 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        |     900000 | PA      | $801426.24     | 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        |    9475699 | PA      | $10008621.70   | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366985                      | CUSIP: 36204DUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240632 | PA      | $239054.09     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9322000 | PA      | $10072092.05   | 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        |   67637000 | PA      | $67397706.61   | 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        |    9134337 | PA      | $7685038.50    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 907896                      | CUSIP: 31411GUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1098 | PA      | $1137.62       | 0.00%             | 2036-12-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   38701000 | PA      | $39202271.01   | 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        |   17871000 | PA      | $16748765.33   | 0.00%             | 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        |     129891 | PA      | $129187.26     | 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        |   15673031 | PA      | $14820999.20   | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  692410000 | PA      | $328516084.82  | 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        |     121337 | PA      | $124817.70     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4993000 | PA      | $4305177.84    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $6308948.11    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 C                 | CUSIP: 61692BCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176000 | PA      | $151156.00     | 0.00%             | 2053-07-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4863                      | CUSIP: 31418EMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14975752 | PA      | $14914132.77   | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $8569128.46    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735141                      | CUSIP: 31402QWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1917603 | PA      | $1971884.83    | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | 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        |   13355000 | PA      | $12454000.92   | 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        |     458000 | PA      | $413042.35     | 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        |    1570000 | PA      | $1576988.70    | 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        |     300718 | PA      | $305306.14     | 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        |    2285000 | PA      | $2252862.68    | 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        |    8764000 | PA      | $8772656.13    | 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        |   27532000 | PA      | $23755031.44   | 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        |   16350500 | PA      | $14611412.12   | 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        |   21415000 | PA      | $20149564.67   | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $5699970.16    | 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        |   14381000 | PA      | $8022131.41    | 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        |   11304460 | PA      | $10757484.74   | 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        |    8835285 | PA      | $7538354.46    | 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        |    8650000 | PA      | $9196045.96    | 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        |   90504588 | PA      | $90012777.21   | 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        |   10528000 | PA      | $10674842.75   | 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        |   37595343 | PA      | $39128188.00   | 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        |    5625000 | PA      | $5541106.20    | 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        |   32298000 | PA      | $29016035.38   | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWES COMPANIES                | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4474000 | PA      | $4720821.37    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3309                      | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1370159 | PA      | $1242600.61    | 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        |   10713000 | PA      | $10357929.56   | 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        |   54100302 | PA      | $55244128.74   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                      | BARINGS PRIVATE                | CUSIP: 06763AAC5<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     270000 | PA      | $264041.42     | 0.00%             | 2029-02-06      | Fixed         | 5.75%                 | Yes           |                  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        |   17497000 | PA      | $19213484.69   | 0.00%             | 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        |    7851000 | PA      | $8497215.64    | 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        |     677344 | PA      | $685699.27     | 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        |   15049000 | PA      | $15365309.47   | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6709000 | PA      | $7291628.36    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | 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        |   14000000 | PA      | $14297239.60   | 0.00%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250853                      | CUSIP: 31371FTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         43 | PA      | $43.50         | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   12012000 | PA      | $12292856.20   | 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        |   13185000 | PA      | $12636978.11   | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5517000 | PA      | $4002352.70    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $11873218.49   | 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        |   18105000 | PA      | $17743567.69   | 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        |   37184000 | PA      | $37051115.22   | 0.01%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 781884                      | CUSIP: 31349TCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        187 | PA      | $192.96        | 0.00%             | 2034-08-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16823                      | CUSIP: 3128MFYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2098 | PA      | $2095.08       | 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        |   23516000 | PA      | $19050362.02   | 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        |   51272946 | PA      | $52693473.18   | 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        |    4571000 | PA      | $4074108.55    | 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        |    2650000 | PA      | $2653257.65    | 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        |   15236371 | PA      | $15789742.12   | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0589                      | CUSIP: 3138ADUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6672 | PA      | $6901.34       | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9420000 | PA      | $7754171.78    | 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        |    5755000 | PA      | $5790728.38    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    2168000 | PA      | $1930038.14    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                      | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21618 | PA      | $21542.33      | 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        |    6290000 | PA      | $7295255.76    | 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        |    6519000 | PA      | $5415153.72    | 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        |   19050000 | PA      | $17122959.85   | 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        |   23470000 | PA      | $23120474.83   | 0.01%             | 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        |    5250000 | PA      | $5340738.43    | 0.00%             | 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        |   11360000 | PA      | $11373612.98   | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   10390000 | PA      | $11673461.12   | 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        |   37084000 | PA      | $39629964.62   | 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        |     340019 | PA      | $356419.40     | 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        |      79645 | PA      | $79390.04      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3195                      | CUSIP: 3140W3RR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15913140 | PA      | $16782003.33   | 0.00%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   19908000 | PA      | $19857305.42   | 0.01%             | 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        |   10020000 | PA      | $10307669.64   | 0.00%             | 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        |       1906 | PA      | $1941.98       | 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        |     251589 | PA      | $250900.41     | 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        |   13000000 | PA      | $12588401.80   | 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       |   27090000 | PA      | $25485932.96   | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    6332000 | PA      | $6074104.61    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | 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        |    4700000 | PA      | $4008352.19    | 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        |   10190000 | PA      | $9037547.79    | 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        |    7864000 | PA      | $7361605.83    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18662                      | CUSIP: 3128MMWY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223019 | PA      | $214318.78     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47221                      | CUSIP: 3128K8AW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16482 | PA      | $16720.36      | 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        |    9711000 | PA      | $6447730.32    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571148                      | CUSIP: 36200SP95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19262 | PA      | $19798.74      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5147                      | CUSIP: 31418EWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8345098 | PA      | $8305545.49    | 0.00%             | 2038-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6881000 | PA      | $7007471.96    | 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        |    5115570 | PA      | $4691784.62    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6037                      | CUSIP: 3140F1V74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1980467 | PA      | $1844077.59    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35687                      | CUSIP: 31297RJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34067 | PA      | $34593.06      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503393                      | CUSIP: 36210VGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1374 | PA      | $1427.82       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $10406163.27   | 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        |    4670000 | PA      | $4636971.32    | 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        |     146216 | PA      | $148496.19     | 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       |   32013000 | PA      | $31927193.25   | 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        |    8039364 | PA      | $7475666.92    | 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        |    4505000 | PA      | $4480817.56    | 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        |    5735000 | PA      | $4927706.42    | 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        |    2983973 | PA      | $2757327.49    | 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        |    8115000 | PA      | $5722815.26    | 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        |   16214000 | PA      | $9468455.35    | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1891453 | PA      | $1855366.07    | 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        |   10832000 | PA      | $11019776.08   | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA2794                      | CUSIP: 31416LC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15155 | PA      | $15387.46      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $5826342.12    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A3 A                | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11975000 | PA      | $11929287.83   | 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        |    2870000 | PA      | $2817675.20    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR TA0720                      | CUSIP: 3142JNYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     945922 | PA      | $932800.62     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | 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        |    3745000 | PA      | $4144036.49    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508473                      | CUSIP: 36211B2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7008 | PA      | $7281.74       | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2682879.62    | 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        |    5395000 | PA      | $4679522.16    | 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        |    6077392 | PA      | $5591409.47    | 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        |   34037000 | PA      | $27379780.03   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    6525000 | PA      | $6767488.53    | 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        |    2465692 | PA      | $2452026.01    | 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        |   11128000 | PA      | $11100704.48   | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58285                      | CUSIP: 3128KMF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13762 | PA      | $14402.78      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    4781000 | PA      | $4799419.04    | 0.00%             | 2027-05-29      | Fixed         | 4.58%                 | 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        |   10360692 | PA      | $10645119.98   | 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        |    6391000 | PA      | $5863595.62    | 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        |   10475098 | PA      | $9333959.50    | 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        |   33530000 | PA      | $29901148.69   | 0.01%             | 2026-04-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   31340000 | PA      | $28282661.59   | 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        |  568370500 | PA      | $557580338.45  | 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        |   18621000 | PA      | $16435871.17   | 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        |    7278000 | PA      | $7144626.76    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559265                      | CUSIP: 36213NJJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3585 | PA      | $3653.94       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1352340 | PA      | $1302807.71    | 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        |    7411000 | PA      | $7435763.73    | 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        |   18783000 | PA      | $19177622.99   | 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        |   30318000 | PA      | $28690253.34   | 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        |    4001000 | PA      | $4049949.23    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84997                      | CUSIP: 312931RS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488387 | PA      | $487693.39     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3843487 | PA      | $3622977.86    | 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        |     266873 | PA      | $265925.42     | 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        |   12131000 | PA      | $11817939.22   | 0.00%             | 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        |    8575000 | PA      | $8746785.64    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445796                      | CUSIP: 36207YGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1196 | PA      | $1209.83       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2268                      | CUSIP: 3142GSQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127647 | PA      | $126075.61     | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5262000 | PA      | $5212339.59    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252980                      | CUSIP: 31371H6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8910 | PA      | $9353.83       | 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        |    9041500 | PA      | $8564972.02    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22535000 | PA      | $22286349.21   | 0.01%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C55757                      | CUSIP: 31298SME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        316 | PA      | $331.60        | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535298                      | CUSIP: 31384VUX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        419 | PA      | $436.10        | 0.00%             | 2030-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    6341000 | PA      | $5911829.17    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562865                      | CUSIP: 31386GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12827 | PA      | $13350.76      | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946730                      | CUSIP: 31413JHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196261 | PA      | $205403.93     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   12156000 | PA      | $13431450.58   | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753167                      | CUSIP: 31403MW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51214 | PA      | $51852.90      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8263                      | CUSIP: 3132DWFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2660482 | PA      | $2339892.34    | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1771597 | PA      | $1762725.86    | 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        |   38629596 | PA      | $39977486.74   | 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        |      15412 | PA      | $15820.04      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313114                      | CUSIP: 31374FYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $4.81          | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40024                      | CUSIP: 3132FCAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49161 | PA      | $50727.84      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8096000 | PA      | $7070980.99    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                              | MSD INVESTMENT                 | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4214107.66    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530613                      | CUSIP: 36212DN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5104 | PA      | $5308.96       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7814                      | CUSIP: 3138WHVG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1516 | PA      | $1492.22       | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3834260.78    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2025-A1 A                | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8544149.85    | 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        |    8191000 | PA      | $8246457.02    | 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        |    7061884 | PA      | $6574758.31    | 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        |    6505000 | PA      | $4043873.69    | 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        |    1195290 | PA      | $1165461.16    | 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        |    4190000 | PA      | $3646337.94    | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     945204 | PA      | $899703.80     | 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        |    6369000 | PA      | $6277146.09    | 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        |  142241501 | PA      | $137504830.36  | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11575000 | PA      | $11237979.99   | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00550                      | CUSIP: 31283GTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $23.24         | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   22239000 | PA      | $22792209.57   | 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        |   25802509 | PA      | $26001978.00   | 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        |    7767000 | PA      | $6377990.28    | 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        |     527726 | PA      | $526412.62     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783584                      | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81402 | PA      | $80829.92      | 0.00%             | 2041-07-20      | 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        |    3582711 | PA      | $3449190.84    | 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        |   12305000 | PA      | $12480139.90   | 0.00%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256712                      | CUSIP: 31371NDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93421 | PA      | $97660.18      | 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        |     326967 | PA      | $332409.03     | 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        |   13205000 | PA      | $11946953.48   | 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        |    2081417 | PA      | $1935239.93    | 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        |    6237000 | PA      | $6354258.12    | 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        |   13370000 | PA      | $10143008.06   | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0657                      | CUSIP: 3132ACWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3207177 | PA      | $3353912.81    | 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        |   11725000 | PA      | $12131705.19   | 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        |   20006558 | PA      | $16412171.38   | 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        |       7820 | PA      | $8130.85       | 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        |    9080000 | PA      | $7006415.89    | 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        |    6712000 | PA      | $4851000.61    | 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        |   20059169 | PA      | $18427012.41   | 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        |    9134000 | PA      | $8159851.91    | 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        |      57692 | PA      | $59453.27      | 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        |   10818000 | PA      | $8904739.87    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | 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        |    7990000 | PA      | $7818575.77    | 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        |    8643000 | PA      | $7855257.40    | 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        |    5961000 | PA      | $4192347.78    | 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        |   19613000 | PA      | $15364811.76   | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8265                      | CUSIP: 3132D6FE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3509899 | PA      | $3545966.07    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    4700000 | PA      | $4292242.10    | 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        |   37677093 | PA      | $37495899.84   | 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        |    5091000 | PA      | $5052920.65    | 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        |    7636000 | PA      | $7561133.87    | 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        |      72099 | PA      | $74250.24      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698221                      | CUSIP: 36296QVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376477 | PA      | $357805.26     | 0.00%             | 2039-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1868254 | PA      | $1899148.04    | 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        |   11030000 | PA      | $11591122.05   | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 923384                      | CUSIP: 31412E2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2989 | PA      | $3212.75       | 0.00%             | 2037-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26326928 | PA      | $22269916.41   | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4590                      | CUSIP: 31416NC42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     328662 | PA      | $327417.75     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISC ELEC POWER                | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1482864.70    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4202                      | CUSIP: 3138AVU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265801 | PA      | $251492.72     | 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        |    6851605 | PA      | $6746010.57    | 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        |    2097000 | PA      | $1259694.94    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278375 | PA      | $289184.40     | 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        |   11960000 | PA      | $11865685.83   | 0.00%             | 2032-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4205                      | CUSIP: 31418DU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52666178 | PA      | $47600160.56   | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47796792 | PA      | $40780705.83   | 0.01%             | 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        |     604717 | PA      | $593291.26     | 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        |    9324000 | PA      | $9207832.69    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | 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        |   13521005 | PA      | $13350460.64   | 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        |   18684000 | PA      | $15666649.06   | 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        |   12522000 | PA      | $12208072.98   | 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        |       4878 | PA      | $5001.72       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5990                      | CUSIP: 3138WTUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400223 | PA      | $366724.13     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18900000 | PA      | $19057523.96   | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890071                      | CUSIP: 31410K2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247799 | PA      | $259559.07     | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5216                      | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16560773 | PA      | $16941963.73   | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5476                      | CUSIP: 3140QDCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76510 | PA      | $74335.01      | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253481                      | CUSIP: 31371JRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3211 | PA      | $3347.24       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535365                      | CUSIP: 36212JW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7775 | PA      | $8071.00       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3657                      | CUSIP: 31418DB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3886100 | PA      | $3759938.53    | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | 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        |    4175000 | PA      | $4073035.23    | 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        |    2537649 | PA      | $2569301.47    | 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        |   14628000 | PA      | $14181193.39   | 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        |   16217000 | PA      | $13839725.55   | 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        |   19379934 | PA      | $20104602.28   | 0.01%             | 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        |    9911000 | PA      | $6546467.26    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8969422 | PA      | $8616496.66    | 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        |    4265000 | PA      | $4127334.46    | 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        |   11115060 | PA      | $8986132.19    | 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        |    5250000 | PA      | $4731379.77    | 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        |    7756000 | PA      | $6334526.43    | 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        |   12330000 | PA      | $11518379.24   | 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        |    8200000 | PA      | $5839743.17    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256349                      | CUSIP: 31371MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207873 | PA      | $216997.85     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562070                      | CUSIP: 36213RMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3792 | PA      | $3897.63       | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   14757000 | PA      | $15073342.17   | 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        |    2450000 | PA      | $2554047.77    | 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        |     356326 | PA      | $354259.91     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1314                      | CUSIP: 3140H2N87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9033 | PA      | $8793.25       | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9304                      | CUSIP: 36179YKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18538642 | PA      | $18439026.44   | 0.00%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    1169000 | PA      | $1434556.65    | 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        |   25653000 | PA      | $25422578.66   | 0.01%             | 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        |   18444000 | PA      | $13250541.92   | 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        |   32478592 | PA      | $31463096.46   | 0.01%             | 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        |    1501000 | PA      | $1207230.78    | 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        |   15631000 | PA      | $10869217.81   | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6828                      | CUSIP: 3140XNSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25172390 | PA      | $24909738.79   | 0.01%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33171                      | CUSIP: 31297NQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13622 | PA      | $14034.15      | 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        |   26202000 | PA      | $24961022.42   | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4039                      | CUSIP: 3140J8PZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10970 | PA      | $10916.18      | 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        |    4878000 | PA      | $5270232.97    | 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        |    5144417 | PA      | $4822167.54    | 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        |    9579335 | PA      | $9739361.71    | 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        |    1175635 | PA      | $1153443.53    | 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        |      39687 | PA      | $41760.16      | 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        |    3500000 | PA      | $3310110.07    | 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        |   25301657 | PA      | $25824092.98   | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00567                      | CUSIP: 31292GTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.47          | 0.00%             | 2027-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7943000 | PA      | $8099383.11    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4763144.13    | 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        |   94111558 | PA      | $80973359.03   | 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        |    9390000 | PA      | $8377357.22    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   22911192 | PA      | $23848910.85   | 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        |       8028 | PA      | $8428.48       | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8514                      | CUSIP: 3132DWN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23991415 | PA      | $23673610.01   | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250913                      | CUSIP: 31371FVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        436 | PA      | $439.94        | 0.00%             | 2027-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18561                      | CUSIP: 3128MMTT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     364158 | PA      | $357560.32     | 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        |    5133580 | PA      | $4634080.47    | 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        |    5665000 | PA      | $5699819.28    | 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        |   20332000 | PA      | $18950514.06   | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08791                      | CUSIP: 3128MJ2Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000191 | PA      | $900764.36     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   10965000 | PA      | $10921640.35   | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749179                      | CUSIP: 31403HJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82772 | PA      | $83794.02      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5501000 | PA      | $5727258.94    | 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        |    4640000 | PA      | $4632699.42    | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5060910.05    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6529                      | CUSIP: 3140QSHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27668733 | PA      | $28062215.09   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254592                      | CUSIP: 31371KXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2381 | PA      | $2406.38       | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   12015000 | PA      | $12059362.67   | 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        |   30766000 | PA      | $27784740.15   | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7631                      | CUSIP: 3140QTPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29510200 | PA      | $31124375.42   | 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        |   12685683 | PA      | $12075840.04   | 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        |   23386000 | PA      | $18588705.81   | 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        |     304262 | PA      | $298820.88     | 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        |   23665000 | PA      | $22143108.12   | 0.01%             | 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        |   16553000 | PA      | $14500387.68   | 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        |   41253382 | NS      | $4124925631.68 | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C27966                      | CUSIP: 31293RZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        199 | PA      | $198.85        | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4554                      | CUSIP: 3140GTBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13001 | PA      | $12659.79      | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   18429000 | PA      | $11920622.23   | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                 | NORTHWESTERN MEM               | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8235000 | PA      | $5048051.75    | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   32479000 | PA      | $28522747.38   | 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        |   26246000 | PA      | $28262252.33   | 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        |   12714516 | PA      | $12084944.00   | 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        |    9345253 | PA      | $9449679.41    | 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        |   12306000 | PA      | $12122249.08   | 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        |   29226614 | PA      | $25548377.82   | 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        |    3459000 | PA      | $3511243.62    | 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       |   44991000 | PA      | $45720515.22   | 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        |   20815000 | PA      | $20553482.89   | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7191                      | CUSIP: 3132DU7C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10225194 | PA      | $10096135.27   | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9171                      | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   71950535 | PA      | $72921370.73   | 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        |   17700000 | PA      | $17652418.86   | 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        |    5135000 | PA      | $5167702.37    | 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        |    4859000 | PA      | $4661832.48    | 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        |   26337000 | PA      | $16949873.46   | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2881311 | PA      | $2823505.97    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX0790                      | CUSIP: 31425U2Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     874748 | PA      | $845210.59     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   35407000 | PA      | $33517498.31   | 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        |     196928 | PA      | $192016.15     | 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        |    8818000 | PA      | $8730509.31    | 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        |    1000000 | PA      | $907588.40     | 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        |     159777 | PA      | $167826.47     | 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        |    1855000 | PA      | $1887931.05    | 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        |    8950000 | PA      | $9167091.41    | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783298                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178403 | PA      | $177188.23     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    8839000 | PA      | $8238200.75    | 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        |    6900000 | PA      | $7205899.77    | 0.00%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2979                      | CUSIP: 3140QNJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210152 | PA      | $198728.49     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  826321400 | PA      | $810569648.31  | 0.21%             | 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        |    8525000 | PA      | $8597378.64    | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K107 A2                   | CUSIP: 3137FRZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6450000 | PA      | $5900371.64    | 0.00%             | 2030-01-25      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                        | SPIRE INC                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    6681000 | PA      | $6593252.01    | 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        |    5200000 | PA      | $5181409.15    | 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        |    9285000 | PA      | $8111588.20    | 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        |   11781000 | PA      | $11697560.24   | 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        |     284448 | PA      | $288853.56     | 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        |   12014000 | PA      | $10128245.71   | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23636000 | PA      | $24114810.86   | 0.01%             | 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        |    2720000 | PA      | $2542297.50    | 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        |    6735000 | PA      | $6516928.12    | 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        |    8933000 | PA      | $9201208.39    | 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        |    5685000 | PA      | $5519341.65    | 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        |      12001 | PA      | $12348.84      | 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        |   60123000 | PA      | $59886724.61   | 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        |   14220000 | PA      | $15626580.95   | 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        |   22834000 | PA      | $22650171.60   | 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        |      20162 | PA      | $21068.55      | 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        |    7610000 | PA      | $7615463.48    | 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        |    9170711 | PA      | $8452908.20    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   32765000 | PA      | $25560488.55   | 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        |   11996937 | PA      | $12115060.85   | 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        |    4030001 | PA      | $3743539.86    | 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        |    6541000 | PA      | $5914851.77    | 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        |    5530000 | PA      | $5162599.93    | 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        |    6766084 | PA      | $6853848.04    | 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        |  763998000 | PA      | $762505812.59  | 0.20%             | 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       |    5245000 | PA      | $5221342.87    | 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        |   11045000 | PA      | $7527712.97    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2871                      | CUSIP: 31418CFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136765 | PA      | $133384.52     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   19948000 | PA      | $17525144.49   | 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        |   62423079 | PA      | $48092013.51   | 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        |   13409000 | PA      | $14850655.23   | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3744505.22    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8050000 | PA      | $7588222.22    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443664                      | CUSIP: 36207VZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        526 | PA      | $546.86        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13525540 | PA      | $11603527.94   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1599773.96    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1055991 | PA      | $1049105.17    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | 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        |    3500000 | PA      | $3498672.10    | 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        |   29283000 | PA      | $30909211.30   | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5368                      | CUSIP: 3132DS6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70304693 | PA      | $59149806.10   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A79832                      | CUSIP: 3128LD4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6140 | PA      | $6440.83       | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4600                      | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35779293 | PA      | $32868035.90   | 0.01%             | 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        |       4003 | PA      | $3990.89       | 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        |   16472296 | PA      | $15330895.68   | 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        |   22825000 | PA      | $20733175.49   | 0.01%             | 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        |   10878404 | PA      | $10311279.08   | 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        |   10431834 | PA      | $10383873.19   | 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        |   13650000 | PA      | $13896557.35   | 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        |   30294000 | PA      | $36048364.28   | 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        |   11688000 | PA      | $10672705.71   | 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        |    3438000 | PA      | $3098427.82    | 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        |   40016000 | PA      | $39865045.63   | 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        |       8406 | PA      | $8633.42       | 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        |   13650000 | PA      | $12891828.50   | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | 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        |    2050000 | PA      | $1927734.31    | 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        |    9553000 | PA      | $6698443.70    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   10766000 | PA      | $9088624.94    | 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        |   21665000 | PA      | $23496513.29   | 0.01%             | 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        |   32500000 | PA      | $32086704.00   | 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        |      23387 | PA      | $24048.90      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9909                      | CUSIP: 36180AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10824984 | PA      | $11268948.43   | 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        |     825000 | PA      | $845237.27     | 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        |    5022735 | PA      | $5227131.02    | 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        |   18236000 | PA      | $17588242.26   | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735171                      | CUSIP: 31402QW80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        448 | PA      | $462.35        | 0.00%             | 2035-01-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    7539000 | PA      | $6617968.39    | 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        |   17710000 | PA      | $15399745.26   | 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        |    4050000 | PA      | $3333274.05    | 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        |    7460000 | PA      | $7438295.03    | 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        |    5375000 | PA      | $5079682.50    | 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        |    2148007 | PA      | $2139168.95    | 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        |   10937000 | PA      | $6349396.80    | 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        |  154269777 | PA      | $131431694.45  | 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        |   48861265 | PA      | $48580478.73   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470333                      | CUSIP: 36209FPS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1445 | PA      | $1470.90       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563321                      | CUSIP: 36213SYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3997 | PA      | $4106.22       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $13772911.83   | 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        |    2050000 | PA      | $2295325.76    | 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        |     974704 | PA      | $966098.18     | 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        |    9224000 | PA      | $7394449.18    | 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        |    7190000 | PA      | $7160908.54    | 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        |     714590 | PA      | $708829.97     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4080                      | CUSIP: 3132E0Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13233546 | PA      | $13351440.15   | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1969996.49    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722687                      | CUSIP: 3620A82U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     965786 | PA      | $960661.96     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  797044000 | PA      | $513470689.38  | 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        |    6664093 | PA      | $6337480.23    | 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        |   54580706 | PA      | $48924742.55   | 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        |    6275000 | PA      | $6259546.47    | 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        |      15318 | PA      | $15820.86      | 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        |    6150000 | PA      | $4813080.45    | 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        |   14452000 | PA      | $12782229.63   | 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        |    7722000 | PA      | $7290155.26    | 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        |    3950000 | PA      | $3577372.03    | 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        |   33610000 | PA      | $34117848.80   | 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        |   14885000 | PA      | $14343952.58   | 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        |    5616000 | PA      | $5735805.47    | 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        |    4567000 | PA      | $4541625.01    | 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        |     268076 | PA      | $260696.66     | 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        |    6750412 | PA      | $7091036.11    | 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        |     186806 | PA      | $180062.44     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5604213.68    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16646                      | CUSIP: 3128MFTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        292 | PA      | $291.37        | 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        |    8340913 | PA      | $8011527.85    | 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        |    7288000 | PA      | $5858215.63    | 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        |    7400000 | PA      | $7442856.36    | 0.00%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   13147000 | PA      | $7760664.48    | 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        |      34793 | PA      | $36666.29      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3231000 | PA      | $3623599.25    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   16450000 | PA      | $16157053.22   | 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        |   11675000 | PA      | $10498021.07   | 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        |   27733643 | PA      | $27504935.13   | 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        |    4524424 | PA      | $4552203.47    | 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        |    6700000 | PA      | $6467794.95    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 465506                      | CUSIP: 36209ADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        446 | PA      | $447.50        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3716                      | CUSIP: 31427RDW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35266471 | PA      | $34170420.44   | 0.01%             | 2055-03-01      | Fixed         | 4.50%                 | 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        |    4200000 | PA      | $3673910.94    | 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        |   47291000 | PA      | $48191997.13   | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   12285000 | PA      | $12901070.24   | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27479000 | PA      | $27041411.28   | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  432294700 | PA      | $434050897.22  | 0.11%             | 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        | 1407664300 | PA      | $1222523448.90 | 0.32%             | 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        |  566269000 | PA      | $568657947.34  | 0.15%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759219                      | CUSIP: 36230UG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353386 | PA      | $340740.29     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   36679000 | PA      | $33525660.09   | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14027000 | PA      | $15043723.15   | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | PLAINS ALL AMER                | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   17685000 | PA      | $18240317.69   | 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        |  453095000 | PA      | $441909217.19  | 0.11%             | 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        |   49919346 | PA      | $45023950.27   | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535332                      | CUSIP: 31384VVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        913 | PA      | $951.80        | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5824000 | PA      | $5702836.68    | 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        |   31381000 | PA      | $31490514.00   | 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        |    2404000 | PA      | $2398366.51    | 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        |     290164 | PA      | $302363.92     | 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        |   18625000 | PA      | $18418810.08   | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0105                      | CUSIP: 3132CWDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225697 | PA      | $214909.93     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    6357000 | PA      | $5499806.93    | 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        |      14855 | PA      | $15686.02      | 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        |    8151795 | PA      | $6664313.38    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481534                      | CUSIP: 36209T4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3470 | PA      | $3605.01       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70433959 | PA      | $59786816.58   | 0.02%             | 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        |   13176000 | PA      | $12551521.95   | 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        |   15350000 | PA      | $13196215.41   | 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        |      62743 | PA      | $64365.33      | 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        |   68485170 | PA      | $69013320.52   | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82661                      | CUSIP: 3132L75W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5139 | PA      | $4936.01       | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    3477000 | PA      | $3456249.57    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   26893000 | PA      | $30812395.80   | 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        |    9990000 | PA      | $10081406.93   | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | 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        |    2150000 | PA      | $2107754.01    | 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        |   25026000 | PA      | $29257825.89   | 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        |    4050000 | PA      | $3959034.98    | 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        |   27736000 | PA      | $27946537.01   | 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        |   64675438 | PA      | $61052914.77   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   10710000 | PA      | $10610694.04   | 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        |     126627 | PA      | $132742.52     | 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        |   29432000 | PA      | $17827852.21   | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0258                      | CUSIP: 3618N5JC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33406108 | PA      | $33090891.50   | 0.01%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 897490                      | CUSIP: 31410UC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29729 | PA      | $31053.20      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8570                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55607796 | PA      | $56518857.33   | 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        |   19735895 | PA      | $20067444.71   | 0.01%             | 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        |    6400000 | PA      | $3584070.43    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4093000 | PA      | $4349719.76    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    8953000 | PA      | $6635016.44    | 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        |    7340000 | PA      | $6096371.73    | 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        |    1325000 | PA      | $1168035.73    | 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        |    9259457 | PA      | $8802543.34    | 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        |    5834000 | PA      | $5841356.73    | 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        |   22135000 | PA      | $22340734.02   | 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        |     731588 | PA      | $705523.46     | 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        |      21108 | PA      | $22052.06      | 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        |    1882317 | PA      | $1887494.23    | 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        |     808245 | PA      | $817802.99     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9727                      | CUSIP: 36179YYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200197 | PA      | $208413.25     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3483269.39    | 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        |     525000 | PA      | $451432.85     | 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        |   29632460 | PA      | $30657754.57   | 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        |   11301000 | PA      | $7557544.41    | 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        |    3100000 | PA      | $3208128.62    | 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        |    6513000 | PA      | $6021245.49    | 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        |   94291172 | PA      | $95810872.14   | 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        |    6267000 | PA      | $5560504.40    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 602034                      | CUSIP: 31388DY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        662 | PA      | $666.10        | 0.00%             | 2031-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2629611 | PA      | $2505661.84    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1925                      | CUSIP: 3133BPD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3371315 | PA      | $3179640.71    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | 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        |    4111000 | PA      | $4055386.44    | 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        |   52694000 | PA      | $48969999.93   | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ3098                      | CUSIP: 3138YUNQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459644 | PA      | $428524.05     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $3855134.44    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326211 | PA      | $303824.79     | 0.00%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   19437000 | PA      | $16481496.57   | 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        |    1270466 | PA      | $1220456.27    | 0.00%             | 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        |  810917000 | PA      | $562446962.97  | 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        |   20415000 | PA      | $20210868.68   | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92269                      | CUSIP: 312940QW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129187 | PA      | $128806.24     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     968610 | PA      | $935172.07     | 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        | 1412693200 | PA      | $1408995913.48 | 0.36%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4075423.55    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0056                      | CUSIP: 3142J6B28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  186158682 | PA      | $187002669.96  | 0.05%             | 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        |    3680092 | PA      | $3440984.10    | 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        |    5971000 | PA      | $5494781.28    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 534638                      | CUSIP: 31384U4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2922 | PA      | $3054.54       | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5775                      | CUSIP: 3140XMMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11499158 | PA      | $11878833.24   | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8314                      | CUSIP: 3132DWGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23950854 | PA      | $23187022.87   | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   32675000 | PA      | $36136270.53   | 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      |
| Fannie Mae Pool                                                                  | FN 828346                      | CUSIP: 31407EHX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69379 | PA      | $70359.05      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    5327000 | PA      | $5210080.79    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   21583000 | PA      | $19410836.40   | 0.01%             | 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        |    1648010 | PA      | $1568269.86    | 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        |   11475000 | PA      | $7501687.94    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $6020225.88    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3217                      | CUSIP: 31418CSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127143 | PA      | $121937.71     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  549084000 | PA      | $556204933.13  | 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        |    8984000 | PA      | $9689909.37    | 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        |   11948000 | PA      | $12101871.99   | 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        |   12513000 | PA      | $14058306.11   | 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        |   45635983 | PA      | $40739218.82   | 0.01%             | 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        |   13420000 | PA      | $13369844.51   | 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        |      37643 | PA      | $38711.58      | 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        |    8163636 | PA      | $7747953.14    | 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       |   42160000 | PA      | $42234943.77   | 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        |    3774000 | PA      | $3941453.69    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     238000 | PA      | $146384.78     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | 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        |   10910000 | PA      | $10936432.75   | 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        |   55332532 | PA      | $56593189.94   | 0.01%             | 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        |   13340000 | PA      | $11484730.71   | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460983                      | CUSIP: 36208UCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        312 | PA      | $317.35        | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   16716000 | PA      | $16881956.45   | 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        |    1734793 | PA      | $1778267.99    | 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        |   32020000 | PA      | $37838411.10   | 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        |    2759113 | PA      | $2611882.72    | 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        |   14341000 | PA      | $14592718.99   | 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        |     950000 | PA      | $852806.69     | 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        |   19369000 | PA      | $19232998.12   | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412407                      | CUSIP: 36206JDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9804 | PA      | $10184.32      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3659001.45    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00489                      | CUSIP: 31292GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        233 | PA      | $234.37        | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34552000 | PA      | $29848463.49   | 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        |     887219 | PA      | $911909.76     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   25394000 | PA      | $25319583.88   | 0.01%             | 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        |   15520000 | PA      | $14413101.64   | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487782                      | CUSIP: 36210B2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     406088 | PA      | $404000.65     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $3785818.88    | 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        |     283957 | PA      | $288424.51     | 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        |    4085000 | PA      | $4529824.46    | 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        |    1300000 | PA      | $1306157.06    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 454390                      | CUSIP: 31380YXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        249 | PA      | $254.06        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   11720000 | PA      | $11661866.77   | 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        |   12123000 | PA      | $9626767.54    | 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        |    4618000 | PA      | $4023039.60    | 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        |   15817308 | PA      | $16272424.41   | 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        |    6902000 | PA      | $5958502.90    | 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        |   30594000 | PA      | $20943910.80   | 0.01%             | 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        |   12810000 | PA      | $12560153.52   | 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        | 1585013000 | PA      | $1564023956.70 | 0.40%             | 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        |   10351000 | PA      | $10282692.42   | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4779                      | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     842137 | PA      | $804251.36     | 0.00%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4616000 | PA      | $4637182.36    | 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        |    1425000 | PA      | $1120425.05    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7723000 | PA      | $6779211.54    | 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        |   10636000 | PA      | $10206213.14   | 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        |    5706000 | PA      | $3771601.60    | 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        |    7913000 | PA      | $8068534.91    | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8925                      | CUSIP: 31417F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1181146 | PA      | $1085732.87    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0247                      | CUSIP: 3140EUHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7505511 | PA      | $7205292.52    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    7746000 | PA      | $5707082.38    | 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        |   65432000 | PA      | $57081951.07   | 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        |    9907070 | PA      | $10234179.02   | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3604224.75    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00078                      | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     994633 | PA      | $991422.08     | 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        |    6905000 | PA      | $6562438.52    | 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        |    7257000 | PA      | $6376016.72    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487201                      | CUSIP: 36210BGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1158 | PA      | $1179.55       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9492                      | CUSIP: 3140XRRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     877555 | PA      | $830400.27     | 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        |   10837000 | PA      | $6804698.86    | 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        |   10009000 | PA      | $7432048.11    | 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        |   33200000 | PA      | $32888147.10   | 0.01%             | 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        |    6590672 | PA      | $6530142.63    | 0.00%             | 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        |   16701000 | PA      | $14903679.65   | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14813                      | CUSIP: 3128MDSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231642 | PA      | $229637.71     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12793928 | PA      | $11805187.69   | 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        |   43348371 | PA      | $44969283.13   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3934                      | CUSIP: 3138WDLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     404940 | PA      | $398237.54     | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3576100 | PA      | $3354634.44    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323693                      | CUSIP: 31374TRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        605 | PA      | $624.45        | 0.00%             | 2029-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01315                      | CUSIP: 31283HN84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6573 | PA      | $6900.79       | 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        |   67476000 | PA      | $67223480.15   | 0.02%             | 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        |    3219412 | PA      | $3019330.88    | 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        |    1807000 | PA      | $1707500.99    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2513                      | CUSIP: 3132DPYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27287 | PA      | $26450.52      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15496672 | PA      | $13928546.28   | 0.00%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5387                      | CUSIP: 3140GT6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     760083 | PA      | $725443.29     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60625966 | PA      | $54234443.19   | 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        |  125498789 | PA      | $101618201.38  | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7283000 | PA      | $6628454.26    | 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        |    6565669 | PA      | $6120978.92    | 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        |    7245000 | PA      | $7278281.02    | 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        |    7719000 | PA      | $6033993.36    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND               | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1179127.03    | 0.00%             | 2027-08-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   16793000 | PA      | $15183739.73   | 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        |    9865439 | PA      | $8867144.63    | 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        |    7990619 | PA      | $7228110.13    | 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        |    2132528 | PA      | $1971065.33    | 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        |   10100000 | PA      | $10346003.78   | 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        |   23257000 | PA      | $18783561.37   | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451506                      | CUSIP: 36208HR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        876 | PA      | $885.50        | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   19504000 | PA      | $16986296.36   | 0.00%             | 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        |    1719348 | PA      | $1660864.43    | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0913                      | CUSIP: 3131XUAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2995656 | PA      | $2891108.04    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                      | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89317 | PA      | $92450.67      | 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        |       3608 | PA      | $3869.21       | 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        |   12042000 | PA      | $11080393.47   | 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        |    5150000 | PA      | $5293505.27    | 0.00%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7138                      | CUSIP: 36179V4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11806173 | PA      | $10973840.47   | 0.00%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1372834 | PA      | $1313657.65    | 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        |    6100000 | PA      | $5362037.86    | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $4399771.69    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00897                      | CUSIP: 31283G7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        249 | PA      | $252.25        | 0.00%             | 2028-01-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    9809000 | PA      | $9777235.10    | 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        |   20772387 | PA      | $20912671.18   | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00815                      | CUSIP: 31283G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1787 | PA      | $1876.58       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   10386000 | PA      | $10115934.38   | 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        |   39310000 | PA      | $39713487.86   | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783353                      | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79976 | PA      | $81345.53      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3010015 | PA      | $2995482.24    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 705118                      | CUSIP: 31401DK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1711 | PA      | $1758.40       | 0.00%             | 2033-05-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4166                      | CUSIP: 3138WDTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59154 | PA      | $56947.62      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1701060 | PA      | $1620879.39    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5071                      | CUSIP: 31418ET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4256160 | PA      | $4217071.03    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |    4927602 | PA      | $4790870.40    | 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        |    5078000 | PA      | $5198543.15    | 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        |  761092900 | PA      | $721967968.11  | 0.19%             | 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        |    8195000 | PA      | $8078888.63    | 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        |    1111433 | PA      | $1034891.55    | 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        |    8532000 | PA      | $7584078.17    | 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        |    4486000 | PA      | $5083945.76    | 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        |   19801000 | PA      | $20773334.47   | 0.01%             | 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        |  170271898 | PA      | $138297321.77  | 0.04%             | 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       |   45111000 | PA      | $44199830.93   | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3775                      | CUSIP: 3132E0FQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55485254 | PA      | $55979555.36   | 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        |   18092000 | PA      | $16175215.11   | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  221412000 | PA      | $161795089.77  | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | 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        |   14450000 | PA      | $11739386.64   | 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        |   21978656 | PA      | $22272330.86   | 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        |    2206716 | PA      | $2102854.23    | 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        |    2273669 | PA      | $2217452.61    | 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        |   12788000 | PA      | $11574739.88   | 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        |   10464641 | PA      | $9997543.05    | 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        |   15792000 | PA      | $16667948.84   | 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        |    9896000 | PA      | $10294402.13   | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    8740000 | PA      | $8317496.65    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF6068                      | CUSIP: 3133BTW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3292927 | PA      | $3327664.96    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 781681                      | CUSIP: 31349S2N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        360 | PA      | $370.86        | 0.00%             | 2034-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27511988 | PA      | $25218800.87   | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   26054000 | PA      | $24184608.92   | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5869000 | PA      | $5572937.33    | 0.00%             | 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        |    8918000 | PA      | $9114145.05    | 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        |   20411021 | PA      | $16737590.74   | 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        |    4951870 | PA      | $4909863.54    | 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        |    4802000 | PA      | $3980482.92    | 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        |   16144000 | PA      | $16894347.09   | 0.00%             | 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        |   17261641 | PA      | $16807870.14   | 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        |    5199000 | PA      | $4999375.09    | 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        |       4259 | PA      | $4424.47       | 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        |   12488000 | PA      | $10521140.73   | 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        |   53784619 | PA      | $54805343.50   | 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        |   18445000 | PA      | $17866529.87   | 0.00%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 331301                      | CUSIP: 31375DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        217 | PA      | $218.26        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3421384.70    | 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        |    8897000 | PA      | $8271184.19    | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0830                      | CUSIP: 3140EU4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1351734 | PA      | $1217573.23    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   18170000 | PA      | $14082063.14   | 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        |    3953754 | PA      | $3674242.35    | 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        |    7093000 | PA      | $7110385.72    | 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        |   12514540 | PA      | $11545252.72   | 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        |    3895084 | PA      | $3581952.70    | 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        |   27822000 | PA      | $20207042.47   | 0.01%             | 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        |    7050000 | PA      | $7009729.22    | 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        |     147574 | PA      | $154329.19     | 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        |    1470449 | PA      | $1386433.38    | 0.00%             | 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        |   16742537 | PA      | $16479762.88   | 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        |   14498000 | PA      | $13859706.27   | 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        |   34247979 | PA      | $34423586.00   | 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        |    1614608 | PA      | $1600994.43    | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434504                      | CUSIP: 36207KU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $573.01        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $4261275.48    | 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        |   16449914 | PA      | $17025254.20   | 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        |      35944 | PA      | $36547.14      | 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        |    7600000 | PA      | $7555532.21    | 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        |    6629000 | PA      | $5152791.05    | 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        |   34700000 | PA      | $35192851.04   | 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        |    4150000 | PA      | $4450605.95    | 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        |    2146135 | PA      | $2026378.45    | 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        |   15443000 | PA      | $14552822.79   | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8068                      | CUSIP: 3132D56D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12178839 | PA      | $11022566.70   | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3810617 | PA      | $3514847.65    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535704                      | CUSIP: 31384WDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6511 | PA      | $6589.86       | 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        |    5806000 | PA      | $4875859.36    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2374739 | PA      | $2335735.28    | 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        |   14034000 | PA      | $13632918.47   | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV5043                      | CUSIP: 3138XGS95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173282 | PA      | $167174.35     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   45308000 | PA      | $43116054.90   | 0.01%             | 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        |   31691214 | PA      | $32229217.01   | 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        |   19611495 | PA      | $19523309.74   | 0.01%             | 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        |    1694000 | PA      | $1219533.26    | 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        |   14439594 | PA      | $12964367.25   | 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        |    8311000 | PA      | $8143879.83    | 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        |    7714000 | PA      | $7916798.97    | 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        |   12404000 | PA      | $13225588.30   | 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        |   51633000 | PA      | $43869753.35   | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7097                      | CUSIP: 3140HL3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7128 | PA      | $7151.95       | 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        |   10759000 | PA      | $10631488.06   | 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        |    1743203 | PA      | $1745002.85    | 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        |   14225000 | PA      | $12416504.63   | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4754                      | CUSIP: 3140X8H83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3576044 | PA      | $3370803.05    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   14796000 | PA      | $13284626.06   | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 804677                      | CUSIP: 31406A6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32093 | PA      | $33019.16      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | 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      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     633000 | PA      | $724530.21     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    5133000 | PA      | $4934979.08    | 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        |   27084234 | PA      | $27726693.85   | 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        |   10075000 | PA      | $9689869.16    | 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        |  168774559 | PA      | $136659224.84  | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780910                      | CUSIP: 36225BAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        541 | PA      | $550.32        | 0.00%             | 2028-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5529                      | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694536 | PA      | $670541.43     | 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        |    8862000 | PA      | $5377409.54    | 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        |   95650421 | PA      | $77688668.09   | 0.02%             | 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        |   69475345 | PA      | $67303087.35   | 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        |   18423000 | PA      | $18744493.51   | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    5585000 | PA      | $5342387.51    | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   31830000 | PA      | $31840050.04   | 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        |    2286000 | PA      | $2268543.22    | 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        |    7553000 | PA      | $7570091.63    | 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        |    5880000 | PA      | $5914096.64    | 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        |    5280000 | PA      | $4638158.25    | 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        |   12693000 | PA      | $12835194.55   | 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        |   28260000 | PA      | $28057140.26   | 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        |    4629000 | PA      | $4552124.61    | 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        |  100930417 | PA      | $85452495.06   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   11385000 | PA      | $10812556.96   | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   12377000 | PA      | $12493521.42   | 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        |    3507000 | PA      | $3024266.99    | 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        |    2587247 | PA      | $2495069.29    | 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        |   52594471 | PA      | $50982892.70   | 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        |   14969000 | PA      | $14569445.78   | 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        |      63559 | PA      | $66584.68      | 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        |   15875000 | PA      | $13494975.55   | 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        |   24986128 | PA      | $24228321.00   | 0.01%             | 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        |  493395100 | PA      | $473562931.00  | 0.12%             | 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        |   13792000 | PA      | $14190359.19   | 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        |    2912875 | PA      | $2707722.78    | 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        |     504523 | PA      | $503742.17     | 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        |    6460000 | PA      | $6415665.63    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647763                      | CUSIP: 36292FTU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5982 | PA      | $6214.58       | 0.00%             | 2035-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   24680000 | PA      | $23991549.56   | 0.01%             | 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        |     421483 | PA      | $419960.26     | 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        |    4497000 | PA      | $4421895.52    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8409                      | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62439261 | PA      | $63793543.57   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0533                      | CUSIP: 3142GQSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14245005 | PA      | $15143271.11   | 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        |     154686 | PA      | $156747.24     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251237                      | CUSIP: 31371GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1374 | PA      | $1396.60       | 0.00%             | 2027-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   32906000 | PA      | $29901946.56   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698336                      | CUSIP: 36296QY94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85919 | PA      | $85482.11      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9212397.30    | 0.00%             | 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        |    3604276 | PA      | $3477590.73    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1006                      | CUSIP: 3132CXDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6735809 | PA      | $6596331.64    | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377449                      | CUSIP: 36204RH27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $24.90         | 0.00%             | 2026-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $8936211.87    | 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        |     218232 | PA      | $234973.23     | 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        |     727220 | PA      | $728477.81     | 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        |   14325000 | PA      | $14227849.28   | 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        |   39840000 | PA      | $41798773.44   | 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        |    5246000 | PA      | $5244808.75    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5950                      | CUSIP: 31418FTG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29028118 | PA      | $28808894.95   | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  690770000 | PA      | $653587142.64  | 0.17%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0149                      | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12568705 | PA      | $13058023.16   | 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        |    3272000 | PA      | $2633519.24    | 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        |    7851000 | PA      | $7779393.67    | 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        |    6920000 | PA      | $6007189.70    | 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        |   11019000 | PA      | $7087774.50    | 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        |    8286000 | PA      | $7172060.82    | 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        |    8109635 | PA      | $6695737.37    | 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        |      83923 | PA      | $87754.54      | 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        |    2125000 | PA      | $2000335.18    | 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        |    1070912 | PA      | $1047103.17    | 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        |   21680000 | PA      | $19841434.10   | 0.01%             | 2026-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2353                      | CUSIP: 3138WBTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5203 | PA      | $5016.37       | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2946                      | CUSIP: 3140XJHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15099542 | PA      | $15036364.47   | 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        |   19982000 | PA      | $18359037.26   | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    4408000 | PA      | $3994176.08    | 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        |   11033000 | PA      | $11149548.84   | 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        |    9754244 | PA      | $9470276.46    | 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        |   18087000 | PA      | $17048979.92   | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446887                      | CUSIP: 36208CNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1133 | PA      | $1138.54       | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3019000 | PA      | $3051134.98    | 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        |   19931000 | PA      | $14304481.60   | 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        |    5883000 | PA      | $5059187.78    | 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        |   18783000 | PA      | $16789103.68   | 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        |      97381 | PA      | $101972.89     | 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        |   15619000 | PA      | $15985936.24   | 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        |   29660000 | PA      | $25996611.65   | 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        |    7025000 | PA      | $7018756.46    | 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        |   50950000 | PA      | $46256528.74   | 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        |  586184000 | PA      | $589069121.44  | 0.15%             | 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        |    2475116 | PA      | $2481805.02    | 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        |    2428962 | PA      | $2325097.54    | 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        |      20387 | PA      | $21063.16      | 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        |   10405000 | PA      | $7717896.90    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839309                      | CUSIP: 31407SN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72784 | PA      | $74995.52      | 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        |    6419000 | PA      | $6520920.33    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    8022000 | PA      | $7608469.76    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A3                | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4021393.60    | 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        |   16816851 | PA      | $14874493.36   | 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        |  701682000 | PA      | $690690811.05  | 0.18%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60115                      | CUSIP: 31335ADU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178004 | PA      | $177415.22     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | 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        |    1220986 | PA      | $1220140.11    | 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        |     233794 | PA      | $244505.35     | 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        |   13692000 | PA      | $13547478.83   | 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        |   30355000 | PA      | $32992631.71   | 0.01%             | 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        |   10983991 | PA      | $11321771.51   | 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        |   20583000 | PA      | $19793209.73   | 0.01%             | 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        |     318930 | PA      | $315545.97     | 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        |      34498 | PA      | $36720.87      | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $13321025.08   | 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        |    8202000 | PA      | $8017957.12    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3111705.15    | 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        |    5438000 | PA      | $5831121.99    | 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        |   15033000 | PA      | $15294785.98   | 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        |    3890000 | PA      | $2213711.76    | 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        |    1914932 | PA      | $1935941.42    | 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        |   27108349 | PA      | $27632781.82   | 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        |   11196000 | PA      | $11396457.02   | 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        |    4300000 | PA      | $3143729.57    | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   12155000 | PA      | $11740334.06   | 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        |    8450000 | PA      | $8375835.05    | 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        |    5940000 | PA      | $6175412.39    | 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        |     205246 | PA      | $210282.46     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4512                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     576134 | PA      | $568291.72     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449499                      | CUSIP: 36208FKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        993 | PA      | $1002.19       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                      | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20746159 | PA      | $19742339.57   | 0.01%             | 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        |      34663 | PA      | $36138.05      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 459004                      | CUSIP: 36208R3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2727 | PA      | $2832.87       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $8871348.65    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3463                      | CUSIP: 31418CZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185349 | PA      | $184397.57     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   27979000 | PA      | $28113204.05   | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704480                      | CUSIP: 36296XUD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     843387 | PA      | $857811.24     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8383000 | PA      | $8372710.74    | 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        |    7651273 | PA      | $7925574.32    | 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        |    1535929 | PA      | $1542989.58    | 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        |   15372000 | PA      | $10544265.36   | 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        |    6325000 | PA      | $6548774.28    | 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        |   10588000 | PA      | $10683150.49   | 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        |   13512000 | PA      | $11441146.28   | 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        |   20537000 | PA      | $20370435.35   | 0.01%             | 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        |   18000000 | PA      | $18701676.00   | 0.00%             | 2058-06-15      | Fixed         | 5.80%                 | 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        |     189480 | PA      | $189444.58     | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780501                      | CUSIP: 36225ARW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.00         | 0.00%             | 2026-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3572                      | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237637 | PA      | $232262.65     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | 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        |   14163000 | PA      | $8337168.92    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510566                      | CUSIP: 36211EFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4924 | PA      | $5040.19       | 0.00%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   15478000 | PA      | $15002829.38   | 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        |   33136000 | PA      | $30034764.69   | 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        |   15636000 | PA      | $15572929.15   | 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        |    8145000 | PA      | $8477668.73    | 0.00%             | 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        |    1413094 | PA      | $1346486.92    | 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        |    2179835 | PA      | $2098091.11    | 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        |   10715000 | PA      | $10553750.88   | 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        |  102298596 | PA      | $87881859.65   | 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        |     550000 | PA      | $552310.72     | 0.00%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA               | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1198663.71    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   18932000 | PA      | $16898623.73   | 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        |    3525000 | PA      | $2818245.26    | 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        |    7519000 | PA      | $7257150.75    | 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        |   15000000 | PA      | $11683791.95   | 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       |   19465000 | PA      | $19671293.55   | 0.01%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454375                      | CUSIP: 36208LXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $402.71        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11025528 | PA      | $10516167.15   | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 392289                      | CUSIP: 31377ZXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        137 | PA      | $138.34        | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6616000 | PA      | $6469901.67    | 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        |   30792000 | PA      | $32655921.16   | 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        |      22037 | PA      | $22452.71      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257452                      | CUSIP: 31371N5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13107 | PA      | $13336.44      | 0.00%             | 2028-11-01      | 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        |      83958 | PA      | $88202.33      | 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        |   23158204 | PA      | $24247153.77   | 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        |   13560000 | PA      | $13548455.16   | 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        |   22284000 | PA      | $21611663.55   | 0.01%             | 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        |   74116391 | PA      | $64523195.59   | 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        |   17911000 | PA      | $17527978.84   | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729405                      | CUSIP: 31402HKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19592 | PA      | $20056.51      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | 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        |   15000000 | PA      | $14457832.50   | 0.00%             | 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        |  755111300 | PA      | $751955168.85  | 0.19%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3776000 | PA      | $3806313.43    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | 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        |    2379132 | PA      | $2206123.35    | 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        |    5055000 | PA      | $5066047.20    | 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        |    2571000 | PA      | $2328383.75    | 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        |     504926 | PA      | $498665.32     | 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        |   10249000 | PA      | $10164896.40   | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sentara Health                                                                   | SENTARA HEALTHCA               | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     380000 | PA      | $239208.58     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                      | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30681654 | PA      | $28963389.51   | 0.01%             | 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        |    1733445 | PA      | $1692209.50    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 802499                      | CUSIP: 31405XRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15018 | PA      | $15454.76      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QZ3304                      | CUSIP: 31427AU62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35129890 | PA      | $35420895.51   | 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        |    5000000 | PA      | $5038934.00    | 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        |    5334009 | PA      | $4899653.37    | 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        |    5800000 | PA      | $5754431.72    | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                           | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    9188000 | PA      | $9298546.46    | 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        |    9827654 | PA      | $9205731.38    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35548000 | PA      | $28047699.55   | 0.01%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960483                      | CUSIP: 31414ARC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9499 | PA      | $9956.18       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2561                      | CUSIP: 31418BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1152299 | PA      | $1127022.11    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   13990000 | PA      | $14005253.76   | 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        |    3220000 | PA      | $2600112.33    | 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        |    4304000 | PA      | $3961913.78    | 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        |    3423000 | PA      | $3400100.97    | 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        |    4912523 | PA      | $5138147.64    | 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        |    6980000 | PA      | $7013828.32    | 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        |      73292 | PA      | $76659.18      | 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        |     191261 | PA      | $193907.57     | 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        |    7850000 | PA      | $7817779.65    | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16738838 | PA      | $16595929.67   | 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        |   14992000 | PA      | $14805225.83   | 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        |    9068865 | PA      | $8578726.31    | 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        |   10078000 | PA      | $7202553.58    | 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        |    5894000 | PA      | $5964575.14    | 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        |     908668 | PA      | $913668.67     | 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        |   12990000 | PA      | $12754369.45   | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09010                      | CUSIP: 31294UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     263526 | PA      | $260989.27     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | 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        |   10962000 | PA      | $10558443.54   | 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        |   25242000 | PA      | $24862150.94   | 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        |    2400000 | PA      | $2335804.08    | 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        |  104987000 | PA      | $102051071.93  | 0.03%             | 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        |    2343000 | PA      | $2345743.57    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5378                      | CUSIP: 31418E6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5435533 | PA      | $5124969.38    | 0.00%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1065                      | CUSIP: 36179NFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196370 | PA      | $194373.75     | 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        |   18155000 | PA      | $18711280.92   | 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        |   11816000 | PA      | $11643577.24   | 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        |    7308894 | PA      | $6893578.36    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8068                      | CUSIP: 3140XP6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14172712 | PA      | $14276827.54   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00504                      | CUSIP: 31292GRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        186 | PA      | $186.72        | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   23167000 | PA      | $21419661.63   | 0.01%             | 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        |   17333000 | PA      | $13246187.20   | 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        |  132810508 | PA      | $111738142.14  | 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        |   13554000 | PA      | $11455102.42   | 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       |   21081000 | PA      | $21388184.22   | 0.01%             | 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        |   87150000 | PA      | $87381906.15   | 0.02%             | 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        |   10000000 | PA      | $10467929.79   | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486794                      | CUSIP: 36210AXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        181 | PA      | $187.86        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     535114 | PA      | $560943.20     | 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        |       6662 | PA      | $6865.39       | 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        |     124727 | PA      | $126559.83     | 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        |   24856000 | PA      | $22330522.29   | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10358000 | PA      | $8682136.72    | 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        |    4275000 | PA      | $4429844.35    | 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        |   12730000 | PA      | $12102419.15   | 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        |     231314 | PA      | $237421.77     | 0.00%             | 2037-09-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21788000 | PA      | $27159825.27   | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4720                      | CUSIP: 3132A5G58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17830286 | PA      | $17490100.30   | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    7737000 | PA      | $7753023.16    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5121                      | CUSIP: 3140XLVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7792385 | PA      | $8098373.83    | 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        |      62636 | PA      | $64480.63      | 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        |   13256000 | PA      | $11803018.68   | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    2753000 | PA      | $2895453.22    | 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        |   59293930 | PA      | $57277741.08   | 0.01%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QY5801                      | CUSIP: 31426QNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5929442 | PA      | $5847191.35    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   29667000 | PA      | $29400685.18   | 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        |    3289000 | PA      | $3148659.69    | 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        |    6122000 | PA      | $5355274.98    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6867000 | PA      | $6464236.75    | 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        |    5263000 | PA      | $5796553.22    | 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        |    1235598 | PA      | $1184561.60    | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933784                      | CUSIP: 31412S2R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7694 | PA      | $8060.77       | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2105508 | PA      | $2160931.09    | 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        |   11905000 | PA      | $9312233.92    | 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        |    1744114 | PA      | $1612932.03    | 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        |   25885000 | PA      | $24221919.81   | 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        |   29460000 | PA      | $29488099.61   | 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        |   12250000 | PA      | $12104191.93   | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423877                      | CUSIP: 36206W2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $71.07         | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1524231.35    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894964                      | CUSIP: 31410RJH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17220 | PA      | $17997.02      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | 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        |   78900000 | PA      | $72285962.91   | 0.02%             | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8024                      | CUSIP: 3140MM4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3300278 | PA      | $3114807.59    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $3585440.13    | 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        |    9750000 | PA      | $8582001.68    | 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        |    2857626 | PA      | $2888921.33    | 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        |   26265000 | PA      | $25825183.42   | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN          | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1795000 | PA      | $1641452.65    | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   23877000 | PA      | $21210256.32   | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83817                      | CUSIP: 3132L9G25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4225224 | PA      | $3932449.65    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   12425000 | PA      | $12432900.12   | 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        |   29591000 | PA      | $27764150.86   | 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        |   10459000 | PA      | $10496403.67   | 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        |    9945000 | PA      | $10095002.15   | 0.00%             | 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        |     693427 | PA      | $723900.55     | 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        |     900000 | PA      | $928489.50     | 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        |   11531000 | PA      | $10126965.75   | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 771479                      | CUSIP: 36176N2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        396 | PA      | $380.61        | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   12115000 | PA      | $12298290.74   | 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        |     410435 | PA      | $407126.04     | 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        |    2575000 | PA      | $2311002.76    | 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        |   12560000 | PA      | $12767681.41   | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563365                      | CUSIP: 36213SZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2612 | PA      | $2679.15       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12422286 | PA      | $11189365.81   | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28092000 | PA      | $28535264.72   | 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        |   19170496 | PA      | $19526994.22   | 0.01%             | 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        |   44320798 | PA      | $43913751.20   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    9378000 | PA      | $5993032.07    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3534000 | PA      | $3500838.45    | 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        |    4228486 | PA      | $3754628.15    | 0.00%             | 2050-08-01      | 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        |    1877120 | PA      | $1932841.89    | 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        |       1675 | PA      | $1750.25       | 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        |   20612000 | PA      | $20609892.23   | 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        |    3675000 | PA      | $2919246.07    | 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        |   30640000 | PA      | $32468513.10   | 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        |      49766 | PA      | $51961.99      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3325 | PA      | $3453.64       | 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        |      93885 | PA      | $98192.57      | 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        |    5050000 | PA      | $4997434.55    | 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       |   22040000 | PA      | $21599950.98   | 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        |   22467000 | PA      | $22397242.11   | 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        |      53303 | PA      | $56807.83      | 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        |    1960490 | PA      | $1811998.34    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97259                      | CUSIP: 312946B47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127777 | PA      | $124810.21     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07029                      | CUSIP: 3128M9EA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3136193 | PA      | $3059797.63    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   11403000 | PA      | $10722236.70   | 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        |    7759000 | PA      | $7671460.50    | 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        |    5016000 | PA      | $4524651.86    | 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        |      32684 | PA      | $33187.30      | 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        |   52929000 | PA      | $42486383.33   | 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        |     919820 | PA      | $891120.59     | 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        |   12899680 | PA      | $10533744.77   | 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        |    2862000 | PA      | $2929716.34    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 534236                      | CUSIP: 31384UPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        708 | PA      | $731.65        | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $21365009.83   | 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        |    2322560 | PA      | $2100736.69    | 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        |      11114 | PA      | $11545.86      | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01086                      | CUSIP: 31292HF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3149 | PA      | $3300.59       | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0487                      | CUSIP: 3138LQRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2922193 | PA      | $2690467.98    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55859                      | CUSIP: 3132XYQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104329 | PA      | $99597.07      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |    1300000 | PA      | $1303070.99    | 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        |    6589076 | PA      | $5902160.21    | 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        |   16541000 | PA      | $15619917.54   | 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        |   15923000 | PA      | $12303764.26   | 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        |    2205000 | PA      | $2209711.42    | 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        |    1764000 | PA      | $1215923.75    | 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        |    3482527 | PA      | $3341491.99    | 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        |   10575000 | PA      | $9836504.66    | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $2901617.19    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7519562 | PA      | $7272099.69    | 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        |   23860000 | PA      | $24521270.07   | 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        |    8568000 | PA      | $7953574.53    | 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        |    2232000 | PA      | $2327609.63    | 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        |    4719000 | PA      | $2970858.37    | 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        |    8585000 | PA      | $9039851.21    | 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        |    9753000 | PA      | $9891241.19    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |   12251000 | PA      | $10399788.70   | 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        |      35074 | PA      | $36600.63      | 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        |   22596000 | PA      | $22709157.27   | 0.01%             | 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        |     879428 | PA      | $872761.25     | 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        |      49329 | PA      | $51626.51      | 0.00%             | 2040-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A3                | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     248556 | PA      | $248501.27     | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7370000 | PA      | $8404256.13    | 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        |   50359000 | PA      | $50125444.51   | 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        |     201438 | PA      | $211079.42     | 0.00%             | 2041-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09009                      | CUSIP: 3132GUKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1046496 | PA      | $1019205.85    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | 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        |   45939000 | PA      | $45463678.21   | 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        |    5333000 | PA      | $4316556.04    | 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        |    2150000 | PA      | $2093432.64    | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1874                      | CUSIP: 3138YFCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7800 | PA      | $7282.85       | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $6837783.49    | 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        |   13607500 | PA      | $11197805.26   | 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        |   14850000 | PA      | $14341517.64   | 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        |   41520000 | PA      | $36488942.71   | 0.01%             | 2026-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $3812326.34    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 460132                      | CUSIP: 36208TED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2138 | PA      | $2160.28       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34812231 | PA      | $35393462.67   | 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        |    9145000 | PA      | $6040982.10    | 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        |    5835000 | PA      | $6003180.35    | 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        |   28277000 | PA      | $22579766.76   | 0.01%             | 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        |   89598145 | PA      | $89195257.94   | 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        |    6645000 | PA      | $6772173.57    | 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        |     468975 | PA      | $466357.66     | 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        |    8290730 | PA      | $7766406.62    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 440666                      | CUSIP: 36207SQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        270 | PA      | $271.82        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719230                      | CUSIP: 3620A5A74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     736580 | PA      | $732307.96     | 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        |    1905286 | PA      | $1832745.83    | 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        |     109319 | PA      | $112329.02     | 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        |    8939708 | PA      | $9128301.39    | 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        |    4652284 | PA      | $4368243.26    | 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       |   18620000 | PA      | $18439071.10   | 0.00%             | 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        |    1900000 | PA      | $1870229.85    | 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        |    5510962 | PA      | $5574265.06    | 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        |    7181000 | PA      | $7223668.39    | 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        |    9534288 | PA      | $9855047.61    | 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        |     407413 | PA      | $377573.35     | 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        |    5310000 | PA      | $3671800.97    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471676                      | CUSIP: 36209G6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2332 | PA      | $2359.58       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9541                      | CUSIP: 3138ERS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15231 | PA      | $15186.52      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    9856000 | PA      | $10069674.69   | 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        |    1501767 | PA      | $1401605.05    | 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        |     660894 | PA      | $660022.86     | 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        |    9358000 | PA      | $10276286.05   | 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        |  643539700 | PA      | $629814201.62  | 0.16%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253234                      | CUSIP: 31371JHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7654 | PA      | $7988.88       | 0.00%             | 2030-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25854000 | PA      | $25986387.17   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253435                      | CUSIP: 31371JPU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        822 | PA      | $863.19        | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   33248000 | PA      | $31280946.92   | 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        |    3950000 | PA      | $2372691.70    | 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        |    4100000 | PA      | $4045917.10    | 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        |   12102000 | PA      | $11861989.62   | 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        |   36900000 | PA      | $35524619.49   | 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        |  322360100 | PA      | $318003200.16  | 0.08%             | 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        |    8290000 | PA      | $7991796.91    | 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        |   10741556 | PA      | $10065495.52   | 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        |    1045910 | PA      | $1043058.00    | 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        |    8350000 | PA      | $7392027.05    | 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        |   19508000 | PA      | $18591075.86   | 0.00%             | 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        |   10216726 | PA      | $10087774.50   | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26308000 | PA      | $23927416.81   | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4562                      | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88283536 | PA      | $71484468.37   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18581                      | CUSIP: 3128MMUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1446538 | PA      | $1404452.80    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    9158000 | PA      | $9362275.72    | 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        |   18025000 | PA      | $16595777.05   | 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        |      42402 | PA      | $43665.91      | 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        |      31206 | PA      | $30958.30      | 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        |   17080000 | PA      | $15188011.54   | 0.00%             | 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       |   23580000 | PA      | $22362622.84   | 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        |   12382875 | PA      | $9968549.73    | 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        |   11040000 | PA      | $11110700.16   | 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        |    3962000 | PA      | $3715469.41    | 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        |   16355000 | PA      | $16126097.97   | 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        |   11291000 | PA      | $11305687.28   | 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        |    3875000 | PA      | $3906019.38    | 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        |     380458 | PA      | $391725.12     | 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        |        882 | PA      | $925.48        | 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        |   15420569 | PA      | $13890066.53   | 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        |     106708 | PA      | $108401.87     | 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        |      73486 | PA      | $76661.99      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735224                      | CUSIP: 31402QYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1290798 | PA      | $1325730.22    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $6387659.35    | 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        |    6757807 | PA      | $6721238.58    | 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        |    6355000 | PA      | $6211128.04    | 0.00%             | 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        |    9080000 | PA      | $8485513.44    | 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        |   17206000 | PA      | $15798290.77   | 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        |     661698 | PA      | $641855.44     | 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        |   14351000 | PA      | $11608157.22   | 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        |    7540274 | PA      | $6754194.79    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K539 A2                   | CUSIP: 3137HKXJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22800000 | PA      | $22935477.60   | 0.01%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                      | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     355835 | PA      | $364397.29     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $1772258.19    | 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        |  101081000 | PA      | $94787456.74   | 0.02%             | 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        |    6000000 | PA      | $6084157.80    | 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        |   12390000 | PA      | $12222047.10   | 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        |   40772273 | PA      | $34557971.21   | 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        |     430683 | PA      | $448549.33     | 0.00%             | 2039-08-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11609136 | PA      | $10711958.57   | 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        |   18791000 | PA      | $18765885.01   | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2177522.64    | 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        |    3684237 | PA      | $3611027.52    | 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        |     740150 | PA      | $713039.32     | 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        |   65440000 | PA      | $66852689.61   | 0.02%             | 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        |     800000 | PA      | $807837.60     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3018000 | PA      | $3006949.30    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5234                        | CUSIP: 36202FY75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     532369 | PA      | $528627.20     | 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        |      67521 | PA      | $64293.32      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35795                      | CUSIP: 31297RNL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7163 | PA      | $7277.89       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    8302000 | PA      | $6570683.81    | 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        |       1910 | PA      | $1946.04       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $1597354.04    | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   24299000 | PA      | $24158531.52   | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    9752000 | PA      | $6371735.65    | 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        |    7930000 | PA      | $7915712.02    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19135000 | PA      | $18429723.34   | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                      | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340142 | PA      | $356869.38     | 0.00%             | 2043-09-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4133                      | CUSIP: 31427RSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39927238 | PA      | $39710268.93   | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   27937000 | PA      | $24271871.63   | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   43493000 | PA      | $44148038.06   | 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        |    6595000 | PA      | $5462878.10    | 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        |      63969 | PA      | $65867.50      | 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        |    5804000 | PA      | $5713426.74    | 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        |    2850000 | PA      | $1748602.40    | 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        |    5225000 | PA      | $3989177.78    | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940766                      | CUSIP: 31413BTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95934 | PA      | $100367.78     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   12641000 | PA      | $11201483.04   | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 732032                      | CUSIP: 31402LHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45458 | PA      | $46630.92      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00870                      | CUSIP: 3132GD6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     744395 | PA      | $725318.83     | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1457                      | CUSIP: 3133C1TN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1601632 | PA      | $1644303.39    | 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        |   10007000 | PA      | $6579712.48    | 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        |   12210000 | PA      | $12239629.92   | 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        |   17820721 | PA      | $17063565.13   | 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        |     932440 | PA      | $907326.18     | 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        |    5933213 | PA      | $5721180.60    | 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        |   12800000 | PA      | $12958466.98   | 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        |   11551000 | PA      | $10169204.53   | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02659                      | CUSIP: 3132GF5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13912 | PA      | $13576.38      | 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        |    7434000 | PA      | $7332524.89    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781419                      | CUSIP: 36225BSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10978 | PA      | $11406.67      | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16154598 | PA      | $14860703.35   | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $9750933.31    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $8169470.67    | 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        |   37108000 | PA      | $36913698.07   | 0.01%             | 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        |    4128389 | PA      | $3799493.33    | 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        |    7908000 | PA      | $7686006.31    | 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        |    8398000 | PA      | $8745733.74    | 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        |   29747540 | PA      | $25340203.62   | 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        |   18943000 | PA      | $19118939.49   | 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        |   15235000 | PA      | $15532801.22   | 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        |    5485000 | PA      | $4046954.24    | 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        |   10441000 | PA      | $9139688.32    | 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        |   11941399 | PA      | $12190141.21   | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $2401473.80    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722072                      | CUSIP: 31401YFM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21272 | PA      | $21504.01      | 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        |    3431000 | PA      | $2041132.14    | 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        |  979732600 | PA      | $934802670.40  | 0.24%             | 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        |    5575392 | PA      | $5433787.77    | 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        |    9900000 | PA      | $10014787.48   | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720164                      | CUSIP: 3620A6B97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59633 | PA      | $59322.66      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8242217 | PA      | $7382959.99    | 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        |     982849 | PA      | $902804.58     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8073                      | CUSIP: 3138WH6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1831892 | PA      | $1580163.04    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542793                      | CUSIP: 36212S7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10509 | PA      | $10916.99      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   16462000 | PA      | $14727189.89   | 0.00%             | 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        |    5709000 | PA      | $5766786.15    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10934240 | PA      | $10448590.25   | 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        |    5374000 | PA      | $4751693.82    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2005                      | CUSIP: 31418BGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169362 | PA      | $167906.00     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3266                      | CUSIP: 3140XJTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1642774 | PA      | $1555528.50    | 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        |    8975000 | PA      | $8856906.05    | 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        |   54674000 | PA      | $50310558.73   | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14402                      | CUSIP: 3132HQ3K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     516659 | PA      | $475485.48     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2990681.28    | 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        |    8136000 | PA      | $8263981.24    | 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        |   10169573 | PA      | $10692260.22   | 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        |   15623000 | PA      | $14311578.24   | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1561271.94    | 0.00%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3757000 | PA      | $3197467.32    | 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        |   13328000 | PA      | $11901589.89   | 0.00%             | 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        |   10804000 | PA      | $10509042.11   | 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        |   33300000 | PA      | $32297861.98   | 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        |      58795 | PA      | $61434.88      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                      | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4073089 | PA      | $3634478.86    | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19486334 | PA      | $17858847.01   | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C14350                      | CUSIP: 31292YZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        810 | PA      | $850.06        | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4577                      | CUSIP: 31419FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        257 | PA      | $256.57        | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12088962 | PA      | $11497349.51   | 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        |   24783000 | PA      | $23506463.32   | 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        |    5750000 | PA      | $5805661.19    | 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        |    7750000 | PA      | $7850947.63    | 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        |    8225000 | PA      | $7334774.53    | 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        |   12007000 | PA      | $10381231.26   | 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        |   17595000 | PA      | $17874613.13   | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $5211001.78    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   53000000 | PA      | $51264242.78   | 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        |   10995000 | PA      | $11110836.26   | 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        |      36799 | PA      | $38517.05      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535663                      | CUSIP: 31384WB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2079 | PA      | $2157.27       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $8185560.43    | 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        |   15520000 | PA      | $13845745.86   | 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        |     110784 | PA      | $114110.52     | 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        |  164064204 | PA      | $126654760.26  | 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        |   14864000 | PA      | $9414356.75    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0089                      | CUSIP: 3618N5C31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29454426 | PA      | $27590885.78   | 0.01%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 529343                      | CUSIP: 31384PBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5315 | PA      | $5579.54       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13477000 | PA      | $10825934.71   | 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        |   42643000 | PA      | $44426204.87   | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538242                      | CUSIP: 36212M5B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2638 | PA      | $2742.77       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08862                      | CUSIP: 3132GUFB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5737508 | PA      | $5425151.57    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    6759000 | PA      | $6930583.56    | 0.00%             | 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        |       6706 | PA      | $7005.46       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931843                      | CUSIP: 31412QHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290158 | PA      | $289114.82     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   40222000 | PA      | $40201355.48   | 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        |    5016000 | PA      | $4757395.67    | 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        |      68956 | PA      | $70856.96      | 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        |    7590000 | PA      | $7763413.42    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587170                      | CUSIP: 36201MJP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4504 | PA      | $4700.74       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3538732 | PA      | $3445583.14    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   11046000 | PA      | $10443408.08   | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66479                      | CUSIP: 3128KXFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77776 | PA      | $81263.27      | 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        |      20557 | PA      | $21203.62      | 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        |    5745000 | PA      | $5828500.70    | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1339477.86    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535195                      | CUSIP: 31384VRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5303 | PA      | $5567.38       | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   21821000 | PA      | $21693590.45   | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13037212 | PA      | $11180519.10   | 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        |    7527000 | PA      | $6584516.42    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQUT8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     450000 | PA      | $442876.95     | 0.00%             | 2027-02-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $5886150.89    | 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        |    6645000 | PA      | $6592288.38    | 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        |    3802078 | PA      | $3601916.75    | 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        |     130950 | PA      | $134907.97     | 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        |   88502107 | PA      | $79171727.81   | 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        |    3144150 | PA      | $2923691.53    | 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        |   21652000 | PA      | $20116826.25   | 0.01%             | 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        |   80083440 | PA      | $68378051.94   | 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        |   16351000 | PA      | $16112467.98   | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6018000 | PA      | $5284409.60    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6017000 | PA      | $5946191.07    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6112000 | PA      | $3591969.73    | 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        |    1000000 | PA      | $1038728.20    | 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       |   30472000 | PA      | $31107682.90   | 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        |   14964000 | PA      | $15103185.10   | 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        |    2550000 | PA      | $2668540.83    | 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        |   15446000 | PA      | $13070599.16   | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8700                      | CUSIP: 3138WJU22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     730539 | PA      | $717742.73     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07872                      | CUSIP: 3128MACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1378061 | PA      | $1369401.62    | 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        |    2305000 | PA      | $1554572.11    | 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        |    6027000 | PA      | $5744743.02    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434587                      | CUSIP: 36207KXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6607 | PA      | $6808.53       | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4722835 | PA      | $4709024.06    | 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        |      99112 | PA      | $101544.34     | 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        |   15718000 | PA      | $16062512.86   | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8165                      | CUSIP: 3132DWCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14423371 | PA      | $11103044.95   | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    6192000 | PA      | $5508604.01    | 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        |   10475000 | PA      | $10386744.98   | 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        |    1808000 | PA      | $1824340.99    | 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        |    2386591 | PA      | $2319726.45    | 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        |   43785821 | PA      | $40552478.96   | 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        |    5463000 | PA      | $3682782.00    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22382173 | PA      | $20573525.66   | 0.01%             | 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        |   16841000 | PA      | $16925230.16   | 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        |    1120313 | PA      | $1137542.06    | 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        |     799947 | PA      | $757736.11     | 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        |   19707059 | PA      | $16160322.72   | 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        |    3591899 | PA      | $3335556.02    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509366                      | CUSIP: 36211CZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6907 | PA      | $7114.15       | 0.00%             | 2029-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   24465000 | PA      | $24690380.27   | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08577                      | CUSIP: 3128MJUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1342889 | PA      | $1297216.95    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8142                      | CUSIP: 3138WJBL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     954300 | PA      | $913492.99     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | 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        |   44080000 | PA      | $43992149.69   | 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        |     399254 | PA      | $388191.87     | 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        |   33975000 | PA      | $20682657.72   | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   18986000 | PA      | $19232024.14   | 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       |   46055000 | PA      | $47951664.92   | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782734                      | CUSIP: 36241LBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1948442 | PA      | $1981566.16    | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00920                      | CUSIP: 31283HAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        243 | PA      | $254.68        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91187                      | CUSIP: 3128P7J87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9171 | PA      | $9274.33       | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   22245000 | PA      | $21541997.83   | 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        |     593949 | PA      | $580217.83     | 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        |   37950000 | PA      | $37857470.31   | 0.01%             | 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        |    2759000 | PA      | $2503253.94    | 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        |    3895000 | PA      | $3990085.38    | 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        |    2506638 | PA      | $2306175.69    | 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        |   75128498 | PA      | $64217781.55   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2594000 | PA      | $2618823.16    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | 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        |   28576000 | PA      | $21814210.01   | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2045951.60    | 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        |   15682188 | PA      | $16017922.96   | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2762502.64    | 0.00%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0968                      | CUSIP: 3140MECE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5750640 | PA      | $5806813.26    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $11159912.36   | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                  | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    3789000 | PA      | $3853767.29    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    7948000 | PA      | $7910951.54    | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40359                      | CUSIP: 3128K0MG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9439 | PA      | $9738.96       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3080000 | PA      | $2814423.61    | 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        |     439265 | PA      | $445492.41     | 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        |   14693000 | PA      | $12200712.01   | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    5042000 | PA      | $4545804.42    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 AS              | CUSIP: 05555AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6272373.60    | 0.00%             | 2057-05-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    5435000 | PA      | $4591732.29    | 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        |       1899 | PA      | $1933.54       | 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        |   23725000 | PA      | $21043042.81   | 0.01%             | 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        |   17408186 | PA      | $18281157.41   | 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        |    8094000 | PA      | $7919857.65    | 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        |  205527000 | PA      | $205077409.69  | 0.05%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2019                      | CUSIP: 3132AEG42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4099304 | PA      | $3967558.83    | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6874000 | PA      | $6933796.83    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01211                      | CUSIP: 31292HKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        621 | PA      | $652.14        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   32408000 | PA      | $19018450.41   | 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        |   10501000 | PA      | $11838044.33   | 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        |    5030506 | PA      | $4618883.66    | 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        |    5611000 | PA      | $4241751.02    | 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        |   12700000 | PA      | $12337492.98   | 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        |   13722000 | PA      | $13274516.35   | 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        |    1835000 | PA      | $1834409.87    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1402197100 | PA      | $1402580516.78 | 0.36%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57765                      | CUSIP: 3132Y1TX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1320590 | PA      | $1291197.05    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   30035000 | PA      | $28595474.04   | 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        |   16573000 | PA      | $16571451.20   | 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        |   12696000 | PA      | $14457930.19   | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93318                      | CUSIP: 312941VK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8454 | PA      | $8596.46       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494875                      | CUSIP: 36210KXC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2119 | PA      | $2165.33       | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | 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        |     800000 | PA      | $805201.28     | 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        |    7356000 | PA      | $4994566.54    | 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        |   13255000 | PA      | $13005633.92   | 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        |    4231395 | PA      | $3998886.89    | 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        |    4035700 | PA      | $3925082.68    | 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        |   10761000 | PA      | $10594758.84   | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0167                      | CUSIP: 3140F7FH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22945 | PA      | $22543.69      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5328                      | CUSIP: 3140HJ4N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     836891 | PA      | $797443.49     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17191000 | PA      | $15167130.28   | 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        |   16227895 | PA      | $14333277.29   | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8939000 | PA      | $8773531.05    | 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        |    3000000 | PA      | $2975716.20    | 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        |    3316000 | PA      | $3270147.93    | 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        |      19306 | PA      | $19863.08      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 688017                      | CUSIP: 31400HK69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435726 | PA      | $446415.18     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $2043828.29    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    8384000 | PA      | $8551799.60    | 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        |    1325000 | PA      | $1322305.22    | 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        |     258406 | PA      | $255817.57     | 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        |   13272000 | PA      | $14166653.24   | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $3882019.19    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1592                      | CUSIP: 31427NXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35823756 | PA      | $36109314.14   | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    8768000 | PA      | $8466482.86    | 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        |      59402 | PA      | $60194.46      | 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        |  534816000 | PA      | $541438524.91  | 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        |   15259000 | PA      | $13902482.49   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535996                      | CUSIP: 31384WNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5530 | PA      | $5787.86       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6332                      | CUSIP: 3133KNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4209247 | PA      | $3438543.04    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3452                      | CUSIP: 3138WCZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1124767 | PA      | $1083211.72    | 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        |    3175000 | PA      | $2807133.39    | 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        |    5720000 | PA      | $2817747.28    | 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        |    3333008 | PA      | $3065638.31    | 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        |    9407000 | PA      | $9411615.24    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45727000 | PA      | $46528315.29   | 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        |   11490000 | PA      | $11521510.00   | 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        |    7916000 | PA      | $7857509.81    | 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        |   43240000 | PA      | $43162656.14   | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4539081 | PA      | $4370195.25    | 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        |    4223898 | PA      | $4272582.21    | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480643                      | CUSIP: 36209S5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2306 | PA      | $2395.16       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   20931000 | PA      | $17189525.29   | 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        |   21415000 | PA      | $21888068.65   | 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        |     229931 | PA      | $228862.91     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5211                      | CUSIP: 3138WEYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     906710 | PA      | $871685.27     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252873                      | CUSIP: 31371H2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2759 | PA      | $2896.62       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845183                      | CUSIP: 31407Y6U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1037 | PA      | $1053.32       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   23133000 | PA      | $18474001.03   | 0.00%             | 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        |   16245000 | PA      | $15083376.34   | 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        |   33887000 | PA      | $32762124.06   | 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        |   84506366 | PA      | $72471400.71   | 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        |    5327000 | PA      | $5342468.99    | 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       |   27477000 | PA      | $26138224.52   | 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        |    3322512 | PA      | $3055408.05    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4417000 | PA      | $3373192.19    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3192                      | CUSIP: 3132DQRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23766789 | PA      | $23659919.11   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8862000 | PA      | $8727397.23    | 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        |   34246942 | PA      | $29273347.68   | 0.01%             | 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        |   19006000 | PA      | $12250598.82   | 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        |      36254 | PA      | $37346.95      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $3814194.70    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17958406 | PA      | $16144077.23   | 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        |    1284763 | PA      | $1253827.19    | 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        |   14052446 | PA      | $12499641.11   | 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        |  164053686 | PA      | $133246798.83  | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18940                      | CUSIP: 3128PY4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112686 | PA      | $111832.32     | 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        |    8107000 | PA      | $6047501.69    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30314000 | PA      | $29907313.88   | 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        |   15180000 | PA      | $14911910.25   | 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        |   15800000 | PA      | $16380031.20   | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423946                      | CUSIP: 36206W5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        409 | PA      | $410.63        | 0.00%             | 2026-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80589                      | CUSIP: 3132L5UN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     588723 | PA      | $585556.17     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    7941000 | PA      | $7512508.76    | 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        |   13121000 | PA      | $13105706.67   | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20753000 | PA      | $20674598.81   | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2714                      | CUSIP: 3138WCAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331829 | PA      | $319566.60     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1713                      | CUSIP: 3140W13X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24074186 | PA      | $23905748.79   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745068                      | CUSIP: 3620C0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192214 | PA      | $191162.81     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | 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        |    2560000 | PA      | $2740126.21    | 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        | 1863122700 | PA      | $1852642634.81 | 0.48%             | 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        |    9450000 | PA      | $9739347.76    | 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        |      97632 | PA      | $96334.28      | 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        |      40760 | PA      | $42004.66      | 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        |   45911000 | PA      | $45057952.76   | 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        |   20832000 | PA      | $20282500.16   | 0.01%             | 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        |     160725 | PA      | $167557.61     | 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        |    5483000 | PA      | $4261924.93    | 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        |    8872000 | PA      | $10045414.09   | 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        |     472513 | PA      | $469383.90     | 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        |   16829000 | PA      | $16582125.68   | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   41726000 | PA      | $41013510.70   | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879060                      | CUSIP: 31409UTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26843 | PA      | $27800.75      | 0.00%             | 2036-04-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                     | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4976850.81    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1572000 | PA      | $1636555.31    | 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       |   57575000 | PA      | $58036742.24   | 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        |   18126104 | PA      | $17934554.58   | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54507263 | PA      | $52803006.07   | 0.01%             | 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        |   31000000 | PA      | $31256304.90   | 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        |    5772000 | PA      | $5692733.35    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     427000 | PA      | $298527.68     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2517075 | PA      | $2411803.08    | 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        |    7852000 | PA      | $5458544.66    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 527592                      | CUSIP: 31384MC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2463 | PA      | $2552.09       | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | 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        |   12076471 | PA      | $12011870.11   | 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        |  815715000 | PA      | $564117904.69  | 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        |     729075 | PA      | $712987.88     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0606                      | CUSIP: 31417YU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     343873 | PA      | $344286.99     | 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        |    6511072 | PA      | $6294776.56    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00911                      | CUSIP: 31292HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        294 | PA      | $304.92        | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51555                      | CUSIP: 3132XTWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7064 | PA      | $6577.12       | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A2 A                | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   20650000 | PA      | $20692662.90   | 0.01%             | 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        |   20925000 | PA      | $18320959.08   | 0.00%             | 2031-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D84682                      | CUSIP: 3128FUFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        511 | PA      | $519.31        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   10442000 | PA      | $10677139.07   | 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        |      46268 | PA      | $47586.52      | 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        |  820122000 | PA      | $809998619.06  | 0.21%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   14644000 | PA      | $15043128.27   | 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        |    4882725 | PA      | $4789249.05    | 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        |   19195000 | PA      | $18203221.22   | 0.00%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00544                      | CUSIP: 31283GS99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        390 | PA      | $391.62        | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6451178 | PA      | $6097026.10    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   15226000 | PA      | $15034533.95   | 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        |    1802390 | PA      | $1752905.44    | 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        |    4575000 | PA      | $4015088.17    | 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        |   18388416 | PA      | $17093326.88   | 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        |   70676000 | PA      | $41550682.23   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1133698.54    | 0.00%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     795000 | PA      | $533080.75     | 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        |     166388 | PA      | $165550.44     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5829                      | CUSIP: 31418FPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134115 | PA      | $135032.60     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1202627.46    | 0.00%             | 2028-12-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2559965 | PA      | $2361040.53    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5235                        | CUSIP: 36202FY83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1001431 | PA      | $1012423.29    | 0.00%             | 2041-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0499                      | CUSIP: 3138W9RV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1101796 | PA      | $1088931.93    | 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        |    6067000 | PA      | $5904861.15    | 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        |    6787000 | PA      | $6252514.89    | 0.00%             | 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        |   11174000 | PA      | $11261874.58   | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5500                      | CUSIP: 3140QDDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20935312 | PA      | $19901969.98   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40730422 | PA      | $36615227.55   | 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        |     241455 | PA      | $245006.74     | 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        |   10050000 | PA      | $9695166.58    | 0.00%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    8192000 | PA      | $8149381.56    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | 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        |    7414382 | PA      | $7223548.90    | 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        |   13071000 | PA      | $13309781.26   | 0.00%             | 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        |        873 | PA      | $911.27        | 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        |   42807825 | PA      | $43605878.78   | 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        |    9295000 | PA      | $9741191.39    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0075                      | CUSIP: 3142J6CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39803 | PA      | $39250.77      | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | 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        |    2139562 | PA      | $2134119.65    | 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        |    7595000 | PA      | $6846729.97    | 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        |    2655000 | PA      | $2393269.57    | 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        |    1896364 | PA      | $1843015.59    | 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        |    1174792 | PA      | $1144324.74    | 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        |    8841000 | PA      | $5845266.13    | 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        |   59023000 | PA      | $56285726.35   | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                             | ARES MGMT CORP                 | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $5507876.30    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4581                      | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17052443 | PA      | $15326887.45   | 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        |   13085000 | PA      | $8394703.36    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    5766000 | PA      | $4216720.42    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   14790000 | PA      | $14801212.64   | 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        |   11956000 | PA      | $11903058.06   | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424441                      | CUSIP: 36206XP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        593 | PA      | $597.87        | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888222                      | CUSIP: 31410FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316629 | PA      | $330545.02     | 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        |    5705000 | PA      | $5152920.61    | 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        |    9800000 | PA      | $9586667.11    | 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        |    4779227 | PA      | $4928688.74    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   26689000 | PA      | $19450271.79   | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   38273000 | PA      | $38568165.72   | 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        |   56062000 | PA      | $55640856.50   | 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        |    8576973 | PA      | $8058060.22    | 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        |     905153 | PA      | $906035.93     | 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        |   27463119 | PA      | $23534797.30   | 0.01%             | 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        |    1817000 | PA      | $1285437.69    | 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        |    3500000 | PA      | $3480344.70    | 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        |   50954000 | PA      | $33111638.08   | 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        |   11982000 | PA      | $13337720.82   | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53373                      | CUSIP: 3132XVXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4126916 | PA      | $3840953.62    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    6925000 | PA      | $6901881.89    | 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        |    9640000 | PA      | $9463711.27    | 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        |    9300000 | PA      | $9250264.53    | 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        |      95862 | PA      | $99201.94      | 0.00%             | 2034-11-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6405                      | CUSIP: 3138WGDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     376779 | PA      | $361766.18     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20681000 | PA      | $19488964.13   | 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        |   20581349 | PA      | $21428536.95   | 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        |   10079000 | PA      | $10693145.82   | 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        |    6005000 | PA      | $4764848.60    | 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        |   41480665 | PA      | $36261426.28   | 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        |   14235000 | PA      | $13463437.22   | 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        |  714790000 | PA      | $724674201.89  | 0.19%             | 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        |    4297611 | PA      | $3959404.26    | 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        |   34943774 | PA      | $30787624.84   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8386                      | CUSIP: 3138ETJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3227553 | PA      | $3125282.74    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0061                      | CUSIP: 31419AB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     416240 | PA      | $436360.63     | 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        |    8255000 | PA      | $8208406.29    | 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        |    3075565 | PA      | $3216933.17    | 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       |   27550000 | PA      | $27515096.21   | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0030                      | CUSIP: 3140XFA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27730 | PA      | $23338.94      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  487775000 | PA      | $491566689.70  | 0.13%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16485186.87   | 0.00%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C29239                      | CUSIP: 31293THQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        576 | PA      | $604.67        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38033                      | CUSIP: 31297T4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53345 | PA      | $54216.60      | 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        |    2334116 | PA      | $2394979.43    | 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        |     969000 | PA      | $776072.65     | 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        |   23017000 | PA      | $23105433.89   | 0.01%             | 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        |    3387000 | PA      | $3426751.65    | 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       |   38387000 | PA      | $37477080.16   | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL-A           | CUSIP: 13063DMB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     600000 | PA      | $584044.20     | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14453                      | CUSIP: 3128MDE25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        145 | PA      | $144.78        | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786659                      | CUSIP: 3622ACJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44846204 | PA      | $44647270.39   | 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        |    4051000 | PA      | $4029177.26    | 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        |   20944000 | PA      | $19083436.88   | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   10696000 | PA      | $7540119.05    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2588616.70    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6857702 | PA      | $6406380.64    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251968                      | CUSIP: 31371GZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        455 | PA      | $478.03        | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   13768000 | PA      | $12370059.34   | 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        |   24197000 | PA      | $22613372.83   | 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        |   11223000 | PA      | $11304153.71   | 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        |    3872141 | PA      | $3699305.11    | 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        |   24989220 | PA      | $22699882.52   | 0.01%             | 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        |    9000000 | PA      | $8959284.90    | 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        |     171960 | PA      | $170731.86     | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 532807                      | CUSIP: 36212F3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7004 | PA      | $7202.77       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3444                      | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14430187 | PA      | $14091740.41   | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0810                      | CUSIP: 31427M3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9096027 | PA      | $9169579.70    | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   13108000 | PA      | $13008612.56   | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563381                      | CUSIP: 36213S2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        402 | PA      | $417.43        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | 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        |   14355000 | PA      | $13251267.02   | 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        |      57723 | PA      | $60449.57      | 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        |  113922528 | PA      | $92529540.68   | 0.02%             | 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        |     163522 | PA      | $171078.94     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1871                      | CUSIP: 3138A3CH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     950587 | PA      | $926985.45     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   29075000 | PA      | $31227661.46   | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3775555.33    | 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        |    7071000 | PA      | $4256257.57    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8004                      | CUSIP: 3132D53M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8692409 | PA      | $8269864.83    | 0.00%             | 2034-07-01      | Fixed         | 2.50%                 | 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        |   12585000 | PA      | $12450307.78   | 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        |    6240111 | PA      | $5810372.96    | 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        |   13305000 | PA      | $11888970.71   | 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        |    1389999 | PA      | $1364275.29    | 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        |   21275597 | PA      | $20297387.61   | 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        |    4980000 | PA      | $5294946.16    | 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        |   12180000 | PA      | $11588743.82   | 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        |  842628600 | PA      | $800464256.93  | 0.21%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   14931000 | PA      | $14627300.48   | 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        |    6709697 | PA      | $6432836.66    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470617                      | CUSIP: 36209FYN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3129 | PA      | $3250.14       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25325000 | PA      | $24634130.19   | 0.01%             | 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        |    5545000 | PA      | $5487858.29    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3955                      | CUSIP: 31418DMD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4484979 | PA      | $4255196.37    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63990                      | CUSIP: 31287PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14965 | PA      | $15711.15      | 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        |   10995000 | PA      | $10987858.99   | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722596                      | CUSIP: 31401YXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9815 | PA      | $9937.29       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | 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        |    1800000 | PA      | $1735562.16    | 0.00%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4794000 | PA      | $3090460.13    | 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        |   16872800 | PA      | $17879304.01   | 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        |   10478000 | PA      | $10146072.38   | 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        |  166340793 | PA      | $140987977.73  | 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        |    6338000 | PA      | $6429863.54    | 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        |   18106000 | PA      | $17497306.49   | 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        |    8561437 | PA      | $8179290.66    | 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        |   21014706 | PA      | $18810774.35   | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   17042000 | PA      | $16494739.52   | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   12453000 | PA      | $11349616.51   | 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        |    6854000 | PA      | $7279408.08    | 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        |   44441625 | PA      | $45485403.69   | 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        |    1427049 | PA      | $1423788.35    | 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        |   14088000 | PA      | $14036225.26   | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18635                      | CUSIP: 3128MMV59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2096635 | PA      | $2020723.39    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | 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        |    2111626 | PA      | $1981983.44    | 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        |   11873500 | PA      | $11148021.69   | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   17252000 | PA      | $10376961.26   | 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        |    1260766 | PA      | $1240106.49    | 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        |    5418000 | PA      | $5257723.85    | 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        |   47315000 | PA      | $48703974.78   | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543880                      | CUSIP: 36212UFV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        518 | PA      | $526.01        | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57035 | PA      | $56934.15      | 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        |    3885000 | PA      | $3181623.39    | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3404025.55    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                      | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1935439 | PA      | $1965641.72    | 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        |     625427 | PA      | $594197.33     | 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        |    1050000 | PA      | $1175805.60    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12806000 | PA      | $9153623.04    | 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        |    7443196 | PA      | $7412053.23    | 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        |   19568886 | PA      | $16879829.35   | 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        |   12868000 | PA      | $12798117.95   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4127                      | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3447651 | PA      | $3236914.25    | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1189574 | PA      | $1209469.02    | 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        |     708000 | PA      | $591294.52     | 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        |   13977000 | PA      | $10815776.36   | 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        |    3328000 | PA      | $3506072.12    | 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        |    9016831 | PA      | $7865399.56    | 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        |   47824367 | PA      | $47522552.51   | 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        |     224610 | PA      | $219303.54     | 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        |   14083000 | PA      | $14468278.76   | 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        |    1503666 | PA      | $1385967.14    | 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        |    4815000 | PA      | $3173012.29    | 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        |   19027000 | PA      | $20149207.40   | 0.01%             | 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        |    9725000 | PA      | $8497881.23    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2530                      | CUSIP: 3138Y3Y47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2766484 | PA      | $2663038.01    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11830000 | PA      | $11957367.31   | 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        |    7114232 | PA      | $6912719.34    | 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        |   15746000 | PA      | $11635608.87   | 0.00%             | 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        |   16700000 | PA      | $16364453.59   | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720954                      | CUSIP: 31401W5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18097 | PA      | $18512.39      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5719000 | PA      | $5782360.16    | 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        |    5455000 | PA      | $3660569.74    | 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        |     983467 | PA      | $978248.97     | 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        |   28911000 | PA      | $25133219.74   | 0.01%             | 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        |     345000 | PA      | $243088.95     | 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        |    4805000 | PA      | $4734143.23    | 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        |    6923472 | PA      | $6348905.55    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481523                      | CUSIP: 31382F4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        844 | PA      | $853.20        | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2219                      | CUSIP: 3142GSPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27782590 | PA      | $29149762.55   | 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        |   19103224 | PA      | $17874834.84   | 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        |    7436000 | PA      | $5005559.24    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25562000 | PA      | $22305181.08   | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M4 A2                 | CUSIP: 3136BXNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6600000 | PA      | $6492312.42    | 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        |   16243535 | PA      | $15271371.26   | 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        |   10000000 | PA      | $10161588.46   | 0.00%             | 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        |   14404000 | PA      | $14489064.16   | 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        |     221512 | PA      | $224925.45     | 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        |   17701000 | PA      | $15067432.17   | 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        |    3773000 | PA      | $3844285.77    | 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        |   10557467 | PA      | $11006955.62   | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9665                      | CUSIP: 3140XDW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22245945 | PA      | $18172759.28   | 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        |   10808000 | PA      | $11009796.91   | 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        |   36042000 | PA      | $34013958.14   | 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        |       3019 | PA      | $3113.21       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9030157 | PA      | $8447149.68    | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   25019000 | PA      | $22783299.23   | 0.01%             | 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        |    1300000 | PA      | $1312738.31    | 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        |   12710000 | PA      | $12019948.67   | 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        |   82879000 | PA      | $64326490.06   | 0.02%             | 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        |    2315000 | PA      | $2152862.72    | 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        |   20345000 | PA      | $20197486.48   | 0.01%             | 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        |   48194000 | PA      | $45969398.72   | 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        |    6125000 | PA      | $5755408.01    | 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        |   29480000 | PA      | $29651002.81   | 0.01%             | 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        |    6408000 | PA      | $3692171.91    | 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        |   13985957 | PA      | $12979078.72   | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $6166775.52    | 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        |    5630000 | PA      | $5772816.51    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   31578000 | PA      | $24184674.26   | 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        |   48280519 | PA      | $48274648.43   | 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        |    7575000 | PA      | $7073011.57    | 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        |   34068600 | PA      | $31552821.59   | 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        |   10632000 | PA      | $8057092.09    | 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        |    8876000 | PA      | $8884561.29    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    6752000 | PA      | $5680568.73    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25775000 | PA      | $25686290.66   | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   19982000 | PA      | $17648070.50   | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 564386                      | CUSIP: 31386H6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        629 | PA      | $654.85        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2133765.88    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57700                      | CUSIP: 3128KLRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36363 | PA      | $37976.74      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9667                      | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37434435 | PA      | $37174793.15   | 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        |   13580934 | PA      | $12283809.08   | 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        |   15879000 | PA      | $16055704.94   | 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        |   60094891 | PA      | $60886978.14   | 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        |      92904 | PA      | $92665.43      | 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        |   29450000 | PA      | $29620083.15   | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257325                      | CUSIP: 31371NYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67640 | PA      | $68362.56      | 0.00%             | 2028-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   51662000 | PA      | $50858489.79   | 0.01%             | 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        |    1693329 | PA      | $1599123.50    | 0.00%             | 2043-10-20      | 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        |    1824000 | PA      | $1839330.79    | 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       |  144126000 | PA      | $147985098.42  | 0.04%             | 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        |    3310000 | PA      | $2979780.83    | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0322                      | CUSIP: 3140XFLC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000913 | PA      | $1820454.66    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7695000 | PA      | $7680514.76    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550428                      | CUSIP: 36213CPM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1462 | PA      | $1518.53       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | 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        |    4652879 | PA      | $4745647.00    | 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        |    3035000 | PA      | $3102216.91    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485793                      | CUSIP: 36209YUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7512 | PA      | $7809.53       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2590530.22    | 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        |      30496 | PA      | $31377.90      | 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        |   15923000 | PA      | $14985203.04   | 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        |    1527885 | PA      | $1424187.09    | 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        |   12697000 | PA      | $12555467.63   | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    7030000 | PA      | $7269219.93    | 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        |   48142000 | PA      | $47886341.49   | 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        |   16754098 | PA      | $17184242.57   | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2899000 | PA      | $2144404.12    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  752284300 | PA      | $733124559.23  | 0.19%             | 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        |   33826000 | PA      | $33525091.07   | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539919                      | CUSIP: 36212PYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3251 | PA      | $3377.93       | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2994                      | CUSIP: 3132DQKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27664747 | PA      | $23616810.71   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816227                      | CUSIP: 31406PYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9405 | PA      | $9669.25       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9491                      | CUSIP: 36179YRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6059155 | PA      | $6316179.34    | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8053000 | PA      | $6148610.11    | 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        |     138244 | PA      | $142212.36     | 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        |    7135000 | PA      | $6315845.70    | 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        |    9790000 | PA      | $8736914.19    | 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        |    5067686 | PA      | $4719916.83    | 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        |   12495000 | PA      | $12382524.12   | 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        |    5464368 | PA      | $5284064.28    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9472000 | PA      | $6469726.62    | 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        |   24233000 | PA      | $23301631.24   | 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        |    1920351 | PA      | $1861915.63    | 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        |   13010000 | PA      | $13474537.11   | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7245                      | CUSIP: 3138WHBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3763763 | PA      | $3504563.32    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36614                      | CUSIP: 3132QTK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6671 | PA      | $6237.37       | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6875                      | CUSIP: 3140QST92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20575641 | PA      | $21224458.38   | 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        |    3275000 | PA      | $3277010.98    | 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        |      58432 | PA      | $61329.11      | 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        |   16285000 | PA      | $15297666.76   | 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        |  191931000 | PA      | $209410156.17  | 0.05%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955171                      | CUSIP: 31413TT44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220731 | PA      | $231052.27     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    8124000 | PA      | $5392383.40    | 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        |    9317000 | PA      | $9510440.35    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01283                      | CUSIP: 31292HM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22296 | PA      | $22792.14      | 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        |   18335000 | PA      | $18385778.04   | 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        |   28158000 | PA      | $28547971.74   | 0.01%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $6763472.26    | 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        |    4641416 | PA      | $4205640.84    | 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        |    9455000 | PA      | $6039285.87    | 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        |    5852298 | PA      | $5386369.20    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18552                      | CUSIP: 3128MMTJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2111215 | PA      | $2074598.92    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8483                      | CUSIP: 31417FM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     343583 | PA      | $324884.11     | 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        |    2082180 | PA      | $2045198.78    | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 399307                      | CUSIP: 36205SR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3799 | PA      | $3946.98       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                    | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    7595000 | PA      | $8087779.55    | 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        |    6300000 | PA      | $5905621.89    | 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        |   19323000 | PA      | $19253982.81   | 0.00%             | 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        |   12300545 | PA      | $12356696.65   | 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        |    5850000 | PA      | $5652990.40    | 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        |    8290000 | PA      | $8422642.06    | 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        |     736819 | PA      | $737817.22     | 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        |   13109915 | PA      | $12649724.68   | 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        |   13055000 | PA      | $6983026.01    | 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        |    7656755 | PA      | $7464592.84    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J33956                      | CUSIP: 31307QMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18398 | PA      | $18014.21      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3022000 | PA      | $3080026.11    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14373000 | PA      | $14736319.02   | 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        |    3250000 | PA      | $3178244.45    | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                              | JPMBB 2015-C27 A4              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32595 | PA      | $32017.67      | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918293                      | CUSIP: 31411YGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7125 | PA      | $7464.25       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-A-TXBL                 | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    2336000 | PA      | $2344954.36    | 0.00%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570505                      | CUSIP: 36200RYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1230 | PA      | $1280.87       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   16011000 | PA      | $16228101.48   | 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        |   13510000 | PA      | $12886032.97   | 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        |   28315000 | PA      | $29402933.91   | 0.01%             | 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        |   25617000 | PA      | $24150480.92   | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8044                      | CUSIP: 3132DV5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48727732 | PA      | $43419420.17   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $5448766.46    | 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        |   16310916 | PA      | $14807220.61   | 0.00%             | 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        |   10050000 | PA      | $9925195.40    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    4548000 | PA      | $4495899.96    | 0.00%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   60321000 | PA      | $54693616.70   | 0.01%             | 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        |    3295043 | PA      | $3132099.24    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840828                      | CUSIP: 31407UD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8728 | PA      | $8999.44       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    5388000 | PA      | $5323106.36    | 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        |   12205000 | PA      | $11444882.51   | 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        |    3835000 | PA      | $3802598.54    | 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        |     549153 | PA      | $533311.45     | 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        |   11327000 | PA      | $11187363.54   | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5599                      | CUSIP: 3138WFGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26583 | PA      | $25562.15      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  758364200 | PA      | $693962486.41  | 0.18%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    9679000 | PA      | $9503938.40    | 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        |   61036000 | PA      | $54665581.00   | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2378                      | CUSIP: 31418BUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450854 | PA      | $438219.45     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    6593000 | PA      | $6483144.02    | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | 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        |   75850000 | PA      | $63761406.25   | 0.02%             | 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        |        366 | PA      | $369.83        | 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        |   14305000 | PA      | $14221197.09   | 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        |   22474000 | PA      | $22760733.74   | 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        |       3303 | PA      | $3448.08       | 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        |   74360626 | PA      | $75125796.51   | 0.02%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4566607 | PA      | $4066274.58    | 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        |     183228 | PA      | $191950.71     | 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        |   13318000 | PA      | $12734567.20   | 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        |    8579000 | PA      | $8630678.06    | 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        |   13405958 | PA      | $12609759.59   | 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        |   18351000 | PA      | $16971777.37   | 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        |    9725000 | PA      | $9784774.35    | 0.00%             | 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        |  985263000 | PA      | $882695584.69  | 0.23%             | 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        |    3665753 | PA      | $3368887.71    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0434                      | CUSIP: 3140QKPU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1381407 | PA      | $1306315.65    | 0.00%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6543198 | PA      | $6168056.12    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96546                      | CUSIP: 312945HX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     828556 | PA      | $808158.06     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1105                      | CUSIP: 3138WAGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1134905 | PA      | $1098280.16    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     650000 | PA      | $601492.13     | 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        |   32979135 | PA      | $27746503.88   | 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        |    8685000 | PA      | $8992468.98    | 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        |      12083 | PA      | $12685.56      | 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        |    7000000 | PA      | $7048001.80    | 0.00%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1953                      | CUSIP: 3132AEE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200028 | PA      | $195211.58     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     987000 | PA      | $642352.84     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   17172000 | PA      | $12111739.20   | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07907                      | CUSIP: 3128MADL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1078648 | PA      | $1129721.76    | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7242                      | CUSIP: 3140XPBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20052050 | PA      | $17196339.49   | 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       |    5094000 | PA      | $5084702.48    | 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        |    3825000 | PA      | $3810137.20    | 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        |   16889000 | PA      | $16639257.07   | 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        |   15105833 | PA      | $14041935.21   | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   49930000 | PA      | $43720373.67   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   22053000 | PA      | $23400765.61   | 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        |    7736000 | PA      | $7628246.98    | 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        |   11733000 | PA      | $11688248.54   | 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        |    5125000 | PA      | $5268460.86    | 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        |   23438000 | PA      | $23544714.38   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2842                      | CUSIP: 3140QNEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52151932 | PA      | $42505237.86   | 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        |    7725000 | PA      | $7159563.60    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4943125.26    | 0.00%             | 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        |   58574883 | PA      | $49281105.37   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890710                      | CUSIP: 31410LR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     849947 | PA      | $832250.37     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    8430000 | PA      | $8571732.81    | 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        |    8415204 | PA      | $7212809.27    | 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        |  119893000 | PA      | $71792067.18   | 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        |   16813000 | PA      | $15097337.58   | 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        |    1435000 | PA      | $1453502.42    | 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        |   96254000 | PA      | $78732764.06   | 0.02%             | 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        |    1275000 | PA      | $1280116.96    | 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        |    1258888 | PA      | $1229315.57    | 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        |   24879562 | PA      | $25353269.30   | 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        |    4095000 | PA      | $3918899.05    | 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        |    7588000 | PA      | $5544411.69    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9425                      | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42438817 | PA      | $44226959.30   | 0.01%             | 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        |    6565000 | PA      | $6537697.29    | 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        |   14291414 | PA      | $12824862.37   | 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        |   10381000 | PA      | $10157413.25   | 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        |   10223353 | PA      | $10357304.20   | 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        |    2660000 | PA      | $2718073.12    | 0.00%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4119                      | CUSIP: 3140MHSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1040521 | PA      | $879816.55     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14787450.66   | 0.00%             | 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        |     475902 | PA      | $483100.60     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   12610000 | PA      | $12479641.41   | 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       |   38989000 | PA      | $38982219.73   | 0.01%             | 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        |    9045000 | PA      | $8882155.83    | 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        |   28136404 | PA      | $27313760.07   | 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        |    1143567 | PA      | $1080013.43    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253642                      | CUSIP: 31371JWB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2382 | PA      | $2500.88       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11721000 | PA      | $11103541.65   | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 759225                      | CUSIP: 31403VPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14983 | PA      | $15380.87      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9498000 | PA      | $6013241.33    | 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        |   28760000 | PA      | $26008030.51   | 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        |   27238000 | PA      | $27217961.43   | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    8065000 | PA      | $7713623.26    | 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        |   16686000 | PA      | $10227904.51   | 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        |   17328000 | PA      | $17647827.15   | 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        |     284127 | PA      | $297465.46     | 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        |    2846976 | PA      | $2708333.49    | 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        |    5225000 | PA      | $5337008.85    | 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        |    8287000 | PA      | $5962033.55    | 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        |    3623898 | PA      | $3396198.14    | 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        |    8624000 | PA      | $7516854.12    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10984772.23   | 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        |    5995000 | PA      | $5873394.46    | 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        |     753478 | PA      | $772172.94     | 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        |    2328864 | PA      | $2238277.27    | 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        |   15306000 | PA      | $16830796.83   | 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        |     915033 | PA      | $930613.47     | 0.00%             | 2039-03-15      | 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        |    1719264 | PA      | $1677288.11    | 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        |   12590000 | PA      | $12580375.54   | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    4893000 | PA      | $5381223.10    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   14141000 | PA      | $14664218.83   | 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        |    9179000 | PA      | $9063105.22    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8040465 | PA      | $7726799.99    | 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        |      55957 | PA      | $58409.46      | 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        |  499594000 | PA      | $493544226.41  | 0.13%             | 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        |      10183 | PA      | $10445.66      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6676000 | PA      | $5611630.75    | 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        |    4187112 | PA      | $3789582.79    | 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        |    4006524 | PA      | $4017305.11    | 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        |   12090000 | PA      | $12213530.17   | 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        |     567571 | PA      | $564279.71     | 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        |   20042000 | PA      | $16958052.57   | 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        |   64295000 | PA      | $47685914.19   | 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        |     899292 | PA      | $827970.45     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2012                      | CUSIP: 3138EJGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1665372 | PA      | $1619912.86    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Americas Inc                                                                 | UBS AMERICAS INC               | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |   19766000 | PA      | $22078544.51   | 0.01%             | 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        |   11943551 | PA      | $12687195.71   | 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        |   36991000 | PA      | $35012301.46   | 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        |   58870000 | PA      | $58081336.73   | 0.02%             | 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        |    8624105 | PA      | $8198429.72    | 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        |    4138116 | PA      | $3901357.96    | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2527                      | CUSIP: 3140FMYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75812 | PA      | $73823.45      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4610702 | PA      | $4285648.66    | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0079                      | CUSIP: 3138EGCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     360272 | PA      | $358913.65     | 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        |   89170000 | PA      | $78684848.60   | 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        |   11475000 | PA      | $12588649.29   | 0.00%             | 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        |   27765000 | PA      | $27545979.72   | 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        |    2625000 | PA      | $2297306.03    | 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        |      98113 | PA      | $105083.26     | 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        |     960914 | PA      | $956820.83     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    8297000 | PA      | $8659639.61    | 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        |   13711000 | PA      | $10556653.18   | 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        |    6725000 | PA      | $6188143.98    | 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        |    5948000 | PA      | $3814553.12    | 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 Gold Pool                                                            | FG A53276                      | CUSIP: 3128KFT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        767 | PA      | $803.67        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | 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        |   19720000 | PA      | $17574990.52   | 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        |       7966 | PA      | $8545.93       | 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        |   21220000 | PA      | $21421938.68   | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    6901000 | PA      | $6253727.48    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | 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        |    1300000 | PA      | $1303646.11    | 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        |   24824000 | PA      | $21685057.74   | 0.01%             | 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        |     538329 | PA      | $509668.46     | 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        |   11582540 | PA      | $10654707.97   | 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        |   10729397 | PA      | $9326087.60    | 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        |   22336000 | PA      | $15933935.76   | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6034                      | CUSIP: 3140QRV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4554696 | PA      | $4740045.55    | 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        |   26454000 | PA      | $21203813.27   | 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        |    1876838 | PA      | $1761287.25    | 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        |      67503 | PA      | $71014.46      | 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        |     217002 | PA      | $205816.05     | 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        |     720460 | PA      | $661683.05     | 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        |   30267029 | PA      | $29593003.04   | 0.01%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   18974000 | PA      | $19010199.08   | 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        |   23562000 | PA      | $15521185.72   | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0529                      | CUSIP: 3132ACSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15329285 | PA      | $13865327.26   | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91466                      | CUSIP: 3128P7TX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     809264 | PA      | $786263.41     | 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        |    2050301 | PA      | $1998207.41    | 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        |    8324000 | PA      | $8475033.95    | 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        |    5410000 | PA      | $4712789.05    | 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        |      89568 | PA      | $94046.32      | 0.00%             | 2040-09-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443231                      | CUSIP: 36207VLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1347 | PA      | $1358.27       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   12283000 | PA      | $11255748.66   | 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        |   20099164 | PA      | $16419049.61   | 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        |    9825000 | PA      | $8839101.52    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0142                      | CUSIP: 3138Y1EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1364014 | PA      | $1312613.36    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3488                      | CUSIP: 31427Q2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41327791 | PA      | $41670138.27   | 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        |    1489735 | PA      | $1482449.75    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3957                      | CUSIP: 3138WDMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7841 | PA      | $7550.29       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $5813692.87    | 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        |    8067000 | PA      | $7177820.72    | 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        |    3675000 | PA      | $3392969.11    | 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        |   11730000 | PA      | $11805441.10   | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97549                      | CUSIP: 312946L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1051335 | PA      | $1026631.05    | 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        |    6010000 | PA      | $5298719.15    | 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        |       9437 | PA      | $9913.08       | 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        |       9197 | PA      | $9486.72       | 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        |     805360 | PA      | $800748.71     | 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        |    1682008 | PA      | $1676676.40    | 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        |    8600000 | PA      | $8531549.16    | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2293000 | PA      | $2417617.44    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1382                      | CUSIP: 3140HERC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214578 | PA      | $209746.79     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449538                      | CUSIP: 36208FLT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1360 | PA      | $1378.80       | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2511682 | PA      | $2448933.04    | 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        |    2050000 | PA      | $2056107.98    | 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        |     725000 | PA      | $726131.00     | 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        |      37233 | PA      | $38065.50      | 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        |    2000000 | PA      | $2001596.77    | 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        |   15214000 | PA      | $15059527.70   | 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        |     143836 | PA      | $150350.13     | 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        |  587569000 | PA      | $584929528.41  | 0.15%             | 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        |    1395000 | PA      | $781284.96     | 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        |   10154000 | PA      | $9964842.27    | 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        |    2100000 | PA      | $2052889.44    | 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        |   43995000 | PA      | $44906952.83   | 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        |    4192916 | PA      | $3789595.15    | 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        |   85573000 | PA      | $80155865.68   | 0.02%             | 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        |   13482000 | PA      | $13136714.68   | 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        |    6865000 | PA      | $7085496.47    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4661                      | CUSIP: 3140X8FB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7880929 | PA      | $7464845.18    | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434812                      | CUSIP: 36207LAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2641 | PA      | $2733.81       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28579000 | PA      | $17533162.47   | 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        |   20705000 | PA      | $19815004.48   | 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        |    5425000 | PA      | $5475301.43    | 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        |    9677000 | PA      | $5641735.63    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2254284.83    | 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        |   28399984 | PA      | $28786115.91   | 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        |   10692861 | PA      | $10365214.95   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    6184000 | PA      | $6334035.04    | 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        |   14217000 | PA      | $15126502.52   | 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        |   20710000 | PA      | $21563106.79   | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458719                      | CUSIP: 36208RSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        322 | PA      | $322.76        | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House US Inc                                                             | SEKISUI HOUSE US               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    2863000 | PA      | $2530571.21    | 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        |    6580000 | PA      | $6395911.10    | 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        |    7991000 | PA      | $4703294.63    | 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        |   13285000 | PA      | $12545077.31   | 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        |   12269000 | PA      | $11753748.33   | 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        |   28700000 | PA      | $28936050.86   | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    5378500 | PA      | $4516884.54    | 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        |     226374 | PA      | $228061.90     | 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        |   10020000 | PA      | $10015237.26   | 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        |    9184000 | PA      | $7564520.61    | 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        |   33805000 | PA      | $34844338.43   | 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        |    1170524 | PA      | $1078707.96    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10444000 | PA      | $9349235.96    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    4689000 | PA      | $4403512.08    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58026                      | CUSIP: 3132Y14L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203545 | PA      | $194377.12     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18455                      | CUSIP: 3128MMQH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32760 | PA      | $32380.32      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     760000 | PA      | $763952.88     | 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        |   26379000 | PA      | $26585607.25   | 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        |    8629000 | PA      | $8147817.91    | 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        |      11232 | PA      | $11576.33      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08540                      | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2762204 | PA      | $2533152.49    | 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        |    4175000 | PA      | $3899031.54    | 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        |   23310000 | PA      | $23617160.49   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5595                      | CUSIP: 3138WFGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     734735 | PA      | $686079.83     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    6363000 | PA      | $5831162.73    | 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        |   21014000 | PA      | $16283131.92   | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    9219000 | PA      | $5904860.02    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4123                      | CUSIP: 3140W4SM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31243783 | PA      | $26706329.35   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720087                      | CUSIP: 31401V6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3855 | PA      | $3960.14       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   30488000 | PA      | $29702841.76   | 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        |   21849000 | PA      | $22215405.63   | 0.01%             | 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        |    7169846 | PA      | $6807763.60    | 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        |      77794 | PA      | $74216.88      | 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        |   13045568 | PA      | $12532573.62   | 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        |   18035000 | PA      | $15765219.87   | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   11504000 | PA      | $10603039.88   | 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        |    4297773 | PA      | $4470316.47    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     625553 | PA      | $612836.15     | 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        |    7354000 | PA      | $7233854.76    | 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        |   25324778 | PA      | $24802033.76   | 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        |   14720000 | PA      | $14081114.32   | 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        |    6306991 | PA      | $5846987.88    | 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        |   20851116 | PA      | $21870677.20   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6328                      | CUSIP: 3140QSA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21056981 | PA      | $21559761.14   | 0.01%             | 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        |    2025482 | PA      | $1953285.69    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250700                      | CUSIP: 31371FNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $35.86         | 0.00%             | 2026-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514254                      | CUSIP: 36211JH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4007 | PA      | $4163.06       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1717971 | PA      | $1775688.55    | 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        |       3732 | PA      | $3901.34       | 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        |    7131000 | PA      | $7071467.58    | 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        |   32266101 | PA      | $33266920.85   | 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        |    3650000 | PA      | $3749738.81    | 0.00%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8765000 | PA      | $9173263.09    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K542 A2                   | CUSIP: 3137HLY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27000000 | PA      | $27135315.90   | 0.01%             | 2030-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   45466000 | PA      | $47312475.03   | 0.01%             | 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        |    5000000 | PA      | $4081989.50    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A1 A                | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6150000 | PA      | $6174226.70    | 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        |   16180000 | PA      | $16458686.09   | 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       |   75377000 | PA      | $75098613.46   | 0.02%             | 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        |   14148000 | PA      | $11855518.31   | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5222                      | CUSIP: 3140X8YU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8734955 | PA      | $7037334.63    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0659                      | CUSIP: 3142GQWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16991998 | PA      | $17996762.29   | 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        |    2175000 | PA      | $2226629.72    | 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        |    8606000 | PA      | $5929834.72    | 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        |    9779000 | PA      | $9658999.80    | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555581                      | CUSIP: 36213JFW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6252 | PA      | $6437.12       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $7618609.65    | 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        |    4421203 | PA      | $4017400.98    | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | 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        |   15052000 | PA      | $16234120.67   | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5812941 | PA      | $5378106.49    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI5443                      | CUSIP: 3138AKBM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        435 | PA      | $433.40        | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722357                      | CUSIP: 31401YQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        500 | PA      | $504.71        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   15741000 | PA      | $12901231.68   | 0.00%             | 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        |   15644513 | PA      | $16165040.33   | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    6575000 | PA      | $6535648.43    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9275613 | PA      | $9069520.60    | 0.00%             | 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        |   59806000 | PA      | $58557912.88   | 0.02%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6766000 | PA      | $6662792.28    | 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        |    4599265 | PA      | $4291552.37    | 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        |   58208888 | PA      | $49482508.68   | 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        |   22410000 | PA      | $21078870.65   | 0.01%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471308                      | CUSIP: 36209GR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4741 | PA      | $4951.39       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $9837616.28    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7999858 | PA      | $7800028.99    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03550                      | CUSIP: 3128M5H37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11438 | PA      | $11980.03      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470018                      | CUSIP: 36209FDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1072 | PA      | $1086.28       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   13126000 | PA      | $13323807.82   | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8925                      | CUSIP: 3140HN4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203749 | PA      | $199038.83     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   14015000 | PA      | $14143361.56   | 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        |   10560000 | PA      | $9334205.76    | 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        |   29360000 | PA      | $29576472.16   | 0.01%             | 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        |    9745000 | PA      | $10721218.86   | 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        |   29832000 | PA      | $29577987.23   | 0.01%             | 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        |    3875000 | PA      | $3911869.85    | 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        |    5576000 | PA      | $5247453.43    | 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        |    8018114 | PA      | $7263977.52    | 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        |    2166977 | PA      | $2178902.52    | 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        |     926985 | PA      | $928320.93     | 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        |       1227 | PA      | $1263.76       | 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        |     246453 | PA      | $258020.73     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05873                      | CUSIP: 3128M72E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7294 | PA      | $7137.96       | 0.00%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   43897000 | PA      | $44210238.23   | 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        |    3020000 | PA      | $2349615.77    | 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        |   10672000 | PA      | $10167844.57   | 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        |    1874000 | PA      | $1474356.29    | 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        |   24431522 | PA      | $25679599.08   | 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        |   36195000 | PA      | $36533736.53   | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0039                      | CUSIP: 3142J6BH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1931336 | PA      | $1904545.48    | 0.00%             | 2055-08-01      | Fixed         | 5.00%                 | 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        |    8839000 | PA      | $8743473.39    | 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        |   11460000 | PA      | $11299187.72   | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2956                      | CUSIP: 31418CJA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4885351 | PA      | $4398949.85    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                      | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9360094 | PA      | $9438361.46    | 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        |      18728 | PA      | $19702.17      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     670803 | PA      | $704342.75     | 0.00%             | 2042-08-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4849000 | PA      | $4801154.70    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1541                      | CUSIP: 3140XGWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10885279 | PA      | $10083842.69   | 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        |        355 | PA      | $357.05        | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4176                      | CUSIP: 3140X7UA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2570175 | PA      | $2470640.67    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11963821 | PA      | $11080358.17   | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538089                      | CUSIP: 36212MXS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1294 | PA      | $1328.62       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14137000 | PA      | $12098321.35   | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779398                      | CUSIP: 36176XUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1586591 | PA      | $1491887.18    | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4676230.18    | 0.00%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8308                      | CUSIP: 3132DWGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17439443 | PA      | $17623416.95   | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   18656000 | PA      | $16115479.91   | 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        |   26980000 | PA      | $27319687.92   | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8006000 | PA      | $7896683.95    | 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        |    6760000 | PA      | $5056597.76    | 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        |   33110000 | PA      | $20255684.75   | 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        |   11209000 | PA      | $10522258.22   | 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        |   11275000 | PA      | $10327938.10   | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780798                      | CUSIP: 36225A3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1729 | PA      | $1746.99       | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22963027 | PA      | $20382540.80   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    8540000 | PA      | $5238264.08    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   13305000 | PA      | $14962836.29   | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   26030000 | PA      | $22791013.13   | 0.01%             | 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        |   10260000 | PA      | $10528503.39   | 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        |   20855927 | PA      | $19883977.99   | 0.01%             | 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        |   18819000 | PA      | $19278348.74   | 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        |   42875000 | PA      | $35998106.95   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2668000 | PA      | $2638051.08    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22149339 | PA      | $20974750.73   | 0.01%             | 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        |    3158993 | PA      | $3211440.23    | 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        |   13195000 | PA      | $13055564.06   | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     925000 | PA      | $924367.50     | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5531                      | CUSIP: 31418FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32768097 | PA      | $32965299.03   | 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        |    5756000 | PA      | $3441304.91    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                      | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29944931 | PA      | $29008654.45   | 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        |   15077000 | PA      | $9304400.80    | 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        |    8838000 | PA      | $5797892.02    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929185                      | CUSIP: 31412MJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36617 | PA      | $37660.23      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   12050000 | PA      | $12315349.52   | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9110                      | CUSIP: 36178WDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291096 | PA      | $268207.82     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                     | FEDEX FREIGHT HO               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    6853000 | PA      | $6770219.97    | 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        |   15685000 | PA      | $15242789.66   | 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        |  412936500 | PA      | $398209507.89  | 0.10%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   41112000 | PA      | $39512793.35   | 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        |    4448000 | PA      | $4476495.94    | 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        |   16181000 | PA      | $16109194.24   | 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        |   45220000 | PA      | $46286672.17   | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1377                      | CUSIP: 3140Q8Q73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3511808 | PA      | $3264473.10    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | 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        |    9650000 | PA      | $9528085.76    | 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        |   20508000 | PA      | $19091686.30   | 0.00%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   13785000 | PA      | $13555517.10   | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   25158000 | PA      | $23252180.15   | 0.01%             | 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        |    2288000 | PA      | $2300184.94    | 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        |   96409295 | PA      | $74426327.38   | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10478000 | PA      | $10905667.82   | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13368000 | PA      | $13322742.53   | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | 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        |     850000 | PA      | $856068.07     | 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        |    6040000 | PA      | $5824256.04    | 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        |   26360995 | PA      | $26521697.36   | 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        |    9773000 | PA      | $9561442.89    | 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        |    2060000 | PA      | $2099971.52    | 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        |    9468000 | PA      | $10078238.22   | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4005534.73    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  433799000 | PA      | $450693436.53  | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4871                      | CUSIP: 3138AJMV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11591 | PA      | $11562.12      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | 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        |    7750000 | PA      | $6905775.45    | 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        |   16424000 | PA      | $17443206.08   | 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        |     534152 | PA      | $560152.42     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3457                      | CUSIP: 3140AQZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16162009 | PA      | $16473273.41   | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18672                      | CUSIP: 3128MMXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001461 | PA      | $961071.87     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   17374000 | PA      | $13413759.37   | 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        |   17039000 | PA      | $15575851.75   | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250799                      | CUSIP: 31371FRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         74 | PA      | $74.05         | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9985000 | PA      | $9858894.45    | 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        |   64470000 | PA      | $63678342.97   | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10389000 | PA      | $9846707.91    | 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        |    5070971 | PA      | $4938087.17    | 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        |    1475351 | PA      | $1414107.63    | 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        |    6551630 | PA      | $5844049.40    | 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        |    7921000 | PA      | $7797223.41    | 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        |    3434000 | PA      | $3092538.15    | 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        |      70525 | PA      | $72471.34      | 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        |   14739000 | PA      | $15042195.36   | 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        |   20714935 | PA      | $17745399.54   | 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        |   17190000 | PA      | $16753661.76   | 0.00%             | 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        |   13420000 | PA      | $13519578.69   | 0.00%             | 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        |   68255722 | PA      | $52585600.61   | 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        |    9175000 | PA      | $8709427.47    | 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        |    8920000 | PA      | $5812389.40    | 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        |   10700000 | PA      | $10844605.90   | 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        |     859025 | PA      | $854353.66     | 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        |   10479000 | PA      | $8956834.19    | 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        |    3542885 | PA      | $3526393.92    | 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        |   10242000 | PA      | $7645270.58    | 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        |    2327099 | PA      | $2275654.59    | 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        |  742733000 | PA      | $737858814.69  | 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        |      27730 | PA      | $29479.23      | 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        |    8004974 | PA      | $8184226.60    | 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        |   24030376 | PA      | $18686209.92   | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1628                      | CUSIP: 3138X0Y28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1198928 | PA      | $1099771.94    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   24299000 | PA      | $22337364.58   | 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        |    3500000 | PA      | $3507958.30    | 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        |   11486000 | PA      | $8965059.06    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08474                      | CUSIP: 3128MJQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397361 | PA      | $387151.37     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8709770.50    | 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        |      12683 | PA      | $13315.55      | 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        |  415385000 | PA      | $318937795.31  | 0.08%             | 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        |      42915 | PA      | $44118.07      | 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        |    2024000 | PA      | $2005981.09    | 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        |    5245000 | PA      | $5176943.90    | 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        |   25712000 | PA      | $22697798.14   | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8429                      | CUSIP: 3132DWLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30024181 | PA      | $29019749.11   | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   20410000 | PA      | $20758717.13   | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7804000 | PA      | $6260733.30    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 B                 | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5033799.00    | 0.00%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2557457.90    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1659                      | CUSIP: 3132DNZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14625702 | PA      | $12533642.62   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | 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        |    4270000 | PA      | $3913440.06    | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   16086000 | PA      | $16626553.33   | 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        |   79086000 | PA      | $70279395.64   | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803594                      | CUSIP: 31405YXX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1359 | PA      | $1398.16       | 0.00%             | 2034-10-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   26161000 | PA      | $24296374.32   | 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        |   16075000 | PA      | $11750399.89   | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74592184 | PA      | $64149986.44   | 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        |   15535000 | PA      | $13676636.65   | 0.00%             | 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        |       1226 | PA      | $1240.15       | 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        |   15242000 | PA      | $15010097.72   | 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        |   20429091 | PA      | $16669415.30   | 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        |     152676 | PA      | $157089.75     | 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        |    5251000 | PA      | $4448103.26    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251409                      | CUSIP: 31371GGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1171 | PA      | $1229.25       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   20557000 | PA      | $17744636.63   | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   12887000 | PA      | $11083096.87   | 0.00%             | 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        |      13693 | PA      | $14073.44      | 0.00%             | 2037-03-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5433780 | PA      | $5082962.50    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8349                      | CUSIP: 3132D6H29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2440885 | PA      | $2423213.52    | 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        |   16693000 | PA      | $16630812.43   | 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        |    1327000 | PA      | $1305449.64    | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2046                      | CUSIP: 3140W2HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2677427 | PA      | $2576203.53    | 0.00%             | 2040-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18401114 | PA      | $17178001.60   | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3317000 | PA      | $3502602.43    | 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        |   14730000 | PA      | $14990646.83   | 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        |    5975000 | PA      | $5927694.13    | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9828                      | CUSIP: 3140LY4N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1725727 | PA      | $1451914.89    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   11625000 | PA      | $7108288.24    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10552000 | PA      | $10599577.60   | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48241                      | CUSIP: 3132WNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     960311 | PA      | $894669.02     | 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        |    7045000 | PA      | $7582509.18    | 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        |     530340 | PA      | $499462.53     | 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        |   10166019 | PA      | $9843113.59    | 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        |    9665000 | PA      | $9261738.74    | 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        |   14483000 | PA      | $12144494.34   | 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        |   13924000 | PA      | $16358264.05   | 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        |   30414468 | PA      | $24893165.31   | 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        |   62433044 | PA      | $61898673.11   | 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        |  103599875 | PA      | $84048205.97   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781113                      | CUSIP: 36225BGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        987 | PA      | $1005.01       | 0.00%             | 2029-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9965000 | PA      | $8211311.30    | 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        |    7660000 | PA      | $7765436.77    | 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        |    1594833 | PA      | $1542570.28    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   12781000 | PA      | $13115064.46   | 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        |    7200000 | PA      | $7231723.20    | 0.00%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J34011                      | CUSIP: 31307QN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129936 | PA      | $127272.31     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3211949.23    | 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        |     706167 | PA      | $697459.48     | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2018793 | PA      | $1990050.02    | 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        |   33733000 | PA      | $28193417.91   | 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        |    8902000 | PA      | $8738682.63    | 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        |    7258887 | PA      | $6991088.97    | 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        |   33181137 | PA      | $28419358.56   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   19870000 | PA      | $19460469.86   | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564090                      | CUSIP: 36213TUP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2534 | PA      | $2606.42       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5754000 | PA      | $5634989.28    | 0.00%             | 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        |  888162000 | PA      | $493068685.31  | 0.13%             | 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        |    4669000 | PA      | $3823211.19    | 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        |   15110000 | PA      | $14950838.11   | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03591                      | CUSIP: 31292K7C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295511 | PA      | $294586.43     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1055919 | PA      | $1044129.82    | 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        |   12850000 | PA      | $12962334.70   | 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        |   87400212 | PA      | $67471469.34   | 0.02%             | 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        |    3943642 | PA      | $3766018.05    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2198                      | CUSIP: 3140FMNQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39393 | PA      | $38396.59      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803855                      | CUSIP: 31406ABY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47186 | PA      | $48523.41      | 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        |    4582000 | PA      | $4812722.27    | 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        |     415437 | PA      | $429489.37     | 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        |    8141000 | PA      | $8047765.40    | 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        |      25845 | PA      | $27039.34      | 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        |   11919000 | PA      | $8029239.92    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58585                      | CUSIP: 3132Y2RF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     878644 | PA      | $838245.32     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48126                      | CUSIP: 3128K9A38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2588 | PA      | $2665.63       | 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        |    8031000 | PA      | $6361727.37    | 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        |   36889000 | PA      | $35311916.59   | 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        |   17640000 | PA      | $20440122.44   | 0.01%             | 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        |    2155941 | PA      | $2006794.00    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4297                      | CUSIP: 3140X7X38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3639670 | PA      | $3432667.70    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10956000 | PA      | $10865230.52   | 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        |   15682000 | PA      | $12867943.24   | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3119                      | CUSIP: 3138WCPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43918 | PA      | $43242.40      | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252807                      | CUSIP: 31371HYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        343 | PA      | $356.22        | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4868                      | CUSIP: 31418EMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61361590 | PA      | $60970618.89   | 0.02%             | 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        |    9726000 | PA      | $9875141.13    | 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        |   12404062 | PA      | $12353024.20   | 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        |   24048000 | PA      | $23497020.18   | 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        |    2871000 | PA      | $3270452.46    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 847712                      | CUSIP: 31408CYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19887 | PA      | $20488.43      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    7064000 | PA      | $6749551.26    | 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       |   27575000 | PA      | $27216244.35   | 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        |    6005066 | PA      | $5914890.68    | 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        |   10311000 | PA      | $10073088.57   | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3537                      | CUSIP: 31418C4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1918011 | PA      | $1871826.63    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2564                        | CUSIP: 36202CZ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $711.29        | 0.00%             | 2028-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02031                      | CUSIP: 3128LXHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31759 | PA      | $32755.28      | 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        |   56185251 | PA      | $48078286.99   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 849772                      | CUSIP: 31408FCH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10244 | PA      | $10514.09      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 697397                      | CUSIP: 31400TX28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43439 | PA      | $44604.58      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   12517000 | PA      | $12572248.34   | 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        |   17636000 | PA      | $17338561.78   | 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        |    6795000 | PA      | $6941666.14    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882153                      | CUSIP: 31409YBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13856 | PA      | $14442.14      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C14635                      | CUSIP: 31293AEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1911 | PA      | $2005.77       | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01416                      | CUSIP: 31292HSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12657 | PA      | $13287.51      | 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        |     177582 | PA      | $176923.36     | 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        |   12496000 | PA      | $12284674.55   | 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        |     694158 | PA      | $698335.89     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | 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        |    1550000 | PA      | $1562658.70    | 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        |  683498000 | PA      | $498392859.76  | 0.13%             | 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        |    6988000 | PA      | $5759649.02    | 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        |    7787302 | PA      | $6700176.36    | 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        |     202893 | PA      | $210068.79     | 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        |   11667255 | PA      | $12050358.67   | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 524620                      | CUSIP: 31384HYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3547 | PA      | $3618.07       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125368 | PA      | $127445.11     | 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        |   40580000 | PA      | $25726737.85   | 0.01%             | 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        |    9748000 | PA      | $9191052.27    | 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        |    2553325 | PA      | $2572962.51    | 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        |   12144365 | PA      | $11000663.76   | 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        |   65647730 | PA      | $56052335.70   | 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        |   12545000 | PA      | $9098273.88    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   11590000 | PA      | $11454989.29   | 0.00%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD2377                      | CUSIP: 3133AYUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1687236 | PA      | $1428494.13    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9461114 | PA      | $9015157.11    | 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        |   12380000 | PA      | $12499720.76   | 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        |     325000 | PA      | $363581.21     | 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        |   17200000 | PA      | $17095221.49   | 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        |   10943000 | PA      | $11241979.38   | 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        |   28089639 | PA      | $24979048.40   | 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        |    4925000 | PA      | $4264157.46    | 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        |   22826000 | PA      | $20483561.59   | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $8804177.97    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | 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        |    7275000 | PA      | $7221529.48    | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887050                      | CUSIP: 31410EQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43633 | PA      | $45547.71      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4011077.66    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14471                      | CUSIP: 3128MDFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107816 | PA      | $107535.86     | 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        |   11648000 | PA      | $11577339.42   | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   33825000 | PA      | $19587676.58   | 0.01%             | 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        |       6947 | PA      | $7266.80       | 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        |    2338601 | PA      | $2259801.91    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49120                      | CUSIP: 3132WPD20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282925 | PA      | $270358.87     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5474                      | CUSIP: 3138WFCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100315 | PA      | $96483.02      | 0.00%             | 2045-07-01      | 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        |   34626376 | PA      | $35921150.14   | 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        |    5054000 | PA      | $4961102.88    | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586970                      | CUSIP: 36201MCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1973 | PA      | $2035.33       | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118072 | PA      | $123606.85     | 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        |    3620000 | PA      | $3202173.91    | 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        |   37728437 | PA      | $37311194.92   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  916511000 | PA      | $924208262.64  | 0.24%             | 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        |   23579000 | PA      | $23320128.17   | 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        |   19884000 | PA      | $13284678.21   | 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        |    2479349 | PA      | $2393798.77    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8449                      | CUSIP: 31417FL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     748853 | PA      | $739049.00     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   19481000 | PA      | $19893267.68   | 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        |    5065000 | PA      | $4749510.56    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783775                      | CUSIP: 31405AXC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165961 | PA      | $170622.97     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60925000 | PA      | $64411528.17   | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37763                      | CUSIP: 31297TTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56512 | PA      | $58284.11      | 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        |   10288000 | PA      | $9047309.65    | 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        |    2600000 | PA      | $2620969.78    | 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        |   89465000 | PA      | $80419285.63   | 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        |   15699213 | PA      | $16041444.80   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 557521                      | CUSIP: 36213LLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1593 | PA      | $1654.49       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    6771000 | PA      | $6667887.94    | 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        |    5850000 | PA      | $5761006.29    | 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        |   54624000 | PA      | $41612438.70   | 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        |      34304 | PA      | $36014.42      | 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        |      24419 | PA      | $25346.95      | 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        |   15552000 | PA      | $15303245.67   | 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        |   12000000 | PA      | $12026914.80   | 0.00%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $17767060.08   | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4207                      | CUSIP: 31418DU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1451840 | PA      | $1373827.52    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   32440000 | PA      | $33221183.16   | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   22666000 | PA      | $21895109.81   | 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        |    8077000 | PA      | $6060156.71    | 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        |    2260000 | PA      | $2282218.49    | 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        |    5230000 | PA      | $4992836.67    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4722743.59    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06534                      | CUSIP: 3128M8SX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     229989 | PA      | $241427.10     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    6989000 | PA      | $7091229.77    | 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        |   12778000 | PA      | $12057587.46   | 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        |    5335000 | PA      | $5461750.01    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4563000 | PA      | $3132336.82    | 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        |   11758978 | PA      | $11852711.53   | 0.00%             | 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        |   16423000 | PA      | $15974027.89   | 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        |    6280000 | PA      | $6196949.61    | 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        |   18525000 | PA      | $13935820.61   | 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        |     122210 | PA      | $127867.03     | 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        |    4418504 | PA      | $4585538.95    | 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        |       4512 | PA      | $4687.32       | 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        |    9572000 | PA      | $9749779.86    | 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        |    7085000 | PA      | $4660866.53    | 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        |    5935000 | PA      | $5839115.74    | 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        |   68340766 | PA      | $64492121.88   | 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        |    6750000 | PA      | $6666559.25    | 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        |    8865735 | PA      | $7830654.26    | 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        |    6656000 | PA      | $5580976.12    | 0.00%             | 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        |    4175000 | PA      | $3204512.18    | 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        |    3672000 | PA      | $3711728.39    | 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        |    5381036 | PA      | $5353476.55    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0026                      | CUSIP: 3142JCA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20997 | PA      | $21395.30      | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7116000 | PA      | $6652255.52    | 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        |    3231973 | PA      | $2933672.49    | 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        |   12579000 | PA      | $12282111.45   | 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        |    2562224 | PA      | $2489861.04    | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    4762000 | PA      | $3998056.96    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900527                      | CUSIP: 31410XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13180 | PA      | $13769.86      | 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        |   21314000 | PA      | $20887452.59   | 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        |   11345000 | PA      | $12395727.28   | 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        |    7089000 | PA      | $8221554.12    | 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        |   26577000 | PA      | $27416439.45   | 0.01%             | 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        |   13548000 | PA      | $13505733.42   | 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        |   28660000 | PA      | $25850254.64   | 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        |     676514 | PA      | $696046.33     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5787000 | PA      | $6047281.91    | 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        |   10424000 | PA      | $10482330.00   | 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        |     110602 | PA      | $115296.66     | 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        |     945207 | PA      | $870399.86     | 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        |   21365000 | PA      | $20241688.12   | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4900                      | CUSIP: 3138WENS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12013 | PA      | $11545.91      | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13367000 | PA      | $13094402.27   | 0.00%             | 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        |    4762915 | PA      | $4236609.81    | 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        |    8812000 | PA      | $8963501.62    | 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        |     167671 | PA      | $174751.41     | 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        |  685339600 | PA      | $676103579.76  | 0.17%             | 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        |     941943 | PA      | $982694.35     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0501                      | CUSIP: 3132DMRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3133548 | PA      | $2819603.15    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937764                      | CUSIP: 31412XJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19082 | PA      | $19969.71      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   21802000 | PA      | $19881261.10   | 0.01%             | 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        |    1005053 | PA      | $978586.84     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   12067000 | PA      | $8786242.73    | 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        |   10431701 | PA      | $9565703.29    | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00535                      | CUSIP: 31292GSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        537 | PA      | $543.01        | 0.00%             | 2027-05-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15582708 | PA      | $14708309.29   | 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        |   17670000 | PA      | $17394397.79   | 0.00%             | 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        |    1820475 | PA      | $1807500.94    | 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        |    4110000 | PA      | $4271207.77    | 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        |    2577000 | PA      | $2543158.11    | 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        |      11028 | PA      | $11535.37      | 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        |   51902985 | PA      | $42253680.38   | 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        |   43230812 | PA      | $38521325.36   | 0.01%             | 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        |   32940000 | PA      | $32948366.26   | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434543                      | CUSIP: 36207KWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1771 | PA      | $1822.07       | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   88900000 | PA      | $79657389.86   | 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        |   14714859 | PA      | $15116789.05   | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4152177.26    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  864726200 | PA      | $871110309.24  | 0.23%             | 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        |   13766000 | PA      | $14030271.23   | 0.00%             | 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        |      49263 | PA      | $50509.13      | 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        |   13530157 | PA      | $11603260.95   | 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        |    7350000 | PA      | $7180800.80    | 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        |   10742000 | PA      | $9348975.85    | 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        |    6999536 | PA      | $6817275.47    | 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        |       1597 | PA      | $1659.41       | 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        |    7496000 | PA      | $7452619.30    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG2977                      | CUSIP: 3133C3JW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383063 | PA      | $361176.12     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    7784000 | PA      | $7599760.58    | 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        |    4435149 | PA      | $4140447.21    | 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        |   40682339 | PA      | $41440768.10   | 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        |  168990000 | PA      | $135766295.62  | 0.04%             | 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        |       5772 | PA      | $6059.71       | 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        |    5666000 | PA      | $5564351.26    | 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        |    3477236 | PA      | $3008769.37    | 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        |     367416 | PA      | $363133.70     | 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        |  482728000 | PA      | $477768722.86  | 0.12%             | 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        |    7790000 | PA      | $7750109.26    | 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        |    1300000 | PA      | $1304688.06    | 0.00%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24979698 | PA      | $22500445.28   | 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        |     546856 | PA      | $547518.21     | 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        |     925000 | PA      | $923830.25     | 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        |   42599000 | PA      | $35607914.58   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8198000 | PA      | $7382944.63    | 0.00%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6333574.99    | 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        |    5160034 | PA      | $4674384.80    | 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        |   26683467 | PA      | $27085202.73   | 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        |    8259000 | PA      | $8445094.58    | 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        |    5764000 | PA      | $5799836.71    | 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        |   18859000 | PA      | $19033242.02   | 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        |   15460000 | PA      | $12463315.74   | 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        |    3572000 | PA      | $3611408.19    | 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        |   14747000 | PA      | $14569745.14   | 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        |   15225000 | PA      | $9453868.29    | 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        |    1240751 | PA      | $1298029.97    | 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        |   22957793 | PA      | $21240444.20   | 0.01%             | 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        |    3924000 | PA      | $3852793.26    | 0.00%             | 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        |    4000000 | PA      | $4009679.89    | 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        |     151611 | PA      | $158987.37     | 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        |     702422 | PA      | $698355.00     | 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        |   17032000 | PA      | $10479673.14   | 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        |    1625000 | PA      | $1430357.18    | 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        |       4104 | PA      | $4167.72       | 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        |   72429222 | PA      | $73932280.40   | 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        |    1063722 | PA      | $1038603.73    | 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        |    7957000 | PA      | $6253254.22    | 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        |    6435000 | PA      | $5848152.02    | 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        |      83289 | PA      | $87025.02      | 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        |   50929050 | PA      | $47736445.44   | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06168                      | CUSIP: 3128M8FH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388288 | PA      | $369568.87     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    6944000 | PA      | $5127810.46    | 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        |    7573000 | PA      | $7594722.87    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 522768                      | CUSIP: 31384FW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2599 | PA      | $2729.09       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | 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        |   17950000 | PA      | $17836748.07   | 0.00%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                      | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     184764 | PA      | $183071.78     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701961                      | CUSIP: 36296UZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1194671 | PA      | $1188594.63    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47038                      | CUSIP: 3128K7ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55487 | PA      | $56372.26      | 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        |      17492 | PA      | $18364.13      | 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        |    4055000 | PA      | $4189635.93    | 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        |   20742000 | PA      | $21326173.11   | 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        |      61402 | PA      | $64472.14      | 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        |   16661000 | PA      | $13365711.69   | 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        |   19675500 | PA      | $15189130.28   | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494516                      | CUSIP: 36210KK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        787 | PA      | $817.59        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    4509000 | PA      | $3166117.86    | 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        |   20119000 | PA      | $18303871.09   | 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        |   15461000 | PA      | $14946068.43   | 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        |   74655818 | PA      | $64303676.16   | 0.02%             | 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        |   30164000 | PA      | $18347228.86   | 0.00%             | 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        |   11730000 | PA      | $11671836.11   | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5990000 | PA      | $6157465.43    | 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        |    5260000 | PA      | $5158003.32    | 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        |    8248944 | PA      | $7615296.40    | 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        |    5437000 | PA      | $6079155.06    | 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        |    3900000 | PA      | $2654285.40    | 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        |  787305000 | PA      | $752337588.49  | 0.19%             | 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        |      15470 | PA      | $16241.44      | 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       |   74825000 | PA      | $75041584.73   | 0.02%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   19926000 | PA      | $17821059.60   | 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        |   11531000 | PA      | $11570244.53   | 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        |   37074000 | PA      | $36251381.86   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA3478                      | CUSIP: 3140W32L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12759355 | PA      | $12376362.85   | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 836830                      | CUSIP: 31407PVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14976 | PA      | $15404.18      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9424000 | PA      | $9163793.02    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4488                      | CUSIP: 3140QB7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8060436 | PA      | $7661991.32    | 0.00%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $6886145.49    | 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        |   12831000 | PA      | $11427027.19   | 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        |   23820000 | PA      | $23651345.09   | 0.01%             | 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        |     835375 | PA      | $764754.47     | 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        |   14896000 | PA      | $13150397.37   | 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        |   11488000 | PA      | $10021929.51   | 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        |   14101000 | PA      | $16354301.33   | 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        |       8747 | PA      | $8988.32       | 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        |    1300000 | PA      | $1344606.77    | 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        |   12919000 | PA      | $12317775.65   | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564555                      | CUSIP: 36213UE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        690 | PA      | $716.65        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   13547000 | PA      | $13598136.71   | 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        |   12110608 | PA      | $12521825.99   | 0.00%             | 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        |   10700000 | PA      | $10540378.47   | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 625029                      | CUSIP: 31389GLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2122 | PA      | $2235.99       | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3495                      | CUSIP: 31418C3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4643917 | PA      | $4422119.83    | 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        |   18339000 | PA      | $18479054.52   | 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        |    9668000 | PA      | $8984868.14    | 0.00%             | 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        |    8295000 | PA      | $8067339.98    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06893                      | CUSIP: 3128M87E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     432042 | PA      | $420940.35     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3247                      | CUSIP: 31418CTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2877769 | PA      | $2797238.32    | 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        |    6665000 | PA      | $6344841.56    | 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        |     672859 | PA      | $669680.15     | 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        |    1454724 | PA      | $1430430.87    | 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        |     516803 | PA      | $512801.88     | 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        |   13952000 | PA      | $9152167.86    | 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        |    1075000 | PA      | $1084692.74    | 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        |   64653729 | PA      | $56328746.70   | 0.01%             | 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        |   10570000 | PA      | $10638713.29   | 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        |    7787000 | PA      | $7452212.38    | 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        |   21844000 | PA      | $21851665.51   | 0.01%             | 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        |     607176 | PA      | $604995.27     | 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        |   39770000 | PA      | $38794394.18   | 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        |   19243373 | PA      | $19384739.01   | 0.01%             | 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        |    5940000 | PA      | $5958060.98    | 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        |    2737000 | PA      | $2202570.89    | 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        |    4891000 | PA      | $4546741.29    | 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        |    6001833 | PA      | $5580575.03    | 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        |    1000000 | PA      | $769491.90     | 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        |   11855000 | PA      | $12118649.84   | 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        |    6380000 | PA      | $7007474.67    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31015000 | PA      | $27363516.20   | 0.01%             | 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        |    3550000 | PA      | $3490099.06    | 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        |      11439 | PA      | $11915.81      | 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        |      11948 | PA      | $12412.09      | 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        |   12273000 | PA      | $12404908.77   | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813784                      | CUSIP: 31406MCV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21033 | PA      | $21644.06      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     335481 | PA      | $343890.61     | 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        |    4727000 | PA      | $4701667.28    | 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        |    6427000 | PA      | $6429996.14    | 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        |    5202000 | PA      | $5297434.17    | 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        |       1166 | PA      | $1223.88       | 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        |    5976463 | PA      | $5788122.15    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1484076 | PA      | $1457616.28    | 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        |   38966050 | PA      | $35857260.41   | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780651                      | CUSIP: 36225AWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $610.90        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    9230000 | PA      | $9438201.01    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00858                      | CUSIP: 31292G5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6174 | PA      | $6407.66       | 0.00%             | 2029-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5493000 | PA      | $5555527.95    | 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        |    5088230 | PA      | $5024008.02    | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729350                      | CUSIP: 3620AGH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117907 | PA      | $113613.20     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7272000 | PA      | $5942074.41    | 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        |   14737000 | PA      | $13729606.84   | 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        |   21356000 | PA      | $18278307.05   | 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        |   11220000 | PA      | $11485657.85   | 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        |   28179290 | PA      | $28935785.14   | 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        |   11447000 | PA      | $10291376.82   | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $9657690.51    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570444                      | CUSIP: 36200RWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1550 | PA      | $1612.12       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5388                      | CUSIP: 31417B7A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650100 | PA      | $629991.19     | 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        |    1328077 | PA      | $1301078.20    | 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        |   22151000 | PA      | $19862587.02   | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    4726000 | PA      | $4827368.25    | 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        |      88260 | PA      | $87837.70      | 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        |   52400218 | PA      | $44413644.39   | 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        |    6821675 | PA      | $6649240.85    | 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        |   12702198 | PA      | $13183377.82   | 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        |    4560000 | PA      | $3500416.24    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   32648000 | PA      | $35563419.60   | 0.01%             | 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        |    4881099 | PA      | $5013280.00    | 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        |    3870000 | PA      | $3610991.50    | 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        |    3500000 | PA      | $3513204.45    | 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        |   18730000 | PA      | $18045868.66   | 0.00%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734104                      | CUSIP: 3620AMRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433491 | PA      | $410135.38     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252982                      | CUSIP: 31371H6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3934 | PA      | $4077.18       | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5091629.76    | 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        |   60723000 | PA      | $53291205.91   | 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        |   11481000 | PA      | $10809227.37   | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | 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        |    8290000 | PA      | $8244166.25    | 0.00%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   11645000 | PA      | $11748436.26   | 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        |  182181357 | PA      | $150208619.55  | 0.04%             | 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        |   10545000 | PA      | $10640219.65   | 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        |    1400000 | PA      | $1404570.02    | 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        |   11061000 | PA      | $11182563.13   | 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        |   35911282 | PA      | $37052101.13   | 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        |    4860126 | PA      | $4455558.87    | 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        |    8250000 | PA      | $7861447.28    | 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        |    3445000 | PA      | $3102498.16    | 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        |    5590000 | PA      | $5554164.49    | 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        |    1336797 | PA      | $1263602.15    | 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        |   19399000 | PA      | $18147905.28   | 0.00%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37610500 | PA      | $34883084.82   | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   10573000 | PA      | $9519555.11    | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 903818                      | CUSIP: 31411CDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111151 | PA      | $116075.10     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22493000 | PA      | $21388346.03   | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5754                      | CUSIP: 31418FMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9309988 | PA      | $8958014.13    | 0.00%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30751782 | PA      | $30575064.17   | 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        |    6049451 | PA      | $5950087.62    | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939431                      | CUSIP: 31413AEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23107 | PA      | $24157.81      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   20860000 | PA      | $20516001.92   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932864                      | CUSIP: 31412RMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4192200 | PA      | $4087104.19    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | 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        |    8435000 | PA      | $8315050.93    | 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        |      81426 | PA      | $85196.27      | 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        |    8390000 | PA      | $8408363.29    | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1054                      | CUSIP: 3140XGE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15954778 | PA      | $12918816.68   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942599                      | CUSIP: 31413DUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9766 | PA      | $10538.90      | 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        |    6341000 | PA      | $5841978.30    | 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        |    3585000 | PA      | $3209604.86    | 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        |    8245000 | PA      | $7358653.56    | 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        |    4815000 | PA      | $3360071.19    | 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        |    9170346 | PA      | $9056853.79    | 0.00%             | 2028-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3892                      | CUSIP: 3138W1KE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7807802 | PA      | $7177900.90    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5205279 | PA      | $4467223.37    | 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        |    2260000 | PA      | $2270282.22    | 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        |    5735000 | PA      | $5313440.91    | 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        |    5429363 | PA      | $5406646.12    | 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        |  475720900 | PA      | $475850981.12  | 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        |   22300000 | PA      | $19597272.49   | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485782                      | CUSIP: 36209YUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1745 | PA      | $1796.32       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   36335000 | PA      | $35622681.02   | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2159945.67    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1149112.68    | 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        |    4432975 | PA      | $4267243.19    | 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        |    1512123 | PA      | $1444554.11    | 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        |    9078442 | PA      | $9253649.44    | 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        |    1344149 | PA      | $1295266.08    | 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        |    5650000 | PA      | $5654996.30    | 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        |   39055000 | PA      | $37920744.17   | 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        |       9349 | PA      | $9711.57       | 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        |  133946913 | PA      | $103404726.40  | 0.03%             | 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        |   18012000 | PA      | $14816895.02   | 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        |   15394000 | PA      | $10479578.96   | 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        |   13010000 | PA      | $13044241.58   | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    5327000 | PA      | $5181817.17    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10458000 | PA      | $9576657.41    | 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        |    2235362 | PA      | $2220742.30    | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3687                      | CUSIP: 31418DCZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1323956 | PA      | $1260308.59    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883204                      | CUSIP: 31410AGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20036 | PA      | $20919.77      | 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        |   20350000 | PA      | $17709465.40   | 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        |   13861608 | PA      | $12811700.55   | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564760                      | CUSIP: 36213UMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2845 | PA      | $2912.93       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1900394 | PA      | $1739064.25    | 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        |   16243000 | PA      | $14296036.08   | 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        |      20887 | PA      | $22132.50      | 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        |   24679992 | PA      | $23337363.07   | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14112                      | CUSIP: 3132HQR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1673304 | PA      | $1582186.81    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8573                      | CUSIP: 3133BJQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3444777 | PA      | $3348911.60    | 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        |    8053000 | PA      | $6088188.55    | 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        |       3843 | PA      | $4019.79       | 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        |   15133000 | PA      | $13638223.67   | 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        |   25065000 | PA      | $25255802.69   | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0625                      | CUSIP: 3138W9VT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98651 | PA      | $97534.77      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                      | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18715761 | PA      | $16764630.17   | 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        |   29838000 | PA      | $28638778.10   | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3664                      | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2900340 | PA      | $2778179.77    | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | 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        |    1656766 | PA      | $1570017.96    | 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        |   10026000 | PA      | $9929452.14    | 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        |   11896000 | PA      | $11866612.89   | 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        |   18504000 | PA      | $17159174.71   | 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        |   26249000 | PA      | $22799525.51   | 0.01%             | 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        |    1620334 | PA      | $1556346.68    | 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        |   19480000 | PA      | $19808282.80   | 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        |   14678000 | PA      | $15502062.05   | 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        |   19193000 | PA      | $14451492.43   | 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        |    1601298 | PA      | $1556390.77    | 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        |   11250000 | PA      | $11191406.63   | 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        |     851315 | PA      | $860638.34     | 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        |   12923000 | PA      | $13710293.67   | 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        |      56015 | PA      | $58537.46      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955802                      | CUSIP: 31413UKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153257 | PA      | $160186.98     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7777000 | PA      | $7368032.72    | 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        |    5700000 | PA      | $4086627.27    | 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        |   29840000 | PA      | $33749674.89   | 0.01%             | 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        |      40163 | PA      | $42128.37      | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5997                      | CUSIP: 3138W3UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2597832 | PA      | $2380945.69    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   28034000 | PA      | $22840121.87   | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3742                      | CUSIP: 3138X3EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2724337 | PA      | $2567578.14    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8781                      | CUSIP: 36180MXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676299 | PA      | $623361.71     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   47916000 | PA      | $34776860.79   | 0.01%             | 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        |     848650 | PA      | $842431.25     | 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        |   40514886 | PA      | $37762725.79   | 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        |    8487000 | PA      | $8553554.46    | 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        |  810869000 | PA      | $696935572.61  | 0.18%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A67052                      | CUSIP: 3128KXZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49314 | PA      | $51581.73      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   11123000 | PA      | $11427197.20   | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18738                      | CUSIP: 3128MMZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1558089 | PA      | $1549459.40    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | 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        |   15987000 | PA      | $9814300.64    | 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        |      45001 | PA      | $46257.04      | 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        |   16603227 | PA      | $15463833.72   | 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        |    9793818 | PA      | $9118244.25    | 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        |    1328691 | PA      | $1309438.32    | 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        |   26749000 | PA      | $26638329.23   | 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        |   57170300 | PA      | $57074019.41   | 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        |   13742000 | PA      | $13031237.47   | 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        |    7530000 | PA      | $5344952.54    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815531                      | CUSIP: 31406PA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40869 | PA      | $42050.54      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   15435000 | PA      | $15685885.21   | 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        |    4890000 | PA      | $4459675.59    | 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        |     963710 | PA      | $883632.45     | 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        |    9884000 | PA      | $10198935.91   | 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        |    3836653 | PA      | $3822998.16    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4450                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2554211 | PA      | $2310474.27    | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4477000 | PA      | $4225760.60    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8237                      | CUSIP: 3132DWEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60665997 | PA      | $57256670.67   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   20826000 | PA      | $18072638.69   | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893523                      | CUSIP: 31410PVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7350 | PA      | $7670.44       | 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        |   19197000 | PA      | $16963389.62   | 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        |    3103081 | PA      | $3137133.92    | 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        |   19236156 | PA      | $17749547.74   | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930606                      | CUSIP: 31412N3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43851 | PA      | $42872.41      | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7742                      | CUSIP: 3140XPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23579287 | PA      | $23723030.81   | 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        |    6964000 | PA      | $6971769.46    | 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        |     232722 | PA      | $231844.54     | 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        |    8305000 | PA      | $8420338.18    | 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        |   22261203 | PA      | $18282615.87   | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 983493                      | CUSIP: 31415LRN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42116 | PA      | $42657.67      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | 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        |   20400000 | PA      | $20049226.08   | 0.01%             | 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        |    6830000 | PA      | $6917076.41    | 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        |   18261000 | PA      | $16049726.24   | 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        |       4337 | PA      | $4460.50       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00696                      | CUSIP: 31283GXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         34 | PA      | $33.57         | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     993000 | PA      | $834458.60     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4404                      | CUSIP: 31418D3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25365026 | PA      | $23986213.56   | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2537165.68    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5136                      | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41424 | PA      | $38775.72      | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534009                      | CUSIP: 36212HGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1309 | PA      | $1370.31       | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | 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        |    7400000 | PA      | $7584074.26    | 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        |   12800000 | PA      | $12416234.34   | 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        |   20922205 | PA      | $17851037.04   | 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        |  113435585 | PA      | $114416734.62  | 0.03%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0306                      | CUSIP: 3138XBKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        510 | PA      | $504.34        | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7411                      | CUSIP: 3140XBGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14702905 | PA      | $11827047.71   | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29801000 | PA      | $25127259.35   | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09051                      | CUSIP: 31292SBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1081885 | PA      | $1075454.23    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5436                      | CUSIP: 3140JABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9634136 | PA      | $9274112.01    | 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        |   88873000 | PA      | $49342542.56   | 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        |    7414000 | PA      | $7268500.68    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C30262                      | CUSIP: 31293VJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1728 | PA      | $1813.98       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     767829 | PA      | $763628.44     | 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        |   81624989 | PA      | $82065201.05   | 0.02%             | 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        |    3048071 | PA      | $2853196.12    | 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        |    5569000 | PA      | $5578827.29    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C64701                      | CUSIP: 31287QGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3398 | PA      | $3567.45       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 748503                      | CUSIP: 31403GRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5453 | PA      | $5604.45       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | 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        |    1375000 | PA      | $1386038.50    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946654                      | CUSIP: 31413JE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94738 | PA      | $99115.79      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23622449 | PA      | $20154911.68   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33569000 | PA      | $30778343.85   | 0.01%             | 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        |   11828000 | PA      | $10388768.09   | 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        |   42438000 | PA      | $42913278.73   | 0.01%             | 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        |   17266226 | PA      | $17508398.55   | 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        |    2527425 | PA      | $2464214.18    | 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        |   23599152 | PA      | $23920010.71   | 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        |    3414228 | PA      | $3339485.36    | 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        |   62283582 | PA      | $55736768.27   | 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        |    6655000 | PA      | $6406506.03    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  730067700 | PA      | $698925749.67  | 0.18%             | 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        |    9731000 | PA      | $10337649.68   | 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        |       4476 | PA      | $4827.62       | 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        |    5535000 | PA      | $5661210.30    | 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        |   14303680 | PA      | $13416586.05   | 0.00%             | 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        |   42317000 | PA      | $32806283.32   | 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        |      34344 | PA      | $35759.05      | 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        |   23454043 | PA      | $20972295.97   | 0.01%             | 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        |    2400000 | PA      | $2374729.14    | 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        |   12512687 | PA      | $11782106.51   | 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        |   11096317 | PA      | $11286195.39   | 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        |   24257000 | PA      | $23820305.88   | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9475                      | CUSIP: 3138APQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234713 | PA      | $233483.02     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5614917.00    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    3531000 | PA      | $2607085.91    | 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        |    6269000 | PA      | $5534134.57    | 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        |   13500000 | PA      | $12389854.75   | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08670                      | CUSIP: 3128MJW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12860964 | PA      | $11660268.62   | 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        |   20054000 | PA      | $22487630.83   | 0.01%             | 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        |     252032 | PA      | $231256.18     | 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        |   15317000 | PA      | $15388669.29   | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00707                      | CUSIP: 3132GDYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     278589 | PA      | $277716.29     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6122163.53    | 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        |   15718000 | PA      | $15799522.15   | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31909                      | CUSIP: 31297MDN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42893 | PA      | $44157.31      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   21888000 | PA      | $22216744.58   | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08655                      | CUSIP: 3128MJWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     440963 | PA      | $424568.64     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2514241.55    | 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        |    4045000 | PA      | $2679347.40    | 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        |    2816121 | PA      | $2583975.64    | 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        |    3879000 | PA      | $2433413.57    | 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        |    2651876 | PA      | $2568192.57    | 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        |    4205000 | PA      | $2525020.61    | 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        |   28600000 | PA      | $28321563.69   | 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        |   10905000 | PA      | $7137396.65    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25111611 | PA      | $23576668.71   | 0.01%             | 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        |   11957000 | PA      | $10719917.25   | 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        |    2225000 | PA      | $2185877.60    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00566                      | CUSIP: 31292GTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        532 | PA      | $541.71        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412254                      | CUSIP: 36206H5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2772 | PA      | $2853.42       | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5614173.29    | 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        |    4161943 | PA      | $3939754.13    | 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        |      13357 | PA      | $13770.14      | 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        |   10425000 | PA      | $10236580.21   | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6340                      | CUSIP: 36179VBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229330 | PA      | $218152.64     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16371000 | PA      | $12211099.30   | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829892                      | CUSIP: 31407F7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36581 | PA      | $37097.98      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0204                      | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69267012 | PA      | $68613415.34   | 0.02%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4619                      | CUSIP: 3132DSDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10511791 | PA      | $11102984.80   | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5883000 | PA      | $5740980.98    | 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        |    9414000 | PA      | $8893258.17    | 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        |     132098 | PA      | $135805.52     | 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        |   40805000 | PA      | $40703856.94   | 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        |    1581468 | PA      | $1454518.26    | 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        |   11755000 | PA      | $10789074.35   | 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        |   11118447 | PA      | $10422241.74   | 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        |   24394747 | PA      | $21904941.12   | 0.01%             | 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        |    4107621 | PA      | $4029251.25    | 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        |   22641000 | PA      | $13228347.49   | 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        |      11431 | PA      | $11956.52      | 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        |    8046000 | PA      | $6580365.06    | 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        |    4469583 | PA      | $4107989.94    | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $3516735.38    | 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        |   12063000 | PA      | $12592521.61   | 0.00%             | 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        |     303511 | PA      | $301684.56     | 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        |    1414275 | PA      | $1377197.54    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6223                      | CUSIP: 3132DT4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23504560 | PA      | $24280626.85   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2617750.17    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | 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        |    1575000 | PA      | $1546990.20    | 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        |    5923000 | PA      | $5842359.35    | 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        |      45075 | PA      | $47306.11      | 0.00%             | 2042-03-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   16341000 | PA      | $17625493.53   | 0.00%             | 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        |   22450000 | PA      | $21818159.11   | 0.01%             | 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        |    2425000 | PA      | $2396429.53    | 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        |   39887362 | PA      | $38599710.39   | 0.01%             | 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        |   21063951 | PA      | $21205526.10   | 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        |    2511322 | PA      | $2580921.95    | 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        |   13735000 | PA      | $13679010.87   | 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        |   46346000 | PA      | $47761514.80   | 0.01%             | 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       |   18266000 | PA      | $16402911.28   | 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        |       4247 | PA      | $4371.65       | 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        |    8105000 | PA      | $8037765.08    | 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        |   13681000 | PA      | $13017596.12   | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   11085000 | PA      | $9668968.08    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00883                      | CUSIP: 31283G6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $17.24         | 0.00%             | 2027-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   21781000 | PA      | $21433514.34   | 0.01%             | 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        |    8595000 | PA      | $8343636.41    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521765                      | CUSIP: 36211STW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2207 | PA      | $2257.00       | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21616000 | PA      | $21632646.46   | 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        |      96644 | PA      | $98868.36      | 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        |   11628000 | PA      | $11852485.88   | 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        |   16840000 | PA      | $16377593.55   | 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        |   44696015 | PA      | $46169182.21   | 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        |   13355000 | PA      | $14773937.51   | 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        |   13900000 | PA      | $14194435.74   | 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        |   26152976 | PA      | $24221722.92   | 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        |   19925846 | PA      | $21130965.44   | 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        |    4589788 | PA      | $4292970.75    | 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        |       4501 | PA      | $4754.58       | 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        |   16245958 | PA      | $16476994.72   | 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        |    6150000 | PA      | $5346787.25    | 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        |   19400000 | PA      | $18314447.78   | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D71933                      | CUSIP: 3128FDEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        127 | PA      | $127.59        | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94605                      | CUSIP: 312943DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     886038 | PA      | $865423.26     | 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        |   16363703 | PA      | $13961676.83   | 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        |   67493000 | PA      | $67480418.31   | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5202                      | CUSIP: 31418EX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6245230 | PA      | $6443758.54    | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01116                      | CUSIP: 31292HGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        369 | PA      | $387.40        | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2625                      | CUSIP: 3142GS4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33847109 | PA      | $34167153.37   | 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        |    6276308 | PA      | $5939122.96    | 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        |    4900000 | PA      | $4884323.03    | 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        |   12565000 | PA      | $12623704.12   | 0.00%             | 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        |   87894879 | PA      | $88622973.64   | 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        |    6154000 | PA      | $6125368.08    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D97911                      | CUSIP: 3128E4YG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3663 | PA      | $3686.77       | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765853                      | CUSIP: 31404DZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24453 | PA      | $25140.51      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   29987000 | PA      | $29849726.85   | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0744                      | CUSIP: 3618N5ZJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29827048 | PA      | $28784867.05   | 0.01%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4211000 | PA      | $4476523.07    | 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        |     185996 | PA      | $191297.13     | 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        |   10863000 | PA      | $9538208.92    | 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        |    6625000 | PA      | $6490413.31    | 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        |    6701094 | PA      | $6301849.86    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15545000 | PA      | $15037635.06   | 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        |    8506459 | PA      | $8132083.20    | 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        |   16123086 | PA      | $16620163.98   | 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        |      74029 | PA      | $76167.74      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3977                      | CUSIP: 3140FBM31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400905 | PA      | $373421.54     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4990501 | PA      | $4904644.14    | 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        |   24054000 | PA      | $24714893.82   | 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        |   22644047 | PA      | $20894069.34   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607154                      | CUSIP: 31388KQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13258 | PA      | $13919.04      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 419492                      | CUSIP: 31379G7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        380 | PA      | $399.03        | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5144673 | PA      | $4874660.71    | 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        |   14492000 | PA      | $14589738.82   | 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        |   14426000 | PA      | $14303557.54   | 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        |     390244 | PA      | $395980.58     | 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        |    4534470 | PA      | $4386639.01    | 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        |   26833000 | PA      | $26596707.68   | 0.01%             | 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        |   25154000 | PA      | $23227264.29   | 0.01%             | 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        |  249801000 | PA      | $175192465.70  | 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        |   10071000 | PA      | $10308004.30   | 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        |   35979208 | PA      | $30697823.63   | 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        |    4424000 | PA      | $4073159.13    | 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        |    8000000 | PA      | $7484617.60    | 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        |   11313000 | PA      | $11661092.44   | 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        |    6695000 | PA      | $5403219.89    | 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        |   33915000 | PA      | $30028817.30   | 0.01%             | 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        |  626818000 | PA      | $634677708.51  | 0.16%             | 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        |    7570000 | PA      | $7616794.54    | 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        |    2820000 | PA      | $3297059.80    | 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        |    1746011 | PA      | $1623445.26    | 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        |    3865000 | PA      | $3953780.98    | 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        |    5905000 | PA      | $5868165.32    | 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        |   14877000 | PA      | $13727550.16   | 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        |   67119000 | PA      | $61824096.63   | 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        |    3761000 | PA      | $3052946.71    | 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        |    5270000 | PA      | $5265147.41    | 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        |     547055 | PA      | $574616.16     | 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        |    9065000 | PA      | $8457309.05    | 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       |   41935000 | PA      | $42712941.89   | 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        |   10195000 | PA      | $10787859.98   | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543923                      | CUSIP: 36212UG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4903 | PA      | $5067.68       | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8597000 | PA      | $8755556.88    | 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        |    1189872 | PA      | $1161220.82    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544525                      | CUSIP: 36212U4J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1074 | PA      | $1103.50       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781277                      | CUSIP: 36225BM21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        295 | PA      | $298.86        | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   12067000 | PA      | $9693861.93    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1054953 | PA      | $1066522.81    | 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        |    9199000 | PA      | $9494883.48    | 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        |     183187 | PA      | $185810.62     | 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        |   14325960 | PA      | $13632786.92   | 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        |  532337800 | PA      | $495344480.46  | 0.13%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676529 | PA      | $648208.08     | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3249003.91    | 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        |    9363000 | PA      | $10506795.26   | 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        |   29766866 | PA      | $29949262.57   | 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        |    8150000 | PA      | $6744472.44    | 0.00%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14603107 | PA      | $13543001.51   | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950698                      | CUSIP: 31413NUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1367 | PA      | $1430.17       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    9490000 | PA      | $9481952.08    | 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        |   13532000 | PA      | $13448167.88   | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6267000 | PA      | $6131329.28    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1579949.46    | 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        |   11344000 | PA      | $6479623.76    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A3                 | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1174101 | PA      | $1175176.73    | 0.00%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28568                      | CUSIP: 31293SQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2741 | PA      | $2878.05       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | 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        |    9675000 | PA      | $9961326.79    | 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        |     102176 | PA      | $105243.91     | 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        |   12272000 | PA      | $11358135.31   | 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        |  835273000 | PA      | $812596641.08  | 0.21%             | 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        |    5071340 | PA      | $5105589.09    | 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        |    8623000 | PA      | $8182983.46    | 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        |    9553000 | PA      | $9891570.31    | 0.00%             | 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        |   21517245 | PA      | $17577482.26   | 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        |    6450000 | PA      | $7119259.44    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    7389000 | PA      | $7000111.65    | 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        |   21197000 | PA      | $18326117.99   | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08596                      | CUSIP: 3128MJUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1042033 | PA      | $1034727.92    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9920000 | PA      | $10123470.68   | 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        |   12434000 | PA      | $10408266.87   | 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        |    8507000 | PA      | $7145650.91    | 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        |     800000 | PA      | $807331.28     | 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        |    4842645 | PA      | $5149460.11    | 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        |    5678000 | PA      | $5470981.66    | 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        |   32477000 | PA      | $32162889.28   | 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        |    6704000 | PA      | $6660088.85    | 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        |  216187662 | PA      | $175590775.45  | 0.05%             | 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        |       8719 | PA      | $9057.48       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  928199400 | PA      | $927075406.22  | 0.24%             | 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        |    2598462 | PA      | $2415453.44    | 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        |   22851000 | PA      | $20180118.55   | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8255                      | CUSIP: 3140XCE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1065851 | PA      | $1044182.87    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711073                      | CUSIP: 36297F6J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1852035 | PA      | $1842004.74    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   13703000 | PA      | $12368527.84   | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6878000 | PA      | $6739297.98    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16717000 | PA      | $16177152.17   | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  573774000 | PA      | $541656105.26  | 0.14%             | 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        |   32692000 | PA      | $32240229.03   | 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        |    9594000 | PA      | $9652996.23    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3934                      | CUSIP: 31417ALQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     547196 | PA      | $518398.03     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1443                      | CUSIP: 3142GRS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13703672 | PA      | $14266683.11   | 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        |    6311000 | PA      | $3684472.40    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3609869.10    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5133                      | CUSIP: 31418EV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5801576 | PA      | $5774078.55    | 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        |     277979 | PA      | $265397.12     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253346                      | CUSIP: 31371JL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6337 | PA      | $6595.64       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   17082000 | PA      | $15862939.00   | 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        |    9007000 | PA      | $9095635.58    | 0.00%             | 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        |   19418859 | PA      | $19331540.62   | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252714                      | CUSIP: 31371HVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3004 | PA      | $3060.87       | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07079                      | CUSIP: 3128M9FU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342226 | PA      | $358147.96     | 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        |     223474 | PA      | $228163.13     | 0.00%             | 2037-06-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    7094000 | PA      | $7945808.49    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    9466000 | PA      | $9698583.15    | 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        |    6100000 | PA      | $6096398.47    | 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        |   20564000 | PA      | $20843901.54   | 0.01%             | 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        |   21779000 | PA      | $18889633.22   | 0.00%             | 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        |   13325263 | PA      | $12278803.55   | 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        |   47600821 | PA      | $48188510.61   | 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        |   17020000 | PA      | $15174998.29   | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    7244000 | PA      | $4890376.56    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5652                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2827945 | PA      | $2781495.26    | 0.00%             | 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        |    5141555 | PA      | $4216214.17    | 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        |   13730000 | PA      | $9577409.73    | 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        |    9913000 | PA      | $11051696.83   | 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        |   16656265 | PA      | $13648178.23   | 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        |    8608226 | PA      | $8957185.12    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | 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        |   16000000 | PA      | $14664870.40   | 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        |     387000 | PA      | $340801.88     | 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        |   14953503 | PA      | $14914301.37   | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32499008 | PA      | $32291936.84   | 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        |   13500000 | PA      | $14145919.65   | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01097                      | CUSIP: 31283HGE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1957 | PA      | $2029.73       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6380000 | PA      | $6429723.35    | 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        |       5271 | PA      | $5559.67       | 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        |  633022300 | PA      | $609333415.45  | 0.16%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   21230000 | PA      | $20481893.46   | 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        |   12245000 | PA      | $12183094.18   | 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        |   11390000 | PA      | $7615441.47    | 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        |    1295739 | PA      | $1287591.56    | 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        |   10469000 | PA      | $9736637.66    | 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        |    4905000 | PA      | $4199597.28    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CO TRANS             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    3760000 | PA      | $3800044.00    | 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        |     125271 | PA      | $122703.67     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4916                      | CUSIP: 31418EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247164 | PA      | $233042.43     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                      | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1585391 | PA      | $1554807.22    | 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        |   34759221 | PA      | $34420373.77   | 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        |   67523783 | PA      | $65391443.13   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902792                      | CUSIP: 31411A7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21232 | PA      | $22184.58      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5302131.96    | 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        |   16269000 | PA      | $15216054.12   | 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        |    8406000 | PA      | $8718723.68    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10176000 | PA      | $10413145.85   | 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        |    7270000 | PA      | $7420010.31    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8528                      | CUSIP: 3132A9PM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43700 | PA      | $43076.73      | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    4390000 | PA      | $4343227.18    | 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        |    1500000 | PA      | $1199714.85    | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3987708.95    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   10251000 | PA      | $11011304.55   | 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        |    1332147 | PA      | $1346758.20    | 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        |   17650059 | PA      | $15550792.59   | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1626                      | CUSIP: 3138WAYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42955 | PA      | $42627.25      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   24874000 | PA      | $24660771.89   | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2359                      | CUSIP: 3138WBTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1047770 | PA      | $1033228.65    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   14805000 | PA      | $15089137.09   | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487249                      | CUSIP: 36210BH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1460.74       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8373                      | CUSIP: 3132DWJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62323395 | PA      | $63757935.86   | 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        |    7170000 | PA      | $6397595.83    | 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        |     206614 | PA      | $206825.51     | 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        |    4921000 | PA      | $5026779.91    | 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        |     459251 | PA      | $443107.76     | 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        |    4645000 | PA      | $5496732.28    | 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        |   13888014 | PA      | $12509618.90   | 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        |    1389229 | PA      | $1338679.45    | 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        |   11724000 | PA      | $8637939.58    | 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        |    8896000 | PA      | $9322669.02    | 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        |   26577670 | PA      | $26739693.01   | 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        |   33598000 | PA      | $25787774.68   | 0.01%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   11337000 | PA      | $12116980.26   | 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        |    1985000 | PA      | $1756909.60    | 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        |    9555000 | PA      | $7278830.26    | 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        |   10257562 | PA      | $10615475.57   | 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        |    2689422 | PA      | $2608120.33    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1078056 | PA      | $1089838.02    | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5892                      | CUSIP: 3138WFRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75354 | PA      | $70289.72      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    8831000 | PA      | $7958267.21    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86736                      | CUSIP: 312933PV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27799 | PA      | $27211.32      | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5435000 | PA      | $5915763.27    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    6628000 | PA      | $5890889.31    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552570                      | CUSIP: 36213E2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6539 | PA      | $6797.78       | 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        |   31480000 | PA      | $32863282.54   | 0.01%             | 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        |      13326 | PA      | $14125.56      | 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        |    6048641 | PA      | $5738746.35    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889224                      | CUSIP: 31410G4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75517 | PA      | $77762.95      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2060903.00    | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    6198000 | PA      | $4413193.57    | 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        |    7419000 | PA      | $7493031.09    | 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        |    4540000 | PA      | $4548484.71    | 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        |    2559273 | PA      | $2276471.11    | 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        |   22230000 | PA      | $22573068.36   | 0.01%             | 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        |    4338923 | PA      | $4598291.30    | 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        |    7172000 | PA      | $7648976.37    | 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        |  153318000 | PA      | $149259506.21  | 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        |   12991000 | PA      | $11405147.43   | 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        |    1421053 | PA      | $1354827.57    | 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        |     518219 | PA      | $533535.85     | 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        |       7518 | PA      | $7901.27       | 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        |  503823000 | PA      | $505240002.19  | 0.13%             | 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        |    3138000 | PA      | $2484479.13    | 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        |    2092603 | PA      | $2067564.23    | 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        |    5894864 | PA      | $5366351.82    | 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        |    6680000 | PA      | $5962991.34    | 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        |    1138974 | PA      | $1123469.43    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 447585                      | CUSIP: 36208DF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        439 | PA      | $442.77        | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9056                      | CUSIP: 3140XDB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22637756 | PA      | $19966485.05   | 0.01%             | 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        |    3582000 | PA      | $3524652.94    | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451363                      | CUSIP: 36208HML7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $155.54        | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00512                      | CUSIP: 31292GR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        435 | PA      | $438.19        | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   10612000 | PA      | $8080469.03    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | 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        |   29200000 | PA      | $30123397.44   | 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        |   24778436 | PA      | $22793819.66   | 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        |   17903000 | PA      | $14689971.26   | 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        |    9447000 | PA      | $5813651.71    | 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        |    8846768 | PA      | $7196532.71    | 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        |   22612148 | PA      | $23401147.06   | 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        |    8814000 | PA      | $8952713.82    | 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        |   10857000 | PA      | $11130599.05   | 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        |    7559000 | PA      | $4660854.47    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    7773000 | PA      | $5296116.04    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7858000 | PA      | $8305032.04    | 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        |      58379 | PA      | $58202.92      | 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        |      96089 | PA      | $100502.87     | 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        |    4050000 | PA      | $3634599.37    | 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        |     584051 | PA      | $612266.92     | 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        |   16075000 | PA      | $14914782.18   | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   10639000 | PA      | $11183284.97   | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  906669400 | PA      | $899692297.90  | 0.23%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8393000 | PA      | $8228313.91    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    8752000 | PA      | $8776745.05    | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7665                      | CUSIP: 3133KPQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30533388 | PA      | $28903338.58   | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | 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        |    3940000 | PA      | $3368276.84    | 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        |   13447000 | PA      | $13327397.69   | 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        |   14317778 | PA      | $12507326.42   | 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        |   13854000 | PA      | $13343418.36   | 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        |    8102000 | PA      | $8051801.00    | 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        |   12017000 | PA      | $12195537.04   | 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        |   19215000 | PA      | $17103215.78   | 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        |  117506495 | PA      | $118339251.95  | 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        |      46914 | PA      | $48303.16      | 0.00%             | 2033-11-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $4660998.06    | 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        |   10929000 | PA      | $10832388.20   | 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        |    6617000 | PA      | $6997065.68    | 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        |   17125000 | PA      | $17486087.05   | 0.00%             | 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        |   20911455 | PA      | $19610844.31   | 0.01%             | 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        |   12006000 | PA      | $11769590.08   | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21839000 | PA      | $21781985.67   | 0.01%             | 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        |   62980676 | PA      | $57887063.05   | 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        |    8902066 | PA      | $8172166.93    | 0.00%             | 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        |   16105000 | PA      | $19318002.26   | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   10554000 | PA      | $5581113.37    | 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        |    7087000 | PA      | $5341530.77    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                 | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1212737 | PA      | $1218677.47    | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835306                      | CUSIP: 31407NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11190 | PA      | $11538.05      | 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        |    7558000 | PA      | $7830026.22    | 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        |    1243665 | PA      | $1209520.73    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5123                      | CUSIP: 3140X8VR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5060963 | PA      | $4769004.98    | 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        |    4000000 | PA      | $3693178.40    | 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        |    1477000 | PA      | $1342340.91    | 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        |    9796000 | PA      | $9032213.79    | 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        |    7696000 | PA      | $6358300.38    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755091                      | CUSIP: 31403Q2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19858 | PA      | $20403.68      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4137686.97    | 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        |   43389000 | PA      | $23011970.74   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488255                      | CUSIP: 36210CMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        245 | PA      | $254.04        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | 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        |    1157997 | PA      | $1163464.50    | 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        |    2500000 | PA      | $2506449.50    | 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        |     449997 | PA      | $463889.26     | 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        |       6120 | PA      | $6565.31       | 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        |    3649466 | PA      | $3497974.19    | 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        |   37320000 | PA      | $32420183.22   | 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        |   14551053 | PA      | $13342181.68   | 0.00%             | 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        |    4417694 | PA      | $4513996.80    | 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        |       7501 | PA      | $7964.51       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3902                      | CUSIP: 31418DKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4820083 | PA      | $4112543.26    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434069                      | CUSIP: 36207KFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        121 | PA      | $121.98        | 0.00%             | 2028-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10674000 | PA      | $10576903.36   | 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        |    4279228 | PA      | $4178862.47    | 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        |   28207000 | PA      | $27778002.82   | 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        |   12049000 | PA      | $12153593.09   | 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        |   14617033 | PA      | $13569289.71   | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06790                      | CUSIP: 3128M82X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253817 | PA      | $265839.63     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                      | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345516 | PA      | $328905.77     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6065000 | PA      | $5219267.97    | 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        |   13798000 | PA      | $13844303.35   | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4101                      | CUSIP: 3140GSRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     878996 | PA      | $817363.62     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   24678000 | PA      | $24819914.61   | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5618                      | CUSIP: 31418FG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2035167 | PA      | $2075062.67    | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   53607000 | PA      | $53395589.01   | 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        |   13225000 | PA      | $12430647.75   | 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        |    7719000 | PA      | $7620584.56    | 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        |    3933649 | PA      | $3458513.32    | 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        |   12033000 | PA      | $11664985.45   | 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        |   11641000 | PA      | $11321026.15   | 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        |    4113000 | PA      | $4175228.80    | 0.00%             | 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        |   69962162 | PA      | $67774682.88   | 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        |   68367475 | PA      | $68192392.44   | 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        |   15575122 | PA      | $12733084.17   | 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        |    9285000 | PA      | $8292057.29    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90768                      | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     362329 | PA      | $368371.61     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   23170000 | PA      | $23231225.87   | 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        |     127649 | PA      | $133398.79     | 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        |    2821494 | PA      | $2750575.35    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   13559000 | PA      | $15353532.09   | 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        |   11245000 | PA      | $10793168.59   | 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        |    3285000 | PA      | $3362398.63    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39440000 | PA      | $25996534.49   | 0.01%             | 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        |    9060000 | PA      | $9245406.71    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4490                      | CUSIP: 3140QB7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87733 | PA      | $85430.15      | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5925                      | CUSIP: 3138WFSP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313122 | PA      | $303999.26     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7179000 | PA      | $7086951.21    | 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        |   13040000 | PA      | $12927726.50   | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2460                      | CUSIP: 3140XHWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36966137 | PA      | $33123943.02   | 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        |    9922000 | PA      | $9215034.45    | 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        |    4948627 | PA      | $4268611.67    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2520                      | CUSIP: 36179QYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     781395 | PA      | $711328.40     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   15706000 | PA      | $16337634.34   | 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        |    8649000 | PA      | $8857441.89    | 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        |    7390000 | PA      | $6968954.37    | 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        |    9490000 | PA      | $9052631.36    | 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        |     675000 | PA      | $673937.42     | 0.00%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04690                      | CUSIP: 3128M6RK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183252 | PA      | $186293.24     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                      | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52162 | PA      | $52331.12      | 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        |   57183194 | PA      | $56854585.39   | 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        |   18165000 | PA      | $17227953.96   | 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        |    6281000 | PA      | $6142837.47    | 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        |   12250000 | PA      | $12143479.14   | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8616                      | CUSIP: 3140QUSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331347 | PA      | $338771.57     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11478000 | PA      | $11986936.61   | 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        |   17262000 | PA      | $12791916.76   | 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        |   11862000 | PA      | $9393189.29    | 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        |   11945000 | PA      | $11873745.44   | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     686000 | PA      | $681575.18     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782510                      | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331754 | PA      | $349364.70     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | 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        |    1025000 | PA      | $1030238.47    | 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        |    5045000 | PA      | $5053346.28    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462763                      | CUSIP: 36208WB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        322 | PA      | $334.88        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE8353                      | CUSIP: 3140FUH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191533 | PA      | $182744.57     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08469                      | CUSIP: 3128MJQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     988035 | PA      | $937456.31     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   20997000 | PA      | $19973128.85   | 0.01%             | 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        |   21600000 | PA      | $20356088.40   | 0.01%             | 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        |      17533 | PA      | $17957.31      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6509                      | CUSIP: 3133KNGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5365767 | PA      | $4383306.53    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4932                      | CUSIP: 3140XLPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19254206 | PA      | $19646077.30   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6450                      | CUSIP: 3133C7EX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     638627 | PA      | $644316.65     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |    7200000 | PA      | $6317075.52    | 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        |   10842000 | PA      | $10777243.85   | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22133793 | PA      | $21172635.58   | 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        |   24453000 | PA      | $19249060.06   | 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        |    3405000 | PA      | $3120143.97    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535757                      | CUSIP: 31384WE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        332 | PA      | $341.76        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19990000 | PA      | $20987108.94   | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795882                      | CUSIP: 31405QFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30352 | PA      | $31204.38      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   11075000 | PA      | $11284477.57   | 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        |   24668238 | PA      | $25505852.88   | 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        |  739221000 | PA      | $733330332.66  | 0.19%             | 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        |    8440000 | PA      | $5217251.92    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9096                      | CUSIP: 3140F5DA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3896318 | PA      | $3626772.52    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34216 | PA      | $35453.84      | 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        |   10363000 | PA      | $10638766.33   | 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        |    8375000 | PA      | $8546585.92    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5907                      | CUSIP: 3140XMR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24132014 | PA      | $24590204.09   | 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        |    4260984 | PA      | $4167703.91    | 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        |   14646000 | PA      | $14866261.02   | 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        |     639420 | PA      | $595539.63     | 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        |   12752000 | PA      | $10156013.55   | 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        |    7904000 | PA      | $6160631.32    | 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        |    3330000 | PA      | $3552064.49    | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5622883.75    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0219                      | CUSIP: 36179MG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2655675 | PA      | $2444394.66    | 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        |  119835000 | PA      | $121665544.38  | 0.03%             | 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        |   30524000 | PA      | $31627849.36   | 0.01%             | 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        |   49468820 | PA      | $48782608.71   | 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        |   11959000 | PA      | $11735252.53   | 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        |    5811000 | PA      | $5772266.78    | 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        |     715621 | PA      | $727499.57     | 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        |   10050000 | PA      | $11079792.87   | 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        |    2321000 | PA      | $2367365.45    | 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        |    4286175 | PA      | $4276547.37    | 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        |   25012000 | PA      | $24120859.87   | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721075                      | CUSIP: 31401XCL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9835 | PA      | $10101.01      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    7781000 | PA      | $7544722.93    | 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       |    5480000 | PA      | $5456047.97    | 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        |  138799000 | PA      | $110659670.79  | 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        |   25342000 | PA      | $16596127.29   | 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        |   39771690 | PA      | $34633569.70   | 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        |    6039000 | PA      | $5866475.54    | 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        |    7970000 | PA      | $8083490.91    | 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        |    8960000 | PA      | $9470272.98    | 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        |   10997000 | PA      | $10360292.52   | 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        |     663549 | PA      | $660659.71     | 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        |    7908000 | PA      | $8056907.50    | 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        |   25885458 | PA      | $21145884.97   | 0.01%             | 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        |   22633000 | PA      | $21676069.84   | 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        |   25249000 | PA      | $22632438.97   | 0.01%             | 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        |    8000000 | PA      | $8160819.59    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   16988000 | PA      | $15334065.87   | 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        |      51743 | PA      | $48414.58      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0586                      | CUSIP: 3138EGUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          2 | PA      | $2.20          | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    9935000 | PA      | $10118412.68   | 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        |    8624000 | PA      | $7739970.54    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 366224                      | CUSIP: 31376UYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        115 | PA      | $114.61        | 0.00%             | 2026-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4661                      | CUSIP: 3138A6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     252709 | PA      | $256612.04     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      39302 | PA      | $39768.21      | 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        |    9646116 | PA      | $9599727.34    | 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        |    8469000 | PA      | $8539010.44    | 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        |   26450000 | PA      | $25061144.89   | 0.01%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 547720                      | CUSIP: 31385NPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3353 | PA      | $3484.98       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487111                      | CUSIP: 36210BDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        260 | PA      | $262.17        | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | 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        |    1322065 | PA      | $1296507.79    | 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        |     220973 | PA      | $224110.44     | 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        |   53800195 | PA      | $55458865.83   | 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        |    4648428 | PA      | $4573131.77    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    9851000 | PA      | $7368048.32    | 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        |     796620 | PA      | $790409.25     | 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        |     244013 | PA      | $246691.29     | 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        |    4182472 | PA      | $4160970.53    | 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        |   14806000 | PA      | $14616449.82   | 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        |    5328000 | PA      | $5294379.44    | 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        |    1844000 | PA      | $2004590.83    | 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        |   18370158 | PA      | $16640139.43   | 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        |    7751000 | PA      | $7187345.78    | 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        |    3356000 | PA      | $2849384.60    | 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        |    2900000 | PA      | $2864495.40    | 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        |    2654958 | PA      | $2640131.81    | 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        |      76561 | PA      | $79925.63      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3745                      | CUSIP: 31417AET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3438468 | PA      | $3348022.61    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   13504000 | PA      | $13219594.23   | 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        |   14025000 | PA      | $13168755.07   | 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        |   74286035 | PA      | $60754060.80   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    7842000 | PA      | $7068090.74    | 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        |   29487894 | PA      | $25815008.51   | 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        |   10125000 | PA      | $10191759.69   | 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        |      64165 | PA      | $66249.61      | 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        |    9585000 | PA      | $6707591.43    | 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        |   13405000 | PA      | $13581973.64   | 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        |   14263226 | PA      | $12806080.44   | 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        |    3030354 | PA      | $3052269.09    | 0.00%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3769000 | PA      | $3045359.20    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    9385000 | PA      | $9225630.50    | 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        |   15185000 | PA      | $15168277.08   | 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        |    8616584 | PA      | $7950482.75    | 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        |   10200000 | PA      | $10071748.25   | 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        |    5276000 | PA      | $4835881.79    | 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        |    7339949 | PA      | $6987093.78    | 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        |   18691000 | PA      | $16876018.76   | 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        |    3200000 | PA      | $2766605.34    | 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        |   11100000 | PA      | $10699398.78   | 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        |   18194000 | PA      | $15712848.42   | 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        |    9320000 | PA      | $9169814.41    | 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        |    4850000 | PA      | $5081933.31    | 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        |   15755000 | PA      | $16056422.11   | 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        |       6388 | PA      | $6706.31       | 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        |      48090 | PA      | $50044.71      | 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        |    2825000 | PA      | $2482697.58    | 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        |    4588000 | PA      | $4652684.86    | 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        |   10242614 | PA      | $9473218.32    | 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        |     675000 | PA      | $498957.40     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5700                      | CUSIP: 31418FKN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13928808 | PA      | $13996310.05   | 0.00%             | 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        |       9249 | PA      | $9709.92       | 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        |    7550000 | PA      | $6768109.17    | 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        |    5536146 | PA      | $5446943.31    | 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        |    2942295 | PA      | $2808204.44    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KS06 A2                   | CUSIP: 3137BS5N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5373489 | PA      | $5352365.20    | 0.00%             | 2026-07-25      | Fixed         | 2.72%                 | 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        |    1557151 | PA      | $1555877.48    | 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        |     653374 | PA      | $622973.03     | 0.00%             | 2041-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $5960701.63    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9604019 | PA      | $8965954.24    | 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        |   15375968 | PA      | $13879878.36   | 0.00%             | 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        |   32498000 | PA      | $31178142.85   | 0.01%             | 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        |    3651000 | PA      | $2956742.52    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888275                      | CUSIP: 31410F2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     473236 | PA      | $486444.09     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507219                      | CUSIP: 36211APC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        597 | PA      | $600.76        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |   12515000 | PA      | $11109008.58   | 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        |   15101000 | PA      | $14967087.17   | 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        |    3030000 | PA      | $3023603.37    | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9658                      | CUSIP: 3140QVWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25632738 | PA      | $26131438.64   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 536334                      | CUSIP: 36212KY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1106 | PA      | $1146.22       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4477000 | PA      | $4498667.12    | 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        |   28002000 | PA      | $24751063.80   | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6070                      | CUSIP: 3138WFW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     641224 | PA      | $616369.52     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   56691000 | PA      | $54625458.29   | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538256                      | CUSIP: 36212M5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        359 | PA      | $373.34        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | 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        |   79311401 | PA      | $79157861.97   | 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        |      22067 | PA      | $23220.64      | 0.00%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448352                      | CUSIP: 36208EBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3096 | PA      | $3181.58       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3934958 | PA      | $3677607.64    | 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        |   89596824 | PA      | $91264059.18   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5523000 | PA      | $5179142.65    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4200                      | CUSIP: 3138YHU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2930432 | PA      | $2659123.60    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   30316000 | PA      | $29903615.10   | 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        |    6550000 | PA      | $6508193.85    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    5853000 | PA      | $5818700.89    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8495704 | PA      | $8121801.25    | 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        |    5974000 | PA      | $5585776.38    | 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        |      31626 | PA      | $33045.27      | 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        |   26677000 | PA      | $25485410.73   | 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        |    4366909 | PA      | $4128164.27    | 0.00%             | 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        |     475648 | PA      | $483496.70     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    7178000 | PA      | $7108756.87    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $1707283.76    | 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        |   14909000 | PA      | $15195830.83   | 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        |    1374950 | PA      | $1267677.88    | 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        |   71122099 | PA      | $72157252.36   | 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        |   38392665 | PA      | $39588316.38   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00476                      | CUSIP: 31292GQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         65 | PA      | $65.72         | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2037247 | PA      | $2025320.88    | 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        |    7120000 | PA      | $7082023.22    | 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        |   33743000 | PA      | $24811660.82   | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701297                      | CUSIP: 36296UDA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251777 | PA      | $250565.94     | 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        |   25607000 | PA      | $25832901.48   | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1805                      | CUSIP: 3138YFAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46677 | PA      | $43628.15      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59481000 | PA      | $63528495.87   | 0.02%             | 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        |   13598000 | PA      | $10026183.48   | 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       |   34030000 | PA      | $34411732.21   | 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        |   10836000 | PA      | $10815018.22   | 0.00%             | 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        |   27115532 | PA      | $24119247.04   | 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        |   32127863 | PA      | $26134879.02   | 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        |   13134734 | PA      | $12633440.04   | 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        |    6930000 | PA      | $6934297.09    | 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        |    7660000 | PA      | $7814065.77    | 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        |    7826000 | PA      | $7792164.42    | 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        |    1754272 | PA      | $1710934.05    | 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        |    7942000 | PA      | $6940030.04    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720161                      | CUSIP: 3620A6B63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184490 | PA      | $183511.01     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2593                      | CUSIP: 3132DP3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12748856 | PA      | $13010836.35   | 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        |    3087000 | PA      | $3142611.37    | 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        |  120529000 | PA      | $118817354.73  | 0.03%             | 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        |    4735000 | PA      | $4211748.12    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  136971000 | PA      | $136526235.69  | 0.04%             | 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        |    2525000 | PA      | $2571923.19    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     460000 | PA      | $448050.12     | 0.00%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487698                      | CUSIP: 36210BX34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249174 | PA      | $247948.13     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   40404000 | PA      | $39934742.19   | 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        |      82335 | PA      | $82374.99      | 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        |    8467000 | PA      | $7893417.79    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1047365.21    | 0.00%             | 2027-04-16      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4063                      | CUSIP: 31418DQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     407467 | PA      | $397273.92     | 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        |   13350000 | PA      | $12998212.82   | 0.00%             | 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        |    3305760 | PA      | $3256975.43    | 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        |    6575000 | PA      | $6474885.76    | 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        |     207653 | PA      | $210929.09     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     381604 | PA      | $382049.72     | 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        |   14021116 | PA      | $13033614.72   | 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        |    2742000 | PA      | $2695294.97    | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0712                      | CUSIP: 3132ACYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     326800 | PA      | $311396.11     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2371057.89    | 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        |    7865000 | PA      | $7180883.03    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 540819                      | CUSIP: 36212QYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        707 | PA      | $723.63        | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3016443 | PA      | $2994322.29    | 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        |     145740 | PA      | $148814.79     | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $11423422.69   | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44803000 | PA      | $45634305.78   | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6586000 | PA      | $6547944.57    | 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        |   20964000 | PA      | $19320325.06   | 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        |   23580126 | PA      | $20236702.12   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   23813000 | PA      | $17656509.29   | 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        |   26795787 | PA      | $24956931.64   | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9651000 | PA      | $8698497.70    | 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        |    7700000 | PA      | $7763004.12    | 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        |    5630000 | PA      | $5937805.53    | 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        |   33680000 | PA      | $32994866.54   | 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        |  146035689 | PA      | $128748611.66  | 0.03%             | 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        |    7467000 | PA      | $7402733.88    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 614904                      | CUSIP: 31388UDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3334 | PA      | $3500.46       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8066                      | CUSIP: 3138E06C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     412403 | PA      | $391287.41     | 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        |   10134000 | PA      | $10067849.17   | 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        |   30584000 | PA      | $26956736.55   | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8018                      | CUSIP: 3140QF4C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45263353 | PA      | $36848424.56   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10103000 | PA      | $10435221.25   | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675211                      | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68574 | PA      | $72473.61      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3197000 | PA      | $3472123.90    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39432253 | PA      | $38019828.85   | 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        |   22135000 | PA      | $22607804.21   | 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        |   12777687 | PA      | $13015303.30   | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848608                      | CUSIP: 31300LR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5982 | PA      | $6246.30       | 0.00%             | 2041-06-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48754931 | PA      | $44978719.85   | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13742000 | PA      | $12614851.60   | 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        |   35830000 | PA      | $29777800.46   | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734412                      | CUSIP: 31402N3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21243 | PA      | $21484.52      | 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        |   43345706 | PA      | $40355736.33   | 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        |   11724000 | PA      | $10883800.00   | 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        |   26536303 | PA      | $21810243.03   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5830                      | CUSIP: 31418FPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34280 | PA      | $34930.79      | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8571                      | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41383031 | PA      | $42350678.24   | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11047000 | PA      | $11084001.16   | 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        |   11719000 | PA      | $11673901.32   | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  165461142 | PA      | $136422794.53  | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   20787000 | PA      | $19249177.41   | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0574                      | CUSIP: 3138EGT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130647 | PA      | $135034.08     | 0.00%             | 2041-02-01      | Fixed         | 5.50%                 | 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        |   13150000 | PA      | $12972258.03   | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6448677.28    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    6084000 | PA      | $4043414.89    | 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        |    7632000 | PA      | $7513555.71    | 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        |   56545000 | PA      | $61346122.86   | 0.02%             | 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        |    5440000 | PA      | $5273072.41    | 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        |   22005000 | PA      | $21806714.82   | 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        |    6136000 | PA      | $5861231.38    | 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        |   57196205 | PA      | $58515732.93   | 0.02%             | 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        |    7815000 | PA      | $5022854.62    | 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        |     370518 | PA      | $350906.04     | 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        |    4870000 | PA      | $4939756.42    | 0.00%             | 2059-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947052                      | CUSIP: 31413JTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71389 | PA      | $74689.34      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   37527000 | PA      | $37013360.45   | 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        |    7334306 | PA      | $7214341.58    | 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        |    9765000 | PA      | $9279796.75    | 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        |   10025000 | PA      | $8878959.04    | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    9515000 | PA      | $9721427.36    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   20338000 | PA      | $19235984.48   | 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        |   12525000 | PA      | $12434267.44   | 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        |   34032000 | PA      | $34958146.64   | 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        |   10592433 | PA      | $9965760.40    | 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        |    7247991 | PA      | $6794143.17    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5127000 | PA      | $5766085.07    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | 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        |    9030000 | PA      | $9027838.22    | 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        |    9111260 | PA      | $8180020.41    | 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        |   15806000 | PA      | $8442226.86    | 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        |   35527845 | PA      | $33356212.99   | 0.01%             | 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        |    1728145 | PA      | $1732492.46    | 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        |    5121485 | PA      | $5221881.97    | 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        |    1327305 | PA      | $1347682.14    | 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        |    7788000 | PA      | $7699294.45    | 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        |    1650000 | PA      | $1574959.06    | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3834                      | CUSIP: 31418DHL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52695348 | PA      | $46954811.95   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   19392000 | PA      | $17436717.64   | 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        |   10205000 | PA      | $8623498.87    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730960                      | CUSIP: 31402KB52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9088 | PA      | $9339.06       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0422                      | CUSIP: 3618N5PG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36826791 | PA      | $35540033.64   | 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        |    9934000 | PA      | $10142069.00   | 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        |   18688889 | PA      | $18552290.38   | 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        |    8507000 | PA      | $8461857.65    | 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        |   21859000 | PA      | $21890690.15   | 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        |   40649000 | PA      | $26674090.02   | 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        |   97853736 | PA      | $98440182.99   | 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        |   23528000 | PA      | $22812325.30   | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423906                      | CUSIP: 36206W3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $133.01        | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $10790906.91   | 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        | 1299889900 | PA      | $1250636252.76 | 0.32%             | 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        |    2922000 | PA      | $2600700.90    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01188                      | CUSIP: 31292HJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2817 | PA      | $2957.85       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    7783000 | PA      | $8777721.58    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   15869000 | PA      | $13938669.11   | 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        |   11799000 | PA      | $11955403.02   | 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        |      26468 | PA      | $26421.39      | 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        |    5063077 | PA      | $4958297.03    | 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        |   15380800 | PA      | $14746861.31   | 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        |    7781000 | PA      | $7853837.65    | 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        |   10805000 | PA      | $11311376.41   | 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        |   17418000 | PA      | $17593305.72   | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203330 | PA      | $213496.45     | 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        |    8123993 | PA      | $7718094.24    | 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        |     597000 | PA      | $580481.79     | 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        |   20369000 | PA      | $20086088.35   | 0.01%             | 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        |    4769864 | PA      | $4695989.76    | 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        |   13277833 | PA      | $12464970.72   | 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        |   17879000 | PA      | $19924697.30   | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0255                      | CUSIP: 3618N5H93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20168389 | PA      | $18491264.28   | 0.00%             | 2055-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8343                      | CUSIP: 3132DWHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59069081 | PA      | $60470246.67   | 0.02%             | 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        |   17246092 | PA      | $17428025.88   | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456133                      | CUSIP: 31381BV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        953 | PA      | $971.13        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    8581000 | PA      | $8277392.84    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4231                      | CUSIP: 3140XKVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26410746 | PA      | $24926506.82   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    5355000 | PA      | $4674540.21    | 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        |    8292000 | PA      | $7909425.26    | 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        |      61918 | PA      | $64836.33      | 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        |   12144000 | PA      | $9933307.61    | 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        |    9188000 | PA      | $6585800.05    | 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        |   13065000 | PA      | $13492833.59   | 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        |    1920011 | PA      | $1820510.04    | 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        |   59795606 | PA      | $59287439.49   | 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        |    3286444 | PA      | $3308718.89    | 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        |     353856 | PA      | $371019.87     | 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        |   34372705 | PA      | $34454457.48   | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4876                      | CUSIP: 3140ASM21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17557238 | PA      | $16964389.90   | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    4742000 | PA      | $4894967.43    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   25478000 | PA      | $25535392.87   | 0.01%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    7543000 | PA      | $7618867.50    | 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        |   14866456 | PA      | $14754183.49   | 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        |   65240604 | PA      | $66456864.72   | 0.02%             | 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        |   11600000 | PA      | $10544144.19   | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510099                      | CUSIP: 36211DUY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2223 | PA      | $2267.95       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    3416000 | PA      | $3411159.14    | 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        |   10080000 | PA      | $9967389.89    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0626                      | CUSIP: 36179MVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     591127 | PA      | $570410.86     | 0.00%             | 2042-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33996000 | PA      | $33770875.98   | 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        |    8000000 | PA      | $7814089.60    | 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        |    9771000 | PA      | $9739123.74    | 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        |     718919 | PA      | $745900.76     | 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        |   21724674 | PA      | $20605618.67   | 0.01%             | 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        |    4460000 | PA      | $4517805.04    | 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        |     124646 | PA      | $126199.57     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5763000 | PA      | $5817919.54    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6834000 | PA      | $6820308.66    | 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        |    9390000 | PA      | $9483857.09    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5721                      | CUSIP: 3138ENLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     497279 | PA      | $493158.00     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 517153                      | CUSIP: 36211MQE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        613 | PA      | $615.13        | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14504000 | PA      | $14375663.27   | 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        |   21398242 | PA      | $19267764.63   | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478458                      | CUSIP: 36209QQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4301 | PA      | $4468.50       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02464                      | CUSIP: 3132GFWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31432 | PA      | $30607.45      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3234                      | CUSIP: 3140QNSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24650128 | PA      | $21910865.68   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3721000 | PA      | $3808713.64    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4324000 | PA      | $4300622.19    | 0.00%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4005                      | CUSIP: 3140W4NX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41526866 | PA      | $40989753.35   | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   13012000 | PA      | $8240024.36    | 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        |   15192000 | PA      | $13399150.94   | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    8418000 | PA      | $8278334.12    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   15438000 | PA      | $15640198.83   | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE4217                      | CUSIP: 3140FPVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2572974 | PA      | $2317604.96    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8516                      | CUSIP: 3132DWN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62077730 | PA      | $63254425.53   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   21935000 | PA      | $22527194.35   | 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        |     872709 | PA      | $847524.11     | 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        |      27172 | PA      | $27881.01      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253037                      | CUSIP: 31371JBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6625 | PA      | $6868.40       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9555                      | CUSIP: 3133AUTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22542202 | PA      | $18478171.99   | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   23047000 | PA      | $23299041.72   | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7595000 | PA      | $6317372.12    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                      | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6404389 | PA      | $6275993.58    | 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        |    6447000 | PA      | $5555105.81    | 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        |    3174000 | PA      | $3083330.21    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4370                      | CUSIP: 3140W42C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39947170 | PA      | $40408032.82   | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                       | FIFTH THIRD FIN                | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12635000 | PA      | $13048897.73   | 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        |   19012000 | PA      | $16085922.74   | 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        |   60489000 | PA      | $58321626.06   | 0.02%             | 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        |   16144000 | PA      | $16051009.17   | 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        |   14670000 | PA      | $14788498.13   | 0.00%             | 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        | 1412797500 | PA      | $1252754033.20 | 0.32%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832062                      | CUSIP: 31407JMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40760 | PA      | $41957.68      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5756000 | PA      | $4511683.93    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  819636000 | PA      | $817234720.61  | 0.21%             | 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        |    3388000 | PA      | $3352347.74    | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1998                      | CUSIP: 3140HFGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1142111 | PA      | $1088276.70    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   30946000 | PA      | $30785258.00   | 0.01%             | 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        |   24611000 | PA      | $25080112.78   | 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        |   16062000 | PA      | $9548333.24    | 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        |    2876000 | PA      | $2621800.15    | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                                           | GSMS 2019-GC38 A4              | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150000 | PA      | $3090128.27    | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   14783000 | PA      | $14286770.50   | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    9969000 | PA      | $10048722.32   | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8407                      | CUSIP: 3138WJKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5276335 | PA      | $5086962.65    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | 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        |   20230000 | PA      | $20645303.69   | 0.01%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1410007.49    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3383222 | PA      | $3353837.17    | 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        |   34305000 | PA      | $34626986.73   | 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        |    7798000 | PA      | $7741524.84    | 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        |    4422000 | PA      | $4447123.97    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4654                      | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1411258 | PA      | $1391164.71    | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    3076000 | PA      | $3130580.18    | 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        |    5400000 | PA      | $3430200.42    | 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        |   10098000 | PA      | $10114195.48   | 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        |   15296000 | PA      | $13748469.54   | 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        |       5039 | PA      | $5046.46       | 0.00%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   15826000 | PA      | $14669751.28   | 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        |   20710000 | PA      | $19070567.98   | 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        |   11666000 | PA      | $8659618.49    | 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        |    8245000 | PA      | $7902590.63    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529987                      | CUSIP: 36212CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2984 | PA      | $3058.74       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10815501 | PA      | $10332742.78   | 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        |   16579000 | PA      | $15790504.57   | 0.00%             | 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        |    2675863 | PA      | $2614632.94    | 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        |      26680 | PA      | $26530.87      | 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        |   14585000 | PA      | $15573429.57   | 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        |   12377000 | PA      | $12387839.95   | 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        |   10320000 | PA      | $10368348.32   | 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        |     882444 | PA      | $840849.64     | 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        |    6618924 | PA      | $6613982.52    | 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        |   55196000 | PA      | $54486859.23   | 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        |      28462 | PA      | $28785.39      | 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        |   24086868 | PA      | $24582339.33   | 0.01%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   15161000 | PA      | $15676539.44   | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490194                      | CUSIP: 36210ERP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10980 | PA      | $11175.71      | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8871                      | CUSIP: 3140QG2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11718364 | PA      | $10309954.82   | 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        |    7499000 | PA      | $7437580.19    | 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        |   30058684 | PA      | $27559120.79   | 0.01%             | 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        |   16606786 | PA      | $16696348.48   | 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        |   16172000 | PA      | $15924913.68   | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8231                      | CUSIP: 3140XQED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16010988 | PA      | $16738842.78   | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412390                      | CUSIP: 36206JC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        362 | PA      | $367.57        | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                      | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123462 | PA      | $129226.52     | 0.00%             | 2041-03-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1538234 | PA      | $1555116.05    | 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        |   10416261 | PA      | $9710772.14    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748511                      | CUSIP: 3620C4R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108926 | PA      | $104994.19     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    9948000 | PA      | $7417152.48    | 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        |    6398000 | PA      | $6038539.53    | 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        |    6314000 | PA      | $6512164.39    | 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        |   48022176 | PA      | $44476002.28   | 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        |   16677000 | PA      | $16055900.99   | 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        |    3964000 | PA      | $4015491.01    | 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        |    6065904 | PA      | $6418429.95    | 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        |   28515000 | PA      | $26566416.68   | 0.01%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5092000 | PA      | $3911339.08    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719233                      | CUSIP: 3620A5BA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189348 | PA      | $188229.33     | 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        |      27494 | PA      | $28312.39      | 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        |    7659598 | PA      | $6813207.38    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8439                      | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21603234 | PA      | $22051546.55   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0510                      | CUSIP: 3140XFR86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27200231 | PA      | $25798159.87   | 0.01%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $3587964.21    | 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        |    7650000 | PA      | $7415434.17    | 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        |    2065000 | PA      | $1528910.54    | 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        |    8330000 | PA      | $8846028.51    | 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        |  236181860 | PA      | $194732061.92  | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI3594                      | CUSIP: 3133W97F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     529111 | PA      | $498879.48     | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    9152000 | PA      | $7326735.50    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26689636 | PA      | $24560283.52   | 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        |    9596000 | PA      | $9344111.69    | 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        |    1977607 | PA      | $1927506.30    | 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        |    1295882 | PA      | $1206492.23    | 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        |   13750000 | PA      | $13885375.65   | 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        |    2735000 | PA      | $2216255.19    | 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        |    6205000 | PA      | $5654967.70    | 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        |   10125000 | PA      | $10042879.16   | 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        |   13091000 | PA      | $11485790.34   | 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        |    3656848 | PA      | $3315394.71    | 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        |      15967 | PA      | $15233.14      | 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        |    3845000 | PA      | $3264008.73    | 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        |    4100000 | PA      | $3923493.14    | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   14768000 | PA      | $15780420.10   | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ5503                      | CUSIP: 3142GWDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28002324 | PA      | $27788901.11   | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | 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        |    7200000 | PA      | $7351776.00    | 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        |    8998000 | PA      | $9050546.25    | 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        |     135373 | PA      | $138586.73     | 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        |   11597000 | PA      | $11198670.90   | 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        |    1776000 | PA      | $1892239.06    | 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        |    9947000 | PA      | $9809395.72    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02892                      | CUSIP: 31294MF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1653 | PA      | $1650.83       | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4796761.43    | 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        |    9093000 | PA      | $9272193.15    | 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        |    2008305 | PA      | $1997501.32    | 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        |    1195498 | PA      | $1119227.51    | 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        |   13041000 | PA      | $8061471.11    | 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        |     867423 | PA      | $863081.02     | 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        |   12088559 | PA      | $10898280.52   | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4493                      | CUSIP: 3140NL7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19907 | PA      | $20084.64      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   11116000 | PA      | $10053551.37   | 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        |    7487000 | PA      | $6498516.56    | 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        |   49700000 | PA      | $48892062.77   | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782628                      | CUSIP: 36241K4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78474 | PA      | $75976.16      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5579717.27    | 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        |    6302000 | PA      | $6263207.06    | 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        |  810143300 | PA      | $809035680.18  | 0.21%             | 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        |    4814000 | PA      | $4139221.02    | 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        |    4153182 | PA      | $4055571.57    | 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        |    1375000 | PA      | $1407739.44    | 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        |    4426592 | PA      | $4313434.31    | 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        |   34448000 | PA      | $21741136.14   | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   33289000 | PA      | $30418138.54   | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434505                      | CUSIP: 36207KU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        650 | PA      | $669.23        | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 710587                      | CUSIP: 31401KNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15702 | PA      | $16108.46      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5910                      | CUSIP: 31418FR82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47960135 | PA      | $48177572.26   | 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        |   17958000 | PA      | $16502678.71   | 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        |    9513669 | PA      | $9899883.52    | 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        |   16520000 | PA      | $16470336.21   | 0.00%             | 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        |       7265 | PA      | $7491.07       | 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        |    6639000 | PA      | $5999297.15    | 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        |     500741 | PA      | $509384.71     | 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        |   28353242 | PA      | $27051122.40   | 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        |    8754714 | PA      | $7828349.35    | 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        |   29293000 | PA      | $28804994.75   | 0.01%             | 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        |    9825000 | PA      | $9679520.15    | 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        |    2278672 | PA      | $2182053.94    | 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        |      37126 | PA      | $37964.16      | 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       |   23440000 | PA      | $20403843.29   | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888334                      | CUSIP: 31410F4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53262 | PA      | $55597.28      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5722                      | CUSIP: 31418FLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486934 | PA      | $468524.62     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA0565                      | CUSIP: 31334WTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83997 | PA      | $77713.58      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7061                      | CUSIP: 3138WGZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     453428 | PA      | $443631.35     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | 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        |    5900000 | PA      | $5873391.00    | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10968845 | PA      | $11215043.24   | 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        |     999252 | PA      | $965924.49     | 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        |   13132120 | PA      | $13838121.28   | 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        |   10062000 | PA      | $8564051.40    | 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        |    2090000 | PA      | $2135146.96    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  193969200 | PA      | $148295514.94  | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX8515                      | CUSIP: 3138YAN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113438 | PA      | $109181.84     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5315                      | CUSIP: 3132DS3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18931129 | PA      | $19046537.24   | 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        |    3079000 | PA      | $2904017.78    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     450000 | PA      | $449917.08     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29745967 | PA      | $25509697.68   | 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        |    7535000 | PA      | $6598158.37    | 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        |   15114319 | PA      | $15483471.20   | 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        |    6283000 | PA      | $6764785.02    | 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        |    3600000 | PA      | $2578154.40    | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     299200 | PA      | $300472.21     | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0923                      | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7392875 | PA      | $6319226.62    | 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        |    1159213 | PA      | $1178726.54    | 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        |   13780000 | PA      | $13891948.88   | 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       |   19227000 | PA      | $19047585.38   | 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        |    6225000 | PA      | $5197815.24    | 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        |   57765251 | PA      | $48711835.69   | 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        |    6475316 | PA      | $6588143.48    | 0.00%             | 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        |   15616000 | PA      | $16595184.02   | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 431199                      | CUSIP: 36207F7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        187 | PA      | $187.43        | 0.00%             | 2026-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8893                      | CUSIP: 3140HN3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573109 | PA      | $545737.20     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9205                      | CUSIP: 3140E2GP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417120 | PA      | $389301.41     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   19184000 | PA      | $19246979.52   | 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       |   10385000 | PA      | $10327330.81   | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00475                      | CUSIP: 31292GQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.14         | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2122544.34    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8457147 | PA      | $8211158.56    | 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        |    3374735 | PA      | $3164845.01    | 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        |    6669020 | PA      | $6487672.98    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV3922                      | CUSIP: 36195ELB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77340 | PA      | $76097.35      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1014998 | PA      | $1002192.19    | 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        |    5250000 | PA      | $5212618.25    | 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        |    7560897 | PA      | $7211596.42    | 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        |    7145000 | PA      | $7296509.66    | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733663                      | CUSIP: 3620AMB84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264816 | PA      | $263072.52     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     205688 | PA      | $221415.31     | 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        |   11540000 | PA      | $11745937.07   | 0.00%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ3120                      | CUSIP: 3140H4PE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     524804 | PA      | $487841.87     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  779258000 | PA      | $779745036.25  | 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        |   57438000 | PA      | $58818554.52   | 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        |   68715000 | PA      | $68299355.92   | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5138012.59    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8189                      | CUSIP: 3132D6C24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6543887 | PA      | $6426788.46    | 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        |     783447 | PA      | $792043.66     | 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        |    6410000 | PA      | $5224449.37    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743101                      | CUSIP: 31403ARW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        751 | PA      | $771.93        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | 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        |   12705000 | PA      | $12869618.69   | 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        |   15984000 | PA      | $15879789.60   | 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        |   44688000 | PA      | $42914867.55   | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   19028000 | PA      | $15969527.40   | 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        |     296021 | PA      | $302271.63     | 0.00%             | 2041-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | KITE REALTY GROU               | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5556600.17    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   23854000 | PA      | $23867087.43   | 0.01%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08641                      | CUSIP: 3128MJWB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5817051 | PA      | $5440315.44    | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8835991 | PA      | $7992812.43    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4858                      | CUSIP: 3140X8MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3753925 | PA      | $3675264.97    | 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        |   17325000 | PA      | $17129843.47   | 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        |  612730000 | PA      | $584678454.69  | 0.15%             | 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        |    1544095 | PA      | $1419019.74    | 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        |    3165000 | PA      | $2272532.96    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1457                      | CUSIP: 3132CXTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8039510 | PA      | $8197108.47    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2977884 | PA      | $2881923.00    | 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        |    9042000 | PA      | $5370181.41    | 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        |   35683113 | PA      | $30835476.08   | 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       |    9931000 | PA      | $9731124.40    | 0.00%             | 2036-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9535000 | PA      | $8582420.13    | 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        |   12819000 | PA      | $8032480.76    | 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        |   28473954 | PA      | $29731392.99   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4607530.24    | 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        |    4750000 | PA      | $3300070.10    | 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        |    3840000 | PA      | $3823730.34    | 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        |    4754000 | PA      | $4636053.18    | 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        |   44688000 | PA      | $46281239.14   | 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        |   11095000 | PA      | $11071848.81   | 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        |   14005000 | PA      | $13254989.10   | 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        |   12971000 | PA      | $10363175.38   | 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        |   12113000 | PA      | $11962744.03   | 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        |    4092161 | PA      | $3809885.45    | 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        |   49242662 | PA      | $50730046.45   | 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        |    4426200 | PA      | $4196100.05    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506601                      | CUSIP: 36210YX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1165 | PA      | $1210.06       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | 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        |    3500000 | PA      | $3518254.60    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5812767.74    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 492170                      | CUSIP: 36210GW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1777 | PA      | $1845.61       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4290                      | CUSIP: 3138ELXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7836 | PA      | $7775.57       | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1740709.18    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   13379000 | PA      | $13422884.27   | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 459681                      | CUSIP: 31381FUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2545 | PA      | $2571.42       | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   22721000 | PA      | $22752625.16   | 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        |    2810117 | PA      | $2803051.06    | 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        |   47504708 | PA      | $48420014.30   | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7988000 | PA      | $8830667.74    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   22831000 | PA      | $21613118.13   | 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        |     342459 | PA      | $351294.83     | 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        |   14842196 | PA      | $14093699.72   | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3818                      | CUSIP: 31418DG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     747957 | PA      | $751138.36     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8648185.19    | 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        |      80264 | PA      | $80052.45      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 723374                      | CUSIP: 31402AT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18916 | PA      | $19409.98      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   12835000 | PA      | $13957600.44   | 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        |   20863371 | PA      | $21578310.91   | 0.01%             | 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        |    9200000 | PA      | $8804417.59    | 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        |    2500000 | PA      | $2512079.00    | 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        |    1764351 | PA      | $1660206.22    | 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        |    8200000 | PA      | $8207238.99    | 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        |    7824000 | PA      | $7669380.97    | 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        |   12009000 | PA      | $11778999.87   | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1957972 | PA      | $1948333.25    | 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        |  637831600 | PA      | $630979891.76  | 0.16%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $4758777.17    | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08534                      | CUSIP: 3128MJSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1969949 | PA      | $1807942.48    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    3888000 | PA      | $3797523.74    | 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        |   13909000 | PA      | $13241835.10   | 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        |   14710000 | PA      | $15250121.56   | 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        |    2202267 | PA      | $2137317.88    | 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        |   24633000 | PA      | $19899468.74   | 0.01%             | 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        |    7245000 | PA      | $7017716.37    | 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        |   28672000 | PA      | $29318469.80   | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   10632000 | PA      | $6386605.40    | 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        |    2295287 | PA      | $2208368.89    | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 443773                      | CUSIP: 36207V6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        836 | PA      | $847.17        | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66239                      | CUSIP: 31287R4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4101 | PA      | $4317.65       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3504                      | CUSIP: 3132DQ3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20537825 | PA      | $21093993.78   | 0.01%             | 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        |    4000000 | PA      | $3942526.10    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   20512000 | PA      | $20181373.72   | 0.01%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   15867000 | PA      | $15868850.45   | 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        |   13388000 | PA      | $9800087.45    | 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        |  369076000 | PA      | $295534724.52  | 0.08%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995023                      | CUSIP: 31416BLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     406141 | PA      | $418086.59     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | 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        |    2500000 | PA      | $2511667.75    | 0.00%             | 2033-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545229                      | CUSIP: 36212VVW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3286 | PA      | $3374.92       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   18388000 | PA      | $18204600.40   | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   15699000 | PA      | $14703382.56   | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    5274000 | PA      | $4664935.65    | 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        |   13052000 | PA      | $12893553.29   | 0.00%             | 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        |    7687000 | PA      | $7885992.83    | 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        |   25835616 | PA      | $24826870.02   | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 353838                      | CUSIP: 36203NBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $9.47          | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBH5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    4258000 | PA      | $3536025.70    | 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        |    7540000 | PA      | $7138090.08    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584027                      | CUSIP: 36201HYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9954 | PA      | $10433.15      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   17616000 | PA      | $18015423.27   | 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        |   13786000 | PA      | $13588102.73   | 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        |    3594000 | PA      | $3494044.47    | 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        |   30015420 | PA      | $24378962.32   | 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        |  566338000 | PA      | $550520355.22  | 0.14%             | 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        |      80302 | PA      | $83655.22      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4260                        | CUSIP: 36202EWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1524 | PA      | $1554.51       | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12962000 | PA      | $13720308.55   | 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        |   13200000 | PA      | $13824792.96   | 0.00%             | 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        |   34984000 | PA      | $26432878.80   | 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        |     746385 | PA      | $718848.15     | 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        |   46673000 | PA      | $35227100.54   | 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        |    4154000 | PA      | $3913210.01    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   18865000 | PA      | $18585680.85   | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4061000 | PA      | $4138915.00    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14779000 | PA      | $14868226.68   | 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        |    1210617 | PA      | $1174874.32    | 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        |   11205919 | PA      | $10688224.71   | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684255                      | CUSIP: 36295YE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55029 | PA      | $56054.60      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357009                      | CUSIP: 31376JR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        208 | PA      | $211.27        | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0822                      | CUSIP: 31419A4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1195539 | PA      | $1190342.81    | 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        |    7726000 | PA      | $8891148.20    | 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        |      84230 | PA      | $83891.16      | 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        |     213695 | PA      | $223795.90     | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   13899000 | PA      | $13670384.96   | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $11875895.84   | 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        |     190309 | PA      | $179051.63     | 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        |    6728000 | PA      | $6499291.10    | 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        |     760275 | PA      | $798179.13     | 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        |   14346000 | PA      | $13439223.87   | 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        |    3087465 | PA      | $2859162.18    | 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        |       8101 | PA      | $8415.72       | 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        |      21201 | PA      | $21383.24      | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   55064000 | PA      | $54846157.50   | 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        |    5223000 | PA      | $5661343.78    | 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        |  745637000 | PA      | $749044792.24  | 0.19%             | 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        |   31124000 | PA      | $31457786.71   | 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        |   21224000 | PA      | $18992958.69   | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | 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        |   12169826 | PA      | $12128135.51   | 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        |    9575479 | PA      | $8214780.28    | 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        |  610270000 | PA      | $590531579.69  | 0.15%             | 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        |   12880000 | PA      | $12209018.49   | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $3568460.07    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1911                      | CUSIP: 3140Q9DR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3737727 | PA      | $3655902.58    | 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        |   15716798 | PA      | $15137065.46   | 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        |   74819734 | PA      | $75270006.16   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00748                      | CUSIP: 31292GZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32012 | PA      | $32615.85      | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745087                      | CUSIP: 31403CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122819 | PA      | $126508.53     | 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        |   12083000 | PA      | $8574427.96    | 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        |    9821000 | PA      | $7293092.06    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746299                      | CUSIP: 31403EDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1769 | PA      | $1830.75       | 0.00%             | 2033-09-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9145                      | CUSIP: 3140QVET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25632557 | PA      | $25987071.12   | 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        |     863882 | PA      | $857908.18     | 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        |        144 | PA      | $143.62        | 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        |   32638230 | PA      | $27663677.52   | 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        |   19574000 | PA      | $20144896.52   | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   20626000 | PA      | $18168903.78   | 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        |   19306000 | PA      | $19057109.13   | 0.00%             | 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        |    7675000 | PA      | $6871845.79    | 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        |    2995000 | PA      | $1695396.23    | 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        |     252456 | PA      | $263826.69     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9473000 | PA      | $8939475.85    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3856                      | CUSIP: 3132E0H96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14229410 | PA      | $14812623.65   | 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        |    6722000 | PA      | $6703700.59    | 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        |   33964000 | PA      | $34430501.09   | 0.01%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE8052                      | CUSIP: 3140FT5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2418915 | PA      | $2313968.28    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   13595000 | PA      | $9977025.49    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563314                      | CUSIP: 36213SYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1101 | PA      | $1148.70       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08518                      | CUSIP: 3128MJSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5661284 | PA      | $5204605.37    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9161003 | PA      | $8284597.70    | 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        |    5630000 | PA      | $4694582.52    | 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        |   17335436 | PA      | $17675262.21   | 0.00%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9437278.50    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  603586000 | PA      | $617968319.64  | 0.16%             | 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        |   17648000 | PA      | $15529685.46   | 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        |   12813000 | PA      | $12896621.87   | 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        |    5830000 | PA      | $3456571.44    | 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        |    2876548 | PA      | $2706268.43    | 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        |    7360000 | PA      | $6064398.49    | 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        |   15572364 | PA      | $14826621.78   | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4285                      | CUSIP: 3138AHXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     856134 | PA      | $869487.98     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO4012                      | CUSIP: 3133WNN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     416721 | PA      | $424629.38     | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7558                      | CUSIP: 3140XBMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3191057 | PA      | $2947365.52    | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   14192000 | PA      | $12662597.37   | 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        |   47585000 | PA      | $45423253.31   | 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        |    1635803 | PA      | $1507303.69    | 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        |      19892 | PA      | $20679.08      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9716                      | CUSIP: 3140XRYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8684338 | PA      | $7578309.75    | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5273                      | CUSIP: 31418E2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7707935 | PA      | $7975836.39    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2273731.04    | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   18010000 | PA      | $18792505.68   | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8120                      | CUSIP: 3132D6AV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3950227 | PA      | $3735497.20    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5134                      | CUSIP: 3133KYV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17632369 | PA      | $14858966.68   | 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        |    4492537 | PA      | $4024186.47    | 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        |    4510000 | PA      | $4451850.95    | 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        |   37684207 | PA      | $37455874.81   | 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        |     690767 | PA      | $685342.53     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451524                      | CUSIP: 36208HSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         31 | PA      | $31.42         | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537957                      | CUSIP: 36212MTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1860 | PA      | $1911.76       | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3637                      | CUSIP: 31418DBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     948388 | PA      | $878926.39     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932135                      | CUSIP: 31412QSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342742 | PA      | $347978.49     | 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        |   12232000 | PA      | $12085089.89   | 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        |    1566088 | PA      | $1551557.65    | 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        |    1729712 | PA      | $1648180.32    | 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        |    5315000 | PA      | $5145056.65    | 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        |    4162000 | PA      | $4144761.28    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    7072000 | PA      | $6116160.63    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33401920 | PA      | $29879169.38   | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI1181                      | CUSIP: 3133W7J22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     906538 | PA      | $876210.83     | 0.00%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    4296000 | PA      | $3863202.51    | 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        |     880010 | PA      | $904922.07     | 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        |   21438000 | PA      | $17874200.27   | 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        |    3397000 | PA      | $3565394.04    | 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        |       5953 | PA      | $6249.53       | 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        |   58518000 | PA      | $58604219.02   | 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        |   13762000 | PA      | $14902515.75   | 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        |    5830000 | PA      | $5226943.49    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456131                      | CUSIP: 31381BVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        957 | PA      | $975.51        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726328                      | CUSIP: 3620AC4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38046 | PA      | $36789.36      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    6797000 | PA      | $7590219.41    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    8786000 | PA      | $8742703.94    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08816                      | CUSIP: 3128MJ4A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1154185 | PA      | $1073127.28    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37637280 | PA      | $32136031.08   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831115                      | CUSIP: 31407HK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     365250 | PA      | $370570.33     | 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        |   17778000 | PA      | $17291169.20   | 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        |    7930000 | PA      | $8072517.35    | 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        |   11123000 | PA      | $10674918.86   | 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        |   13245370 | PA      | $12778196.84   | 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        |    6150000 | PA      | $5567830.55    | 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        |   66771765 | PA      | $68308697.67   | 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        |   20924467 | PA      | $21631693.30   | 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        |     441347 | PA      | $438118.09     | 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        |    7830000 | PA      | $8066118.82    | 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        |   12106000 | PA      | $12340619.31   | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 452782                      | CUSIP: 36208J6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2991 | PA      | $3107.52       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63421                      | CUSIP: 31287NYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2023 | PA      | $2127.45       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0813                      | CUSIP: 31418M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     682978 | PA      | $693425.97     | 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        |    5355000 | PA      | $5539960.35    | 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        |   15720684 | PA      | $14774336.69   | 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        |    4125000 | PA      | $4217104.07    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893293                      | CUSIP: 31410PNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11836 | PA      | $12323.18      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   13186000 | PA      | $13167111.48   | 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        |   11679000 | PA      | $11425285.96   | 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        |     102716 | PA      | $104335.46     | 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        |   39292000 | PA      | $34868751.51   | 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        |    4516000 | PA      | $4538710.76    | 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        |    2200000 | PA      | $2259601.52    | 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        |  854820300 | PA      | $842832778.81  | 0.22%             | 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        |    7677000 | PA      | $5743594.42    | 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        |    6318101 | PA      | $6108054.09    | 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        |   21077301 | PA      | $20176018.85   | 0.01%             | 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        |   20433905 | PA      | $20789951.88   | 0.01%             | 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        |    1119131 | PA      | $1109129.08    | 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        |   16569229 | PA      | $16847580.21   | 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        |   23831863 | PA      | $23084860.83   | 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        |    2229901 | PA      | $2100130.26    | 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        |     856940 | PA      | $837330.96     | 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        |     620750 | PA      | $593818.35     | 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        |     361728 | PA      | $370609.12     | 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        |      51017 | PA      | $53664.81      | 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        |    5794000 | PA      | $5743123.78    | 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        |    7696000 | PA      | $6438472.77    | 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        |      65138 | PA      | $68194.61      | 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       |   13127000 | PA      | $9658792.42    | 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        |     720524 | PA      | $712478.58     | 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        |    8439000 | PA      | $9200186.62    | 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        |   22408000 | PA      | $22435553.51   | 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        |   16994000 | PA      | $13269322.53   | 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        |   44828764 | PA      | $36452603.88   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01034                      | CUSIP: 31292HEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        440 | PA      | $460.81        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5670                      | CUSIP: 31417CJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1142596 | PA      | $1078063.39    | 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        |    7726591 | PA      | $7156024.96    | 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        |    3729000 | PA      | $3762980.03    | 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        |   21956000 | PA      | $21570307.02   | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51101                      | CUSIP: 3128KDGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21981 | PA      | $23018.18      | 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        |   69631807 | PA      | $62138519.24   | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5274                      | CUSIP: 31418E2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2060303 | PA      | $2163212.88    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 570980                      | CUSIP: 31386RJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3909 | PA      | $4011.04       | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6380000 | PA      | $6171551.15    | 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        | 1356651300 | PA      | $1361897728.34 | 0.35%             | 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        |      16958 | PA      | $17673.45      | 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        |   31753000 | PA      | $31280282.46   | 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        |    8693000 | PA      | $8322218.64    | 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        |   31955000 | PA      | $31918362.91   | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726302                      | CUSIP: 31402D3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25097 | PA      | $25706.20      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13898000 | PA      | $14177711.89   | 0.00%             | 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        |   21549702 | PA      | $18399892.00   | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C42132                      | CUSIP: 31298ALM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2150 | PA      | $2250.25       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     960000 | PA      | $961993.97     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    7680000 | PA      | $7597419.93    | 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        |    8005000 | PA      | $8100836.87    | 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        |    1220452 | PA      | $1255855.32    | 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        |   26965951 | PA      | $23960913.58   | 0.01%             | 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        |   10067359 | PA      | $9774566.57    | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8827000 | PA      | $9530968.50    | 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        |   19980000 | PA      | $20162356.98   | 0.01%             | 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        |    9314000 | PA      | $8342987.35    | 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        |    7991712 | PA      | $8165855.80    | 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        |   28188844 | PA      | $28037373.81   | 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        |    3000000 | PA      | $3004958.70    | 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        |    4415000 | PA      | $4468813.35    | 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        |   10900000 | PA      | $9675006.77    | 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        |     166940 | PA      | $173113.83     | 0.00%             | 2043-12-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1221451.88    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9103000 | PA      | $8928272.65    | 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        |    2963952 | PA      | $3061597.20    | 0.00%             | 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        |    8839000 | PA      | $8903212.01    | 0.00%             | 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        |   49674342 | PA      | $45539345.37   | 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        |    2363144 | PA      | $2166091.86    | 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        |   16912102 | PA      | $16862480.64   | 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        |      19519 | PA      | $20383.90      | 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        |   77617000 | PA      | $77250245.94   | 0.02%             | 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        |    7570000 | PA      | $7548688.18    | 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        |    6400000 | PA      | $6160573.44    | 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        |  232222143 | PA      | $230176056.74  | 0.06%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00541                      | CUSIP: 31292GS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        201 | PA      | $204.07        | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    7671000 | PA      | $7819755.14    | 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        |    5189882 | PA      | $4708092.10    | 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        |   44033590 | PA      | $39387464.80   | 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        |    3018427 | PA      | $3045300.45    | 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        |    7150000 | PA      | $7200703.65    | 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        |    6106000 | PA      | $5952569.74    | 0.00%             | 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        |    6890000 | PA      | $7032115.73    | 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        |   10080000 | PA      | $10314967.76   | 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        |    4058399 | PA      | $3713028.12    | 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        |   55986000 | PA      | $47824969.82   | 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        |   21421000 | PA      | $18976645.43   | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446811                      | CUSIP: 36208CKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1912 | PA      | $1925.35       | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   31657000 | PA      | $30733294.79   | 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        |      48494 | PA      | $50335.90      | 0.00%             | 2036-11-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00951                      | CUSIP: 31283HBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        652 | PA      | $664.65        | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8183                      | CUSIP: 3132D6CU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20218427 | PA      | $19498274.97   | 0.01%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18619                      | CUSIP: 3128MMVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2918193 | PA      | $2817916.44    | 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        |      85512 | PA      | $88011.26      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5353                      | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12396237 | PA      | $12471807.34   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   23313000 | PA      | $22696384.89   | 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        |    3485691 | PA      | $3348300.34    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 791119                      | CUSIP: 31405J4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24558 | PA      | $25242.46      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953734                      | CUSIP: 31413SBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3537 | PA      | $3709.79       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00987                      | CUSIP: 31283HCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        224 | PA      | $227.38        | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1749192.50    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 453441                      | CUSIP: 36208KWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8368 | PA      | $8692.55       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                      | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110264 | PA      | $111667.59     | 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        |   21577000 | PA      | $22830176.04   | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6766000 | PA      | $7488436.35    | 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        |    3271877 | PA      | $3166574.24    | 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        |   22990000 | PA      | $23118931.87   | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   12517000 | PA      | $10866532.16   | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   11437000 | PA      | $9207623.34    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | 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        |  137450000 | PA      | $135479530.55  | 0.04%             | 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        |      54075 | PA      | $56713.82      | 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        |    4454215 | PA      | $4386902.47    | 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        |   12354573 | PA      | $11849446.09   | 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       |   27730000 | PA      | $28003493.35   | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564989                      | CUSIP: 36213UUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1127 | PA      | $1153.59       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950372                      | CUSIP: 31413NJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2751 | PA      | $2918.32       | 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        |   11292151 | PA      | $9931439.04    | 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        |    2950000 | PA      | $3059509.58    | 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        |     448863 | PA      | $443197.24     | 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        |   14151000 | PA      | $12614953.29   | 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        |   31516153 | PA      | $31415745.74   | 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        |    6869000 | PA      | $5685426.06    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 420775                      | CUSIP: 31379JMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        134 | PA      | $141.05        | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741864                      | CUSIP: 3620AWFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28717 | PA      | $29211.87      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21888000 | PA      | $22522032.44   | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2202726.53    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6058000 | PA      | $4848412.47    | 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        |   35000000 | PA      | $35087003.08   | 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        |   11526000 | PA      | $11582690.92   | 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        |   53058156 | PA      | $53471478.64   | 0.01%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 519620                      | CUSIP: 36211QG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2175 | PA      | $2234.38       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570454                      | CUSIP: 36200RWP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5392 | PA      | $5538.20       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $4588600.81    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3753000 | PA      | $2802250.46    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518740                      | CUSIP: 36211PHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2048 | PA      | $2114.74       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03066                      | CUSIP: 3128M4W33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131868 | PA      | $137874.08     | 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        |   13015000 | PA      | $12960367.07   | 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        |   10454000 | PA      | $10981363.93   | 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        |   11479000 | PA      | $9712409.64    | 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        |    5725000 | PA      | $5688572.56    | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3106                      | CUSIP: 31418CNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750388 | PA      | $674973.28     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5681000 | PA      | $5637132.24    | 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        |      49538 | PA      | $50970.23      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01449                      | CUSIP: 31283HTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7188 | PA      | $7546.63       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A4                | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1009922.50    | 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        |       7260 | PA      | $7541.59       | 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        |   11717386 | PA      | $10323741.03   | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   14762000 | PA      | $14747232.38   | 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        |    2680000 | PA      | $2547485.36    | 0.00%             | 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        |     257812 | PA      | $260922.78     | 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        |   11320000 | PA      | $10513179.07   | 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        |   37646868 | PA      | $34310388.23   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 544444                      | CUSIP: 31385GZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1002 | PA      | $1048.12       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8615000 | PA      | $7344314.15    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7736                      | CUSIP: 3140QTS26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4207979 | PA      | $4304837.31    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5258000 | PA      | $5225860.11    | 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        |    3273000 | PA      | $3230938.43    | 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        |    5950000 | PA      | $5919205.93    | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542736                      | CUSIP: 36212S4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1138 | PA      | $1163.43       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9105                      | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3442616 | PA      | $3387692.63    | 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        |    4715000 | PA      | $4488890.98    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736639                      | CUSIP: 3620AQLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141473 | PA      | $144992.97     | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3830211 | PA      | $3701785.80    | 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        |   14036000 | PA      | $12261089.56   | 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        |     660395 | PA      | $656483.24     | 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        |   11172000 | PA      | $10474070.31   | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25329                      | CUSIP: 3132M5SS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     379506 | PA      | $366149.81     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10636000 | PA      | $11521923.85   | 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        |   11518000 | PA      | $12080421.64   | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0049                      | CUSIP: 3142J6BT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76382922 | PA      | $76729219.43   | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727284                      | CUSIP: 31402E6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3800 | PA      | $3899.17       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07859                      | CUSIP: 3128MAB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1487827 | PA      | $1479433.92    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 489003                      | CUSIP: 36210DGL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5614 | PA      | $5831.81       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                      | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1879728 | PA      | $1750873.37    | 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        |   15579991 | PA      | $15534277.87   | 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        |   26423000 | PA      | $21842082.88   | 0.01%             | 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        |   24130000 | PA      | $23777267.88   | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5544546.79    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   17886000 | PA      | $17573017.21   | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  482421800 | PA      | $482214508.18  | 0.12%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   10971000 | PA      | $10688260.21   | 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        |    2542000 | PA      | $2251741.98    | 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        |    9566000 | PA      | $9500231.48    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 386122                      | CUSIP: 36205B4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3775 | PA      | $3880.61       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677132                      | CUSIP: 36295QHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51902 | PA      | $51618.46      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8585000 | PA      | $8797206.00    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29026000 | PA      | $24336652.24   | 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        |    4650000 | PA      | $3883118.75    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    9459000 | PA      | $9678407.31    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3783                      | CUSIP: 3140X7FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     565507 | PA      | $539735.27     | 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        |    2170000 | PA      | $2158351.87    | 0.00%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486034                      | CUSIP: 36209Y4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1938 | PA      | $1995.97       | 0.00%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   15517000 | PA      | $15282449.92   | 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        |   20289000 | PA      | $20049490.96   | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    8416000 | PA      | $8283175.98    | 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        |    5624000 | PA      | $6128119.55    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12214682.32   | 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        |   53045603 | PA      | $54132618.48   | 0.01%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469691                      | CUSIP: 36209EXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1179 | PA      | $1224.35       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    6088000 | PA      | $5836452.59    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   10235000 | PA      | $9879352.75    | 0.00%             | 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        |       1822 | PA      | $1864.84       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8033                      | CUSIP: 3132DV4S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     420744 | PA      | $410481.28     | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5515                      | CUSIP: 3140XMDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13275710 | PA      | $13776273.19   | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    5720000 | PA      | $4000552.12    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 781071                      | CUSIP: 31349SFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        386 | PA      | $398.50        | 0.00%             | 2033-11-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-2              | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    7285000 | PA      | $6980360.24    | 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        |   32440000 | PA      | $35291316.98   | 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        |    4726190 | PA      | $4681712.16    | 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        |    7720000 | PA      | $8093264.32    | 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        |    4375000 | PA      | $4271620.94    | 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        |      65248 | PA      | $66982.08      | 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        |    4154000 | PA      | $4481077.95    | 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        |   10368000 | PA      | $9039715.02    | 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        |     444875 | PA      | $463798.40     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253480                      | CUSIP: 31371JQ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5613 | PA      | $5850.64       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42136                      | CUSIP: 3128K2LR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17008 | PA      | $17562.75      | 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        |    3500000 | PA      | $3561776.05    | 0.00%             | 2030-10-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848206                      | CUSIP: 31300LDK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37187 | PA      | $38990.37      | 0.00%             | 2039-12-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2030                      | CUSIP: 3132DPHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3619155 | PA      | $3717276.90    | 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        |   17697277 | PA      | $16617836.73   | 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        |   12659355 | PA      | $12630891.46   | 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        |    3352223 | PA      | $3395303.31    | 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        |    6588000 | PA      | $5751353.11    | 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        |     390469 | PA      | $389038.74     | 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        |    5492000 | PA      | $5440716.75    | 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        |   19051357 | PA      | $18918062.27   | 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        |     867819 | PA      | $845580.04     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8390                      | CUSIP: 3132DWKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     929243 | PA      | $876150.19     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5821000 | PA      | $4698741.95    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5422                      | CUSIP: 31418FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29444017 | PA      | $30462792.20   | 0.01%             | 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        |    6825586 | PA      | $6133174.95    | 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        |    5936000 | PA      | $5876278.91    | 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        |   20735000 | PA      | $20568938.15   | 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        |   13228000 | PA      | $12905584.03   | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642141                      | CUSIP: 36291YLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21019 | PA      | $21883.38      | 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        |   10823628 | PA      | $11123499.11   | 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        |    5452000 | PA      | $5351261.34    | 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        |    3881059 | PA      | $3759702.17    | 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        |   12350000 | PA      | $12245904.85   | 0.00%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4814                      | CUSIP: 3140XLK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10864093 | PA      | $9741688.38    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01222                      | CUSIP: 31292HLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10575 | PA      | $11102.00      | 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        |   12100000 | PA      | $11607954.80   | 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        |    2500000 | PA      | $2595803.25    | 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        |     475906 | PA      | $465169.07     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7140500.60    | 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        |    4000000 | PA      | $4026999.60    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   10342000 | PA      | $9996019.97    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1334849 | PA      | $1290972.24    | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2289000 | PA      | $1978475.00    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12940000 | PA      | $11515491.47   | 0.00%             | 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        |   13173000 | PA      | $8117510.09    | 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        |    7535000 | PA      | $7985193.86    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2052000 | PA      | $1874503.37    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   64467000 | PA      | $56802890.71   | 0.01%             | 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        |   15480000 | PA      | $15908688.69   | 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        |   80248000 | PA      | $72918039.95   | 0.02%             | 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        |    3264000 | PA      | $3233933.30    | 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        |    8120000 | PA      | $8211524.61    | 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        |   44676227 | PA      | $44098379.81   | 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        |    9840000 | PA      | $9946064.83    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3101                      | CUSIP: 31418CNT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3723800 | PA      | $3648098.08    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   11286000 | PA      | $11206500.15   | 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        |   34397016 | PA      | $35478981.02   | 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        |   13925000 | PA      | $14774721.60   | 0.00%             | 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        |   11694000 | PA      | $10459332.19   | 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        |    8200000 | PA      | $8799835.74    | 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        |    2180000 | PA      | $2177258.79    | 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        |    3087654 | PA      | $2975685.37    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563646                      | CUSIP: 36213TET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2187 | PA      | $2285.53       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   19310000 | PA      | $18678367.98   | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3652                      | CUSIP: 3140XKBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15095274 | PA      | $12879440.49   | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10361000 | PA      | $10174733.62   | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2330681 | PA      | $2227890.99    | 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        |   40356290 | PA      | $42529613.46   | 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        |    1405578 | PA      | $1368486.16    | 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        |   13629000 | PA      | $14040232.23   | 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        |    1874753 | PA      | $1800445.91    | 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        |   10793000 | PA      | $9616957.07    | 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        |   63135000 | PA      | $57395215.59   | 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        |   51437555 | PA      | $47333763.87   | 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        |     456437 | PA      | $479039.02     | 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        |   13114000 | PA      | $12522421.74   | 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        |   49525000 | PA      | $49644587.13   | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25077000 | PA      | $20770850.25   | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749144                      | CUSIP: 31403HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16287 | PA      | $16695.14      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   31045000 | PA      | $26904156.61   | 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        |   33063000 | PA      | $18913995.27   | 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        |    4478000 | PA      | $4536903.66    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357439                      | CUSIP: 31376KBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14948 | PA      | $15329.26      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9965                      | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   87678700 | PA      | $88491866.88   | 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        |   31857403 | PA      | $27469765.96   | 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       |   59485000 | PA      | $58786472.55   | 0.02%             | 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        |      29635 | PA      | $31937.02      | 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        |   59552975 | PA      | $59288803.81   | 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        |   34323260 | PA      | $32225257.36   | 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        |   49157000 | PA      | $41384281.43   | 0.01%             | 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        |    3709074 | PA      | $3677748.95    | 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        |    2500000 | PA      | $2508641.00    | 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        |    3880000 | PA      | $3869019.45    | 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        |    9004000 | PA      | $8798031.02    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7329000 | PA      | $7353043.18    | 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        |   40615000 | PA      | $39900354.24   | 0.01%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4421                      | CUSIP: 3140NL4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     621635 | PA      | $586117.64     | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   78236583 | PA      | $70868613.44   | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   62908077 | PA      | $54042567.50   | 0.01%             | 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        |   15510000 | PA      | $16637627.65   | 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       |   13300000 | PA      | $11590699.06   | 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        |   10946000 | PA      | $11046914.69   | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   12148000 | PA      | $12329617.81   | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4903000 | PA      | $4485022.17    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    4129000 | PA      | $4062093.34    | 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        |    5800000 | PA      | $5838492.86    | 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        |   12377740 | PA      | $11212060.50   | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461086                      | CUSIP: 36208UF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        307 | PA      | $308.15        | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4462401.78    | 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        |    4439371 | PA      | $4080369.11    | 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        |       5478 | PA      | $5690.74       | 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        |     889131 | PA      | $857033.44     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780585                      | CUSIP: 36225AUJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         80 | PA      | $80.81         | 0.00%             | 2027-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5445                      | CUSIP: 31418FBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84293917 | PA      | $85957584.40   | 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        |   12054979 | PA      | $12453006.94   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ8790                      | CUSIP: 3140HAXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368147 | PA      | $351253.98     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | 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        |    5250000 | PA      | $5074357.58    | 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        |    3515917 | PA      | $3498745.20    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $5358483.51    | 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        |       5786 | PA      | $6074.32       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1830047.46    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2118972.92    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4019                      | CUSIP: 31418DPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55707007 | PA      | $47442738.49   | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6761000 | PA      | $6974822.87    | 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        |     238729 | PA      | $242397.26     | 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        |   52736079 | PA      | $45324555.96   | 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        |    5107549 | PA      | $5304171.81    | 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        |   36673000 | PA      | $27872340.12   | 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        |    7042000 | PA      | $3931724.42    | 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        |   17150746 | PA      | $15169822.58   | 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        |   11300000 | PA      | $10962338.63   | 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        |    7560000 | PA      | $7158283.54    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | 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        |     151662 | PA      | $151621.19     | 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        |    8110000 | PA      | $8251157.76    | 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        |   14473000 | PA      | $14726381.46   | 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        |    2767428 | PA      | $2713295.84    | 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        |      20110 | PA      | $20721.25      | 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        |   30958000 | PA      | $22940518.71   | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D73786                      | CUSIP: 3128FFF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        285 | PA      | $286.00        | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                      | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109715 | PA      | $108417.29     | 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        |   26328637 | PA      | $20764666.64   | 0.01%             | 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        |    1840000 | PA      | $1191198.89    | 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        |    6889000 | PA      | $7009569.48    | 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        |   36302000 | PA      | $37626780.17   | 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        |   14271087 | PA      | $13374988.55   | 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        |   55095000 | PA      | $42365693.91   | 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        |   17320000 | PA      | $17177772.13   | 0.00%             | 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        |  871195000 | PA      | $825048889.84  | 0.21%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08805                      | CUSIP: 3128MJ3P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148550 | PA      | $141859.70     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1520925 | PA      | $1510469.04    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9906000 | PA      | $9941198.67    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   10868000 | PA      | $10733814.47   | 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        |   32098534 | PA      | $32655992.64   | 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        |   58028000 | PA      | $58050443.43   | 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        |    2950758 | PA      | $2746293.48    | 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        |    5029000 | PA      | $4627254.57    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0128                      | CUSIP: 3140MREA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275500 | PA      | $267230.31     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   31609000 | PA      | $32382997.94   | 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        |   18944000 | PA      | $16553096.06   | 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        |   11942200 | PA      | $10783938.23   | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8274                      | CUSIP: 3132DWFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26461394 | PA      | $24950742.07   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   48321000 | PA      | $49464183.44   | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C61574                      | CUSIP: 31287LXB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1233 | PA      | $1262.92       | 0.00%             | 2031-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1456694.78    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  665985000 | PA      | $387624082.03  | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251899                      | CUSIP: 31371GX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2152 | PA      | $2258.91       | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3078932 | PA      | $2926365.64    | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190337                      | CUSIP: 31368HLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104316 | PA      | $105564.10     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0009                      | CUSIP: 3142JCAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235034 | PA      | $236641.18     | 0.00%             | 2040-07-01      | 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        |    5500000 | PA      | $5647599.65    | 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        |    1193446 | PA      | $1143485.46    | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3106                      | CUSIP: 3138AUNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     283616 | PA      | $268620.08     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7951870.82    | 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        |     373221 | PA      | $379613.44     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   11231000 | PA      | $11467632.59   | 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        |    4410000 | PA      | $4179830.88    | 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        |     850844 | PA      | $819083.11     | 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        |    6550000 | PA      | $6506162.16    | 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        |    5615104 | PA      | $5583915.59    | 0.00%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3096                        | CUSIP: 36202DNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2976 | PA      | $3074.05       | 0.00%             | 2031-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4709                      | CUSIP: 3138A6GT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69780 | PA      | $69421.55      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5148379 | PA      | $4790607.28    | 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        |    7683000 | PA      | $8356242.44    | 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        |    6075000 | PA      | $5744212.00    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO4483                      | CUSIP: 3133WN6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     863861 | PA      | $877327.59     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2768282 | PA      | $2755183.65    | 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        |   10265000 | PA      | $9919250.40    | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00702                      | CUSIP: 31283GX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        673 | PA      | $678.98        | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                      | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114207 | PA      | $119917.63     | 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        |    8737000 | PA      | $5826404.41    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5673                      | CUSIP: 31418FJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23682024 | PA      | $23796792.13   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co                                                        | ATLANTIC CITY EL               | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $6836421.13    | 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        |    6488000 | PA      | $6240972.23    | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78815                      | CUSIP: 31288HYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9526 | PA      | $9662.06       | 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        |    5100000 | PA      | $5104197.19    | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5              | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9750000 | PA      | $9633453.38    | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253814                      | CUSIP: 31371J3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6123 | PA      | $6380.47       | 0.00%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19613000 | PA      | $19861841.43   | 0.01%             | 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        |  415605000 | PA      | $409305986.72  | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8447                      | CUSIP: 3132DWL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25663714 | PA      | $26196289.63   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |  153780000 | PA      | $123594662.20  | 0.03%             | 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        |     882940 | PA      | $815714.92     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35508000 | PA      | $31458314.29   | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | 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        |   26378000 | PA      | $27319416.15   | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4962000 | PA      | $4998943.48    | 0.00%             | 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        |    1262888 | PA      | $1228405.62    | 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        |     365015 | PA      | $365457.36     | 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        |     138854 | PA      | $145551.49     | 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        |    5350000 | PA      | $5412487.47    | 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        |   24639000 | PA      | $17467742.55   | 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        |    6693351 | PA      | $6174931.22    | 0.00%             | 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        |   12421000 | PA      | $13204358.49   | 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        |    8158034 | PA      | $8501769.13    | 0.00%             | 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        |   18928000 | PA      | $18814746.20   | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2390000 | PA      | $2526589.95    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   13136000 | PA      | $13099216.65   | 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        |    4531000 | PA      | $3409277.06    | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885543                      | CUSIP: 31410CZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26829 | PA      | $27922.09      | 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        |    4920000 | PA      | $4935867.40    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $5178782.25    | 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        |    8270000 | PA      | $8704429.30    | 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        |    1447648 | PA      | $1441675.31    | 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        |    9793000 | PA      | $8781750.06    | 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        |     827597 | PA      | $837550.95     | 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        |   41798073 | PA      | $43763510.36   | 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        |    3588000 | PA      | $3601035.32    | 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        |   45777000 | PA      | $46091418.52   | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $11251719.01   | 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        |    6808000 | PA      | $6137737.08    | 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        |   10171000 | PA      | $9758364.73    | 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        |      31260 | PA      | $32630.39      | 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        |   80305294 | PA      | $68065570.59   | 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        |  198665000 | PA      | $174375223.78  | 0.05%             | 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        |     628888 | PA      | $594555.45     | 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        |   45875000 | PA      | $45792535.01   | 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        |      37948 | PA      | $40012.62      | 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        |  549330000 | PA      | $552205396.47  | 0.14%             | 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        |    9430000 | PA      | $9610884.53    | 0.00%             | 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        |   39407000 | PA      | $39174240.88   | 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        |    6732000 | PA      | $6028375.14    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    9762000 | PA      | $8898718.22    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587120                      | CUSIP: 36201MG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7461 | PA      | $7666.83       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728627                      | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71303 | PA      | $70901.31      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 519188                      | CUSIP: 31384BXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        326 | PA      | $327.29        | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2496                      | CUSIP: 31418BX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2199711 | PA      | $2101055.87    | 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        |    8657851 | PA      | $8833058.71    | 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        |    6581000 | PA      | $6598022.24    | 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        |    8614000 | PA      | $8905864.32    | 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        |     529539 | PA      | $554693.91     | 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        |    3788059 | PA      | $3587014.24    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491536                      | CUSIP: 36210GBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2851 | PA      | $2888.74       | 0.00%             | 2029-09-15      | Fixed         | 7.00%                 | 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        |    4400000 | PA      | $4416323.12    | 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        |    5489000 | PA      | $5233220.44    | 0.00%             | 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        |   19770452 | PA      | $20108759.65   | 0.01%             | 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        |   39407000 | PA      | $36463128.64   | 0.01%             | 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        |    8375000 | PA      | $7895037.95    | 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        |   22270000 | PA      | $22238371.84   | 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        |     266735 | PA      | $273688.92     | 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        |   10210000 | PA      | $9326589.22    | 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        |    9020000 | PA      | $6801072.34    | 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        |   14278000 | PA      | $12697665.55   | 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        |    5754452 | PA      | $5659934.45    | 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        |       3516 | PA      | $3715.37       | 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        |    7756000 | PA      | $6145541.03    | 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        |   10696000 | PA      | $10652873.23   | 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        |   10145000 | PA      | $10731214.38   | 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        |      19445 | PA      | $20971.13      | 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        |   16067427 | PA      | $14844297.19   | 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        |    5750000 | PA      | $5498347.01    | 0.00%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3562569.87    | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    6593000 | PA      | $6377251.94    | 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        |     202256 | PA      | $204753.41     | 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        |    7300000 | PA      | $7170856.43    | 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        |   15364000 | PA      | $15705096.62   | 0.00%             | 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        |    7915000 | PA      | $8480598.10    | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55296377 | PA      | $49868633.74   | 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        |     244839 | PA      | $248375.94     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562089                      | CUSIP: 31386FNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        542 | PA      | $569.21        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6613000 | PA      | $6583351.03    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7386000 | PA      | $6176584.47    | 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        |    7054000 | PA      | $4459067.70    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953927                      | CUSIP: 31413SHC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11268 | PA      | $11806.42      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33945563 | PA      | $30247594.27   | 0.01%             | 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        |   12379839 | PA      | $12634235.96   | 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        |    4242000 | PA      | $4215253.10    | 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        |    2085000 | PA      | $1551247.83    | 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        |   81850868 | PA      | $71957357.34   | 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        |    5963000 | PA      | $6124500.20    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4264                      | CUSIP: 3140ARW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236123 | PA      | $228149.84     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                               | VERTIV HLDNG CO                | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    5230000 | PA      | $5022621.60    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468259                      | CUSIP: 36209DE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         57 | PA      | $56.68         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10810411 | PA      | $8926702.37    | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1559000 | PA      | $1462451.47    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  100989100 | PA      | $93347550.65   | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7229                      | CUSIP: 3140QTA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9667645 | PA      | $9747728.97    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1000                      | CUSIP: 36180CDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2412318 | PA      | $2216766.71    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4292963 | PA      | $4155493.82    | 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        |    8350000 | PA      | $8334551.32    | 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        |    2101295 | PA      | $1988906.87    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747536                      | CUSIP: 31403FPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79417 | PA      | $80454.66      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                      | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159345 | PA      | $164093.78     | 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        |        908 | PA      | $953.23        | 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        |    5597000 | PA      | $4622808.40    | 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       |   17155000 | PA      | $17218728.64   | 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        |    9311000 | PA      | $9575666.30    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7069                      | CUSIP: 31417D2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274951 | PA      | $252729.49     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | 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        |    7675000 | PA      | $7389764.00    | 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        |    7509000 | PA      | $7704326.89    | 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        |   22506950 | PA      | $20019916.11   | 0.01%             | 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        |    6970000 | PA      | $6897356.21    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05342                      | CUSIP: 3128M7HT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70871 | PA      | $72047.89      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21167000 | PA      | $20340945.83   | 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        |   24665109 | PA      | $24263891.76   | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783158                      | CUSIP: 36241LQK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372379 | PA      | $376465.07     | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D78691                      | CUSIP: 3128FLUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1382 | PA      | $1392.51       | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23016523 | PA      | $21958269.15   | 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        |    6772000 | PA      | $7240912.60    | 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        |    8051000 | PA      | $6870185.87    | 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        |   12379560 | PA      | $11865247.19   | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545219                      | CUSIP: 36212VVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1562 | PA      | $1603.72       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | 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        |    4775139 | PA      | $4567965.63    | 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        |      12188 | PA      | $12589.28      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4111                      | CUSIP: 31418DR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4515082 | PA      | $4086415.09    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $7755573.82    | 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        |    2280464 | PA      | $2234103.78    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554748                      | CUSIP: 36213HHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4874 | PA      | $5063.45       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  149293500 | PA      | $144604751.02  | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   18684000 | PA      | $15599932.68   | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08648                      | CUSIP: 3128MJWJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3019577 | PA      | $2742473.71    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    9452000 | PA      | $7671958.84    | 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        |    4710000 | PA      | $4661593.78    | 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        |    5620000 | PA      | $5954044.69    | 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        |      43407 | PA      | $44673.58      | 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        |  140810000 | PA      | $135806429.30  | 0.04%             | 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        |   29771000 | PA      | $27052938.41   | 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        |   25537000 | PA      | $25669815.02   | 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        |   13210612 | PA      | $11292069.09   | 0.00%             | 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        |    4810000 | PA      | $4756290.44    | 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        |    1099445 | PA      | $1113158.99    | 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        |  922902000 | PA      | $911077318.13  | 0.24%             | 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        |    5518000 | PA      | $5145156.46    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946254                      | CUSIP: 31413HWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5482 | PA      | $5744.26       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                      | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3723592 | PA      | $3473616.80    | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-B-PENSION          | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1177379 | PA      | $1194144.17    | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5906                      | CUSIP: 3140QRR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17347311 | PA      | $17530313.15   | 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        |    5116420 | PA      | $4757671.67    | 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        |   12381000 | PA      | $12152860.57   | 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        |   11506772 | PA      | $11444242.99   | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0522                      | CUSIP: 3138W9SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393994 | PA      | $370516.00     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20783000 | PA      | $21007078.76   | 0.01%             | 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        |   63827429 | PA      | $54099177.94   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   14479000 | PA      | $11060397.68   | 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        |    6371000 | PA      | $6114050.26    | 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        |  316220000 | PA      | $218130039.07  | 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        |   13626000 | PA      | $13745797.13   | 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        |    5512341 | PA      | $4921227.23    | 0.00%             | 2043-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01079                      | CUSIP: 31292HFU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4661 | PA      | $4857.85       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5021                      | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     840475 | PA      | $828508.51     | 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        |   38782300 | PA      | $36651465.25   | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781135                      | CUSIP: 36225BHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5294 | PA      | $5438.21       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687930                      | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198141 | PA      | $208727.78     | 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        |     341911 | PA      | $350390.72     | 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        |   24855000 | PA      | $22045706.43   | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   72083000 | PA      | $72320118.23   | 0.02%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9424                      | CUSIP: 3138WKPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     745687 | PA      | $731460.32     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $2494947.92    | 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        |   20579000 | PA      | $20688181.05   | 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        |     694168 | PA      | $690408.57     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    4389000 | PA      | $4487851.22    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6383                      | CUSIP: 31419HCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     263069 | PA      | $267143.49     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7373000 | PA      | $7273224.57    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4657                      | CUSIP: 3140K0E79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4175748 | PA      | $3562790.00    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4556                      | CUSIP: 3132DSBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     341718 | PA      | $322193.72     | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $4140394.16    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   21030000 | PA      | $20871739.07   | 0.01%             | 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        |   14923000 | PA      | $15140841.18   | 0.00%             | 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        |    6709000 | PA      | $6685975.62    | 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        |      36584 | PA      | $37008.38      | 0.00%             | 2028-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    4214000 | PA      | $4345737.06    | 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        |    3976529 | PA      | $3749147.50    | 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        |   15485000 | PA      | $15569703.49   | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3927                      | CUSIP: 3132E0LG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46139475 | PA      | $46521680.13   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6308543.84    | 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        |      19142 | PA      | $19074.88      | 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        |   20616000 | PA      | $20575465.80   | 0.01%             | 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        |   46744499 | PA      | $47557825.68   | 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        |   11677000 | PA      | $11527947.83   | 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        |  498561000 | PA      | $512641454.49  | 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        |     174158 | PA      | $179090.35     | 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        |    3672000 | PA      | $3638291.42    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00529                      | CUSIP: 31292GSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $30.54         | 0.00%             | 2027-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   40275000 | PA      | $35569930.70   | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C12 A4                | CUSIP: 05615DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14000000 | PA      | $14478836.40   | 0.00%             | 2058-06-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   21358000 | PA      | $22401815.68   | 0.01%             | 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        |      23707 | PA      | $24779.10      | 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        |      64082 | PA      | $64915.14      | 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        |   48319000 | PA      | $38542734.11   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8747000 | PA      | $8345977.31    | 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        |     121319 | PA      | $119904.98     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | 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        |    4800000 | PA      | $4700592.48    | 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        |   10820000 | PA      | $10729489.00   | 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        |   13639687 | PA      | $13809150.55   | 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        |     650000 | PA      | $674007.17     | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2668                      | CUSIP: 3138YT6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331825 | PA      | $309512.93     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08730                      | CUSIP: 3128MJY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1469325 | PA      | $1445345.79    | 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        |  654974000 | PA      | $655997396.88  | 0.17%             | 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        |    2190000 | PA      | $2203651.53    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2425                      | CUSIP: 31418BVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     881456 | PA      | $863774.27     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 613232                      | CUSIP: 31388SHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4179 | PA      | $4387.86       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13102000 | PA      | $11440922.39   | 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        |  257246646 | PA      | $208678222.26  | 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        |   20618409 | PA      | $20448377.11   | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250642                      | CUSIP: 31371FLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $15.82         | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11982000 | PA      | $11851694.11   | 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        |    5750000 | PA      | $5644705.70    | 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        | 1562013600 | PA      | $1354619681.00 | 0.35%             | 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        |   21317000 | PA      | $21398927.63   | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6514000 | PA      | $6701861.27    | 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        |   23462790 | PA      | $24019345.64   | 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        |    8783000 | PA      | $8804049.38    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97732                      | CUSIP: 312946SV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     634728 | PA      | $618892.51     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255672 | PA      | $254259.09     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1602                      | CUSIP: 36179NX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480262 | PA      | $476259.18     | 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        |   51665327 | PA      | $43855342.82   | 0.01%             | 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        |   17430000 | PA      | $13545452.30   | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2091                      | CUSIP: 3142GSKD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4388857 | PA      | $4415612.40    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5646                      | CUSIP: 31418FHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23229035 | PA      | $23354311.88   | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01022                      | CUSIP: 31292HD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1521 | PA      | $1601.89       | 0.00%             | 2030-05-01      | Fixed         | 9.00%                 | 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        |   17490000 | PA      | $17493125.46   | 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        |    9825000 | PA      | $8917654.37    | 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        |    2968000 | PA      | $3771564.45    | 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        |    8060000 | PA      | $8121904.92    | 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        |    4973000 | PA      | $5078493.05    | 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        |   18011678 | PA      | $17798905.48   | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9345                      | CUSIP: 3140XRL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     735946 | PA      | $726657.25     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    5171000 | PA      | $4239045.27    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00901                      | CUSIP: 31292HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2188 | PA      | $2277.89       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0711                      | CUSIP: 3132ACYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     283741 | PA      | $263490.89     | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   14125000 | PA      | $13224205.73   | 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        |   51048000 | PA      | $50351627.78   | 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        |    1416832 | PA      | $1411758.09    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   19400000 | PA      | $19322356.76   | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3421166 | PA      | $3236503.74    | 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        |     722010 | PA      | $720669.19     | 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        |   15356000 | PA      | $14320195.98   | 0.00%             | 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        |   16015000 | PA      | $15082084.36   | 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        |     518000 | PA      | $394724.19     | 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        |    6725000 | PA      | $4459188.12    | 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        |    7795000 | PA      | $8651509.67    | 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        |   71395933 | PA      | $73039303.38   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3630                      | CUSIP: 31418DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     395052 | PA      | $397226.23     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  863872000 | PA      | $598366340.00  | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87701                      | CUSIP: 312934RW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3457089 | PA      | $3448568.73    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8489                      | CUSIP: 3132DWNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84773707 | PA      | $81911186.73   | 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      |
| Ginnie Mae I Pool                                                                | GN 569953                      | CUSIP: 36200RE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8826 | PA      | $9207.90       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  899972500 | PA      | $851282583.79  | 0.22%             | 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        |     579457 | PA      | $601631.46     | 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        |    2583865 | PA      | $2503619.59    | 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        |     331677 | PA      | $323281.67     | 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        |    7057000 | PA      | $7133499.99    | 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        |   17013000 | PA      | $17197745.09   | 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        |    5484573 | PA      | $5633269.75    | 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        |   29747000 | PA      | $26373066.07   | 0.01%             | 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        |    4000000 | PA      | $3988066.00    | 0.00%             | 2032-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502309 | PA      | $484097.36     | 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        |   42914280 | PA      | $43591625.87   | 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        |    6320000 | PA      | $5232210.10    | 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        |   14160000 | PA      | $14500851.85   | 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        |   50066000 | PA      | $44999847.21   | 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        |    1586434 | PA      | $1554183.11    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539084                      | CUSIP: 36212N2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5401 | PA      | $5611.94       | 0.00%             | 2030-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   13175000 | PA      | $13306772.83   | 0.00%             | 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        |    3913000 | PA      | $3830563.41    | 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        |    5600000 | PA      | $5559626.80    | 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        |   16690000 | PA      | $16516412.98   | 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        |    7200000 | PA      | $7284954.96    | 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        |    5536000 | PA      | $3767993.09    | 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        |   12414284 | PA      | $10141254.77   | 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        |    9466000 | PA      | $9210430.31    | 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        |       1902 | PA      | $1937.45       | 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        |    5073000 | PA      | $4904976.02    | 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        |    8851377 | PA      | $8765713.72    | 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        |    7753000 | PA      | $7269836.88    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721030                      | CUSIP: 31401XA72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14677 | PA      | $15073.94      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893302                      | CUSIP: 31410PNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30778 | PA      | $32155.70      | 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        |   16985000 | PA      | $15632752.81   | 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        |   25549000 | PA      | $25303863.91   | 0.01%             | 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        |   15381000 | PA      | $15517481.52   | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $9107643.98    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | 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        |     874364 | PA      | $888867.51     | 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        |    7324000 | PA      | $8229828.08    | 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        |   51856578 | PA      | $46292341.35   | 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        |    5225000 | PA      | $4640282.79    | 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        |    9961000 | PA      | $9377312.87    | 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        |   21929377 | PA      | $22688141.87   | 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        |    5372461 | PA      | $5200827.85    | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  265871857 | PA      | $216443513.38  | 0.06%             | 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        |   12374000 | PA      | $12138690.32   | 0.00%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      40000 | PA      | $43573.88      | 0.00%             | 2036-03-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   32205000 | PA      | $23984420.82   | 0.01%             | 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        |   26916685 | PA      | $27172062.68   | 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        |   11129000 | PA      | $8782329.42    | 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        |     966980 | PA      | $889964.30     | 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        |   59370000 | PA      | $61073963.20   | 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        |  164708937 | PA      | $135802600.80  | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 851057                      | CUSIP: 31408GQJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18614 | PA      | $19015.34      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08499                      | CUSIP: 3128MJRV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241725 | PA      | $222754.13     | 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        |      67989 | PA      | $70988.89      | 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        |   10268000 | PA      | $10883545.23   | 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        |   11858959 | PA      | $11254461.71   | 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        |     684000 | PA      | $655382.04     | 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        |   14940000 | PA      | $15124539.61   | 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        |    7400000 | PA      | $7433063.20    | 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        |       1661 | PA      | $1692.80       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AZ0991                      | CUSIP: 36197DC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433531 | PA      | $412266.35     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | 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        |    6870000 | PA      | $4675852.03    | 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        |    7077000 | PA      | $6901172.43    | 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        |   46821840 | PA      | $42317995.70   | 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        |     843388 | PA      | $833230.51     | 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        |      51263 | PA      | $51889.76      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545240                      | CUSIP: 31385HV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        712 | PA      | $743.10        | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15108979 | PA      | $13993264.29   | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943388                      | CUSIP: 31413ERH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6381 | PA      | $6658.68       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2684000 | PA      | $2573292.04    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08521                      | CUSIP: 3128MJSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555781 | PA      | $511115.07     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76283 | PA      | $79662.73      | 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        |    7000000 | PA      | $7045435.60    | 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        |   42683000 | PA      | $38466411.97   | 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        |    1990000 | PA      | $2042101.38    | 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        |   10560791 | PA      | $10919384.81   | 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        |   49654000 | PA      | $52154895.95   | 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        |     910515 | PA      | $888439.58     | 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        |   12064000 | PA      | $12315805.95   | 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        |   19449000 | PA      | $19759546.48   | 0.01%             | 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        |   17097188 | PA      | $14614207.43   | 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        |  898748000 | PA      | $910228103.65  | 0.24%             | 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        |    6251000 | PA      | $5948704.96    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6650                      | CUSIP: 3138WGL85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1111205 | PA      | $1034933.11    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08766                      | CUSIP: 3128MJZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1803920 | PA      | $1680614.07    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250641                      | CUSIP: 31371FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $35.68         | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | 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        |    2580000 | PA      | $2737654.25    | 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        |   16453000 | PA      | $9827452.62    | 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        |    7259000 | PA      | $7687856.91    | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C52187                      | CUSIP: 31298NNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2762 | PA      | $2894.51       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $5818286.64    | 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        |      21604 | PA      | $22267.09      | 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        |     793521 | PA      | $766821.25     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6017000 | PA      | $5646730.69    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | 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        |    5700000 | PA      | $5786652.54    | 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        |   14197000 | PA      | $15032786.63   | 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        |    3799210 | PA      | $3627632.87    | 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        |   20395370 | PA      | $21084188.50   | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3662                        | CUSIP: 36202EB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23104 | PA      | $22435.98      | 0.00%             | 2034-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7981000 | PA      | $7560555.36    | 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        |   10692000 | PA      | $7755126.96    | 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        |   11345000 | PA      | $11384681.69   | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03971                      | CUSIP: 3132GKCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164772 | PA      | $160693.38     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3745                      | CUSIP: 31418DET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9874999 | PA      | $9136303.59    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8102000 | PA      | $7987509.12    | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   17574000 | PA      | $17340035.49   | 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        |   25461000 | PA      | $19263091.19   | 0.00%             | 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        |    6275000 | PA      | $6182527.27    | 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        |      11076 | PA      | $11610.19      | 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        |      22582 | PA      | $23616.15      | 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        |  694552000 | PA      | $433064020.90  | 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        |   37717619 | PA      | $33868038.39   | 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        |    7200000 | PA      | $7294646.19    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1635                      | CUSIP: 36179NY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460806 | PA      | $469655.09     | 0.00%             | 2044-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   91279000 | PA      | $61498264.95   | 0.02%             | 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        |    4650000 | PA      | $4940759.39    | 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        |       1440 | PA      | $1453.65       | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2882                      | CUSIP: 3140E7FY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284830 | PA      | $279114.36     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3766656 | PA      | $3748706.50    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1424865 | PA      | $1395898.75    | 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        |    5872000 | PA      | $4919480.05    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4651000 | PA      | $4938825.42    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33281000 | PA      | $33891521.66   | 0.01%             | 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        |   18035141 | PA      | $15173597.56   | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   58283000 | PA      | $58051065.38   | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $14185371.27   | 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        |   14940000 | PA      | $14618509.64   | 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        |      10065 | PA      | $10601.51      | 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        |    6244000 | PA      | $6199456.99    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6793000 | PA      | $6637185.24    | 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        |    3914000 | PA      | $3136749.90    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1857                      | CUSIP: 31419CB36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166162 | PA      | $168676.85     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | 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        |    8100000 | PA      | $7635766.32    | 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        |   13843512 | PA      | $12773657.92   | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7791                      | CUSIP: 31418VUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1158247 | PA      | $1128851.33    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901666                      | CUSIP: 31410YW34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8943 | PA      | $9356.40       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796161                      | CUSIP: 31405QQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143914 | PA      | $148043.74     | 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        |    6215000 | PA      | $6705649.39    | 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        |    5000000 | PA      | $3646484.01    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253265                      | CUSIP: 31371JJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1000 | PA      | $1041.57       | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    9101000 | PA      | $8126131.76    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $8537023.32    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60422                      | CUSIP: 31335APF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1453997 | PA      | $1478413.51    | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498288                      | CUSIP: 36210PRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6897 | PA      | $7010.06       | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    9520000 | PA      | $9293042.93    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9379000 | PA      | $9519464.29    | 0.00%             | 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        |   10730000 | PA      | $11377016.88   | 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        |   12036000 | PA      | $12096178.75   | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0743                      | CUSIP: 3618N5ZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31158116 | PA      | $29164875.46   | 0.01%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 484563                      | CUSIP: 36209XJG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3116 | PA      | $3237.00       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   10407000 | PA      | $10631836.61   | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746641                      | CUSIP: 31403EP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14103 | PA      | $14287.26      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737186                      | CUSIP: 3620AQ6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152868 | PA      | $147976.63     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    8309000 | PA      | $7547195.01    | 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        |    4665000 | PA      | $4587079.15    | 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        |   81305000 | PA      | $52216636.25   | 0.01%             | 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        |     111164 | PA      | $116383.98     | 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        |    7261256 | PA      | $6559713.11    | 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        |    5420526 | PA      | $5198510.71    | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4874                      | CUSIP: 3138WEMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20939 | PA      | $20560.37      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1114096000 | PA      | $1113834878.18 | 0.29%             | 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        |     405320 | PA      | $405705.64     | 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        |   15201000 | PA      | $14853195.54   | 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        |   34957000 | PA      | $34502492.00   | 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        |   35721000 | PA      | $26400401.14   | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $4247885.24    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  780663700 | PA      | $761269086.20  | 0.20%             | 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        |   24655256 | PA      | $24915351.71   | 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        |    4902410 | PA      | $4523430.99    | 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        |    1668590 | PA      | $1681881.75    | 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        |   37015000 | PA      | $39175982.74   | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 654260                      | CUSIP: 31390RZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        782 | PA      | $803.61        | 0.00%             | 2032-11-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4444713.59    | 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        |   11516000 | PA      | $9282248.15    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959984                      | CUSIP: 31413Y6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     152730 | PA      | $159839.11     | 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        |    1321000 | PA      | $1302408.44    | 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        |    3075676 | PA      | $3046291.31    | 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        |    1763035 | PA      | $1755075.61    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   72567000 | PA      | $74862540.24   | 0.02%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   13408000 | PA      | $14068917.48   | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253673                      | CUSIP: 31371JXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2195 | PA      | $2293.97       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  654477000 | PA      | $660587158.00  | 0.17%             | 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        |   75000000 | PA      | $72316410.00   | 0.02%             | 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        |      92468 | PA      | $92304.38      | 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        |   29000000 | PA      | $24812162.20   | 0.01%             | 2032-11-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5833                      | CUSIP: 3140JAPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4632779 | PA      | $4293755.28    | 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        |    3320000 | PA      | $3292679.54    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10899340.57   | 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        |   22677000 | PA      | $16696865.78   | 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        |   25426376 | PA      | $26112941.48   | 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        |       4740 | PA      | $4746.67       | 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        |     896772 | PA      | $754485.39     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889543                      | CUSIP: 31410KHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19115 | PA      | $19673.84      | 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        |    9525000 | PA      | $8510384.62    | 0.00%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15905000 | PA      | $13273919.46   | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2372                      | CUSIP: 3140QMT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7238657 | PA      | $6203240.48    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2841                      | CUSIP: 3142GTEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5382570 | PA      | $5314633.40    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   52516000 | PA      | $53718151.66   | 0.01%             | 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        |   10159000 | PA      | $9871016.06    | 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        |   10190000 | PA      | $7805492.26    | 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        |      24493 | PA      | $23367.24      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10895082 | PA      | $10554429.41   | 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        |      21123 | PA      | $21081.15      | 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        |   28711000 | PA      | $28943512.80   | 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        |   10597439 | PA      | $10674627.52   | 0.00%             | 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        |     253278 | PA      | $257596.99     | 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        |    1365000 | PA      | $1355454.56    | 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        |    9665000 | PA      | $7880467.39    | 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        |    3268028 | PA      | $3177536.17    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736640                      | CUSIP: 3620AQLV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56990 | PA      | $57658.89      | 0.00%             | 2029-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96268                      | CUSIP: 3129446D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113495 | PA      | $111086.42     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17071287 | PA      | $15463590.11   | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3940000 | PA      | $4235748.91    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2581306.95    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6827000 | PA      | $7972008.52    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8968000 | PA      | $9003245.63    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   11651000 | PA      | $8236236.01    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RD5257                      | CUSIP: 3133LPZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     436609 | PA      | $445467.77     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    6833000 | PA      | $6605702.31    | 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        |    2046787 | PA      | $1884383.15    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    8480000 | PA      | $7877450.09    | 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        |   14255000 | PA      | $14044484.63   | 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        |   10653000 | PA      | $10693701.83   | 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        |   32006417 | PA      | $33461419.11   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29135000 | PA      | $25558128.18   | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | 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        |    1609318 | PA      | $1615253.83    | 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        |    3685000 | PA      | $3374700.15    | 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        |   10175000 | PA      | $10384199.65   | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7655                      | CUSIP: 3138Y9QH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3084258 | PA      | $2885522.20    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8670000 | PA      | $8486308.15    | 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       |    5815000 | PA      | $5821759.76    | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 867229AE6<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    1830000 | PA      | $1946072.65    | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2494799.99    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4522000 | PA      | $4511119.10    | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8522                      | CUSIP: 3132DWPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2870668 | PA      | $2771044.40    | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $4196063.21    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87880                      | CUSIP: 312934XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     490924 | PA      | $489691.20     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08852                      | CUSIP: 3128MJ5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6905702 | PA      | $6583875.81    | 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        |    9168000 | PA      | $9005883.13    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698236                      | CUSIP: 36296QV55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24486 | PA      | $24905.80      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   20809000 | PA      | $20302005.10   | 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        |   21120000 | PA      | $20419131.58   | 0.01%             | 2036-10-24      | Variable      | 4.80%                 | 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        |   31538000 | PA      | $22104260.35   | 0.01%             | 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        |       6273 | PA      | $6535.19       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6870                      | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17074005 | PA      | $17236783.15   | 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        |    9154000 | PA      | $8717684.58    | 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        |   18159926 | PA      | $17038553.87   | 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        |    5420000 | PA      | $3194743.57    | 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        |    5468000 | PA      | $5173370.49    | 0.00%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931638                      | CUSIP: 31412QBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75322 | PA      | $75033.72      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4995                      | CUSIP: 31419FRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     496386 | PA      | $484142.55     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   25719000 | PA      | $24303357.40   | 0.01%             | 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        |    2270665 | PA      | $2195441.33    | 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        |    2326973 | PA      | $2196845.38    | 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        |      15703 | PA      | $16438.71      | 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        |    2800000 | PA      | $2875101.20    | 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        |   17097000 | PA      | $17225449.76   | 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        |   11889457 | PA      | $11086246.76   | 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        |   13207077 | PA      | $12184150.85   | 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        |   54140148 | PA      | $53676757.16   | 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        |    3230000 | PA      | $2832738.34    | 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       |   28694000 | PA      | $26659956.75   | 0.01%             | 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       |   22912000 | PA      | $22724531.01   | 0.01%             | 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        |   39221345 | PA      | $33525331.30   | 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       |   47733000 | PA      | $46948715.54   | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   13450000 | PA      | $8689641.24    | 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        |   44404000 | PA      | $40216857.29   | 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        |    3275000 | PA      | $3348180.86    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780912                      | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        705 | PA      | $732.23        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462364                      | CUSIP: 36208VTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        978 | PA      | $989.58        | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6061                      | CUSIP: 31419GWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2839987 | PA      | $2827244.50    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08687                      | CUSIP: 3128MJXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4749262 | PA      | $4431146.11    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    4288000 | PA      | $4208136.34    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   22702000 | PA      | $13130374.06   | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 447980                      | CUSIP: 36208DUD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        996 | PA      | $1007.46       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10695000 | PA      | $10090697.96   | 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        |    9680000 | PA      | $8469337.24    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10065000 | PA      | $10774239.33   | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  365447000 | PA      | $279823908.09  | 0.07%             | 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        |    1632726 | PA      | $1624062.36    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5710                      | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10212 | PA      | $9724.01       | 0.00%             | 2049-01-20      | 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        |    2300000 | PA      | $2264223.96    | 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        |      79186 | PA      | $81370.16      | 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        |   24615000 | PA      | $23891151.74   | 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        |   21111000 | PA      | $18491678.56   | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3746                      | CUSIP: 31418DEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6525053 | PA      | $6211372.18    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8896                      | CUSIP: 31417F3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     551891 | PA      | $506488.37     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3985030.74    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   12592000 | PA      | $12701491.65   | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11769 | PA      | $11747.24      | 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        |       2061 | PA      | $2156.14       | 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        |   12755000 | PA      | $12936533.51   | 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        |   19839299 | PA      | $17055785.67   | 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        |    5715203 | PA      | $5491198.27    | 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        |     744117 | PA      | $734373.65     | 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        |       6552 | PA      | $6703.21       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8375                      | CUSIP: 3132DWJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1502071 | PA      | $1416248.54    | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   19190000 | PA      | $19330118.22   | 0.00%             | 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        |   11523000 | PA      | $11440737.95   | 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        |   10433000 | PA      | $9647193.04    | 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        |   15032000 | PA      | $14994816.22   | 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        |    3471652 | PA      | $3289378.20    | 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        |   11855500 | PA      | $8263832.23    | 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        |   15859713 | PA      | $15996046.24   | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3708                      | CUSIP: 3140XKDN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5010337 | PA      | $4978413.12    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6280                      | CUSIP: 3133C66R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88297966 | PA      | $87487029.14   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 984998                      | CUSIP: 31415PGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5221 | PA      | $5472.51       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   13731000 | PA      | $14665023.76   | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9355797 | PA      | $9069120.29    | 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        |   10286000 | PA      | $10095938.20   | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981034                      | CUSIP: 31415ALP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19940 | PA      | $20241.91      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734107                      | CUSIP: 3620AMR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103222 | PA      | $99627.31      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1458080 | PA      | $1410523.39    | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    5482000 | PA      | $5494234.92    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5439000 | PA      | $5389004.93    | 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        |      65926 | PA      | $64764.09      | 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        |   22690000 | PA      | $22644030.06   | 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        |    8105000 | PA      | $5425458.61    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2288                      | CUSIP: 3142GSRJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34748945 | PA      | $34310357.38   | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13765000 | PA      | $12703663.15   | 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        |   31765067 | PA      | $32038126.37   | 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        |    6517000 | PA      | $6605061.37    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 530459                      | CUSIP: 36212DJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1334 | PA      | $1386.93       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37283                      | CUSIP: 31297TCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6416 | PA      | $6516.63       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1560                      | CUSIP: 3138A2WW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     869854 | PA      | $848530.11     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                      | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3143753 | PA      | $2984990.88    | 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        |    5883000 | PA      | $5802340.79    | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461010                      | CUSIP: 36208UDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1203 | PA      | $1214.13       | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   92027175 | PA      | $75876451.59   | 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        |    2375000 | PA      | $2101749.84    | 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        |   14285000 | PA      | $13238543.60   | 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        |   15428000 | PA      | $11155224.38   | 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        |    4125000 | PA      | $3986143.57    | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7766                      | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  118953511 | PA      | $98077229.27   | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   47250000 | PA      | $45671384.49   | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5059000 | PA      | $5059918.71    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15204                      | CUSIP: 3128MEAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $7.48          | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   13609000 | PA      | $13176091.53   | 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        |   36925965 | PA      | $37614364.40   | 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        |    8798000 | PA      | $8606252.43    | 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        |    7875000 | PA      | $7990575.17    | 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        |     433191 | PA      | $424384.50     | 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        |   46514000 | PA      | $43658955.65   | 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        |    2481744 | PA      | $2395189.54    | 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        |    5500000 | PA      | $4899502.40    | 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        |   29972000 | PA      | $25379779.04   | 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        |    6365263 | PA      | $6149554.09    | 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        |    6468000 | PA      | $5672658.22    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1134                      | CUSIP: 3132CXHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2332564 | PA      | $2212329.25    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $1549101.74    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                      | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68330116 | PA      | $55669542.73   | 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        |    8215000 | PA      | $8419449.76    | 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        |    3910000 | PA      | $3304906.49    | 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        |   27870000 | PA      | $24656596.63   | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253266                      | CUSIP: 31371JJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3130 | PA      | $3253.79       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2247                      | CUSIP: 3140W2P96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33123234 | PA      | $33759902.18   | 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        |       7991 | PA      | $8389.69       | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 561962                      | CUSIP: 36213RJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3783 | PA      | $3866.47       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | 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        |     879000 | PA      | $869391.83     | 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        |  142930687 | PA      | $141894667.87  | 0.04%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6124000 | PA      | $4901255.95    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   10675000 | PA      | $10197579.61   | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3692                      | CUSIP: 31418DC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13274131 | PA      | $12281165.25   | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3202000 | PA      | $3152143.25    | 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        |     755000 | PA      | $674902.95     | 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        |   11606000 | PA      | $9807514.51    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933025                      | CUSIP: 31412SA21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51424 | PA      | $53724.11      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152600 | PA      | $147823.13     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                      | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17454729 | PA      | $16018124.46   | 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        |   16925000 | PA      | $16730497.64   | 0.00%             | 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        |    9281299 | PA      | $9772733.46    | 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        |   24410000 | PA      | $19014765.25   | 0.00%             | 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        |     896668 | PA      | $858803.58     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510285                      | CUSIP: 36211D2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1667 | PA      | $1701.30       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4279                      | CUSIP: 3138X3XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3430219 | PA      | $3141210.32    | 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        |     254475 | PA      | $257263.27     | 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        |    2600000 | PA      | $2675037.04    | 0.00%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46224                      | CUSIP: 3128K64H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140351 | PA      | $142555.76     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   27320000 | PA      | $18992877.66   | 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        |    2700000 | PA      | $2662713.07    | 0.00%             | 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       |   45805000 | PA      | $46171951.61   | 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        |   11962000 | PA      | $8484260.43    | 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        |  680858900 | PA      | $646230838.48  | 0.17%             | 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        |    3528822 | PA      | $3250719.67    | 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        |   26466000 | PA      | $26205578.41   | 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        |   20028834 | PA      | $17188947.60   | 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        |   11636000 | PA      | $11092808.60   | 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        |   13926000 | PA      | $10571716.29   | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 553264                      | CUSIP: 31385UTV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9016 | PA      | $9405.05       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | 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        |     423327 | PA      | $423487.89     | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935242                      | CUSIP: 31412UP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87372 | PA      | $87173.49      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11660779.20   | 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        |   20057000 | PA      | $19782213.68   | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00505                      | CUSIP: 31292GR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         28 | PA      | $28.03         | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   11960000 | PA      | $11748577.89   | 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        |   11209000 | PA      | $10189054.64   | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   12813000 | PA      | $13042146.55   | 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        |    4675000 | PA      | $4587293.73    | 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        |    2500000 | PA      | $2509398.25    | 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        |    9750000 | PA      | $9661907.94    | 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        |    6654000 | PA      | $6197981.41    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6389                      | CUSIP: 3138W4C33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     860600 | PA      | $792530.77     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   11820000 | PA      | $11960000.40   | 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        |   11124000 | PA      | $10276150.35   | 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        |   38944000 | PA      | $38404389.46   | 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        |    7314000 | PA      | $5831536.41    | 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        |     168214 | PA      | $170604.81     | 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        |   12593520 | PA      | $12406346.40   | 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        |    8995000 | PA      | $7904245.53    | 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        |     336349 | PA      | $334270.33     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    7305000 | PA      | $7292668.04    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6801000 | PA      | $6060824.48    | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 377232                      | CUSIP: 31377HA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        281 | PA      | $283.52        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    9260000 | PA      | $7495289.83    | 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        |    5997000 | PA      | $4634723.51    | 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        |    4280463 | PA      | $3874071.10    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR TA1525                      | CUSIP: 3142JPVT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     824926 | PA      | $813663.81     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A4                | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2400000 | PA      | $2402701.92    | 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        |   24114000 | PA      | $17448463.26   | 0.00%             | 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        |       3654 | PA      | $3691.52       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08174                      | CUSIP: 3128MJFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34981 | PA      | $36600.80      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $2044045.55    | 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        |   37008674 | PA      | $33298421.59   | 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        |   12732000 | PA      | $12894976.24   | 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        |      19292 | PA      | $19869.62      | 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        |   73280841 | PA      | $62523953.38   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   60987000 | PA      | $58827516.56   | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11039000 | PA      | $10218249.63   | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    6082000 | PA      | $4784443.52    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8305                      | CUSIP: 3132DWGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274380 | PA      | $258702.77     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC8819                      | CUSIP: 3140AWYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576852 | PA      | $557193.23     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2474                      | CUSIP: 31418BXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     354099 | PA      | $346723.82     | 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        |    8729083 | PA      | $8945691.54    | 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        |   46567688 | PA      | $47564622.97   | 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        |   18888000 | PA      | $17373260.87   | 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        |    1130287 | PA      | $1039298.12    | 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        |    7570000 | PA      | $7753935.86    | 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        |    3349000 | PA      | $3057104.24    | 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        |    1575000 | PA      | $1437523.45    | 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        |   25897000 | PA      | $13662371.72   | 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        |    2715000 | PA      | $1811994.26    | 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        |    8553000 | PA      | $8140894.78    | 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        |   70425742 | PA      | $60500783.21   | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508378                      | CUSIP: 36211BXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1423 | PA      | $1472.55       | 0.00%             | 2030-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4815 | PA      | $5001.63       | 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        |   10792000 | PA      | $9931083.73    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0774                      | CUSIP: 3138W92G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164158 | PA      | $150212.86     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451522                      | CUSIP: 36208HSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1213 | PA      | $1225.35       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5495                      | CUSIP: 31418FC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12165295 | PA      | $11754513.90   | 0.00%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783185                      | CUSIP: 36241LRE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2921301 | PA      | $2903257.97    | 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        |   42624000 | PA      | $43616847.23   | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5423776.69    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13560000 | PA      | $13992425.20   | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5070                      | CUSIP: 31418ET42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1545710 | PA      | $1494965.86    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193710                      | CUSIP: 36217HDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13415 | PA      | $13935.73      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8336                      | CUSIP: 3140XCHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14359777 | PA      | $12251907.07   | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6054000 | PA      | $5614025.15    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3845070 | PA      | $3622670.79    | 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        |   16252000 | PA      | $13275276.68   | 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        |      55403 | PA      | $56831.06      | 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        |    3128274 | PA      | $3038947.80    | 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        |   38357000 | PA      | $23774093.76   | 0.01%             | 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        |     765819 | PA      | $759420.37     | 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        |   25907000 | PA      | $24317185.98   | 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        |   57299416 | PA      | $57023857.38   | 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        |    4780000 | PA      | $3029922.58    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9092000 | PA      | $9296015.59    | 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        |   14129000 | PA      | $12577911.14   | 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        |   13612000 | PA      | $13337917.84   | 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        |     587210 | PA      | $577255.14     | 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        |   10690000 | PA      | $10512879.53   | 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        |    7375000 | PA      | $7440936.09    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   13222000 | PA      | $13428559.66   | 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        |      44073 | PA      | $44633.19      | 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        |   18393248 | PA      | $15722044.59   | 0.00%             | 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        |    7810661 | PA      | $6959782.00    | 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        |    5300000 | PA      | $5262957.79    | 0.00%             | 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        |   20640000 | PA      | $20431420.63   | 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        |    2580000 | PA      | $2586666.95    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05883                      | CUSIP: 3132GMFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     703561 | PA      | $686709.83     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   12168000 | PA      | $9810980.37    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92031                      | CUSIP: 3128P8HG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     743243 | PA      | $729716.74     | 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        |    3998285 | PA      | $3819818.00    | 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        |    8735000 | PA      | $7630462.81    | 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        |    3727259 | PA      | $3602566.64    | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4166                      | CUSIP: 31427RTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22207891 | PA      | $21518731.41   | 0.01%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   11545000 | PA      | $11675364.30   | 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        |   18544000 | PA      | $18918550.23   | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539955                      | CUSIP: 36212PZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3793 | PA      | $3942.76       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   28646000 | PA      | $22754646.29   | 0.01%             | 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        |    7687000 | PA      | $7508846.23    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3960                      | CUSIP: 31427RMJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62000695 | PA      | $52822118.11   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486845                      | CUSIP: 36210AZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2132 | PA      | $2214.82       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10823000 | PA      | $10736947.27   | 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        |    1548805 | PA      | $1555540.60    | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 732050                      | CUSIP: 31402LH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55387 | PA      | $56805.15      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   20707000 | PA      | $19255782.18   | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    8726000 | PA      | $6985685.55    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 439497                      | CUSIP: 36207RGE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        257 | PA      | $259.15        | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   12166000 | PA      | $12100110.83   | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0288                      | CUSIP: 3138W9KA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1838280 | PA      | $1809749.06    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9787                      | CUSIP: 3138MD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40495 | PA      | $40043.31      | 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        |    3130544 | PA      | $2873283.93    | 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        |    1224669 | PA      | $1276476.64    | 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        |     941026 | PA      | $916145.31     | 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        |    9269625 | PA      | $9271394.90    | 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        |    3259000 | PA      | $3216851.49    | 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        |    8226821 | PA      | $7093762.66    | 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        |    8895390 | PA      | $8161043.75    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   18096000 | PA      | $18886396.45   | 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        |   29953000 | PA      | $27674274.07   | 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        |   12570000 | PA      | $11425289.20   | 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        |   13780000 | PA      | $14103228.24   | 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        |  665420000 | PA      | $638153377.44  | 0.17%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6010000 | PA      | $5968482.56    | 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        |   19721000 | PA      | $19198668.60   | 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        |   34405000 | PA      | $34595653.45   | 0.01%             | 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        |    4432701 | PA      | $4349513.82    | 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        |  881512200 | PA      | $881856536.30  | 0.23%             | 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        |  668154300 | PA      | $665805316.70  | 0.17%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742550                      | CUSIP: 3620AW5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123225 | PA      | $122463.77     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | 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        |   15850000 | PA      | $15228226.69   | 0.00%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7303                      | CUSIP: 3138Y9DH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     349871 | PA      | $336842.03     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | 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        |    3075000 | PA      | $3037401.67    | 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        |   11150000 | PA      | $11096426.05   | 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        |      16260 | PA      | $16721.33      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914076                      | CUSIP: 31411SQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54291 | PA      | $56821.60      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1285720 | PA      | $1232828.56    | 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        |   15927000 | PA      | $15180451.93   | 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        |      42182 | PA      | $44043.92      | 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        |   14946259 | PA      | $13318040.03   | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3331000 | PA      | $3396141.89    | 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        |    1657178 | PA      | $1525389.01    | 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        |    7111000 | PA      | $7262801.55    | 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        |    2596984 | PA      | $2586675.78    | 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        |   29821000 | PA      | $29303678.71   | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95085                      | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     506527 | PA      | $494690.61     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12640000 | PA      | $12858132.72   | 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        |   19683000 | PA      | $19571745.11   | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6921                      | CUSIP: 3138WGVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     738227 | PA      | $721812.63     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $3300837.18    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11297342 | PA      | $10595657.71   | 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        |    1087092 | PA      | $1104998.46    | 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        |    4278000 | PA      | $4143612.63    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2715412.08    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | 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        |    3869281 | PA      | $3885980.50    | 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        |   28049000 | PA      | $22174787.24   | 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        |   25179936 | PA      | $22436879.17   | 0.01%             | 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        |   16180000 | PA      | $15409325.13   | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54656                      | CUSIP: 3128KHE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3231 | PA      | $3472.39       | 0.00%             | 2036-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2303239 | PA      | $2286806.62    | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 904556                      | CUSIP: 31411C5R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48205 | PA      | $50456.06      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434249                      | CUSIP: 36207KL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1412 | PA      | $1466.46       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   11500000 | PA      | $10535137.72   | 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        |      13661 | PA      | $14230.50      | 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        |   13688000 | PA      | $13530620.77   | 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        |   37282000 | PA      | $34697920.43   | 0.01%             | 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        |   12013000 | PA      | $8391111.79    | 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        |  108125799 | PA      | $83471267.70   | 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        |   12870000 | PA      | $8538747.09    | 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        |    5292292 | PA      | $4935448.00    | 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        |    4500000 | PA      | $3396447.90    | 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        |   19019000 | PA      | $19038923.63   | 0.00%             | 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        |     751051 | PA      | $732966.37     | 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        |   10076000 | PA      | $9064659.19    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 544459                      | CUSIP: 36212UZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4691 | PA      | $4767.75       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   20941000 | PA      | $21074632.68   | 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        |    6104000 | PA      | $5972152.27    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D77121                      | CUSIP: 3128FJ4E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        847 | PA      | $852.46        | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   25651000 | PA      | $16111529.68   | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     585000 | PA      | $415998.68     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4791957 | PA      | $4594785.85    | 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        |   27850000 | PA      | $21022915.67   | 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        |    8275000 | PA      | $8057197.03    | 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        |    2200000 | PA      | $2584289.40    | 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        |   12118000 | PA      | $12093110.00   | 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        |    1412451 | PA      | $1382587.40    | 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        |    4350000 | PA      | $4366019.61    | 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        |    6976000 | PA      | $7926314.53    | 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        |      81373 | PA      | $84639.90      | 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        |       2099 | PA      | $2203.44       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781129                      | CUSIP: 36225BHE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6380 | PA      | $6462.93       | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   10650000 | PA      | $10691967.00   | 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        |    5000000 | PA      | $4954994.20    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5843000 | PA      | $6162466.94    | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $9480835.10    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00793                      | CUSIP: 31283G3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        119 | PA      | $120.06        | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1627178.59    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7007000 | PA      | $6160755.41    | 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        |    1555000 | PA      | $1377209.38    | 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        |    7170000 | PA      | $5114670.42    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1930577.78    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6665000 | PA      | $5884060.60    | 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        |    8906000 | PA      | $7042578.24    | 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        |       7312 | PA      | $7644.33       | 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        |   39884996 | PA      | $32885199.25   | 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        |     865966 | PA      | $860643.84     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   14452000 | PA      | $15194392.76   | 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        |   10157000 | PA      | $10105385.17   | 0.00%             | 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        |      12102 | PA      | $12711.56      | 0.00%             | 2034-09-01      | Fixed         | 7.00%                 | 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        |   24658000 | PA      | $18922571.15   | 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        |   17421000 | PA      | $16917487.30   | 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        |    6796000 | PA      | $6867614.92    | 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        |   18678000 | PA      | $18898700.04   | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819889                      | CUSIP: 31406T2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5060 | PA      | $5129.96       | 0.00%             | 2035-04-01      | 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        |    6148000 | PA      | $5978272.47    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 437479                      | CUSIP: 36207N6Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $480.90        | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3088636 | PA      | $3069212.95    | 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        |   27880000 | PA      | $24522508.44   | 0.01%             | 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        |   26928000 | PA      | $27304088.02   | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8199                      | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  126771726 | PA      | $102490452.88  | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01200                      | CUSIP: 31283HKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        959 | PA      | $1006.95       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                      | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1597700 | PA      | $1557030.11    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8008                      | CUSIP: 3132D53R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     818343 | PA      | $779229.18     | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    9059000 | PA      | $9188953.01    | 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        |    6484493 | PA      | $5784163.57    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7215                      | CUSIP: 3138Y9AR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43939 | PA      | $43211.42      | 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        |    1294813 | PA      | $1248310.02    | 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        |      13613 | PA      | $14286.07      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   12589000 | PA      | $12583395.19   | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8220                      | CUSIP: 3132D6DZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7359288 | PA      | $7538049.24    | 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        |    7631000 | PA      | $7192793.03    | 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        |    9245000 | PA      | $9222715.72    | 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        |   26300000 | PA      | $27168795.74   | 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        |    1083802 | PA      | $1053999.26    | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2914223 | PA      | $2797621.31    | 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        |   30088567 | PA      | $25718882.92   | 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        |   22102000 | PA      | $13594945.95   | 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        |    2939119 | PA      | $2815994.73    | 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        |   15383000 | PA      | $14956730.80   | 0.00%             | 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        |   35852000 | PA      | $35379653.85   | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4739                      | CUSIP: 3132A5HQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1098819 | PA      | $1021773.12    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15850000 | PA      | $15012850.55   | 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        |    5463760 | PA      | $5772755.01    | 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        |    5154000 | PA      | $4202225.81    | 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        |    4753000 | PA      | $4341238.49    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1404                      | CUSIP: 3132CXRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11676396 | PA      | $11420351.39   | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   34920000 | PA      | $22336480.29   | 0.01%             | 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        |     277500 | PA      | $285016.54     | 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        |    6414827 | PA      | $6394000.82    | 0.00%             | 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        |   30172007 | PA      | $31230112.57   | 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        |   41462000 | PA      | $34932480.38   | 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        |   10778000 | PA      | $10886058.76   | 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        |    6775000 | PA      | $6701249.38    | 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        |   11905000 | PA      | $11874303.14   | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1576456.75    | 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        |   12860116 | PA      | $13027931.93   | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 509707                      | CUSIP: 31383QGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4891 | PA      | $5134.86       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3142763.09    | 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        |    9207269 | PA      | $8991321.20    | 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        |     616190 | PA      | $610792.31     | 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        |    1191483 | PA      | $1114721.24    | 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        |   42565288 | PA      | $36739568.31   | 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        |    7167000 | PA      | $7063332.31    | 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        |   21605000 | PA      | $21614616.72   | 0.01%             | 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        |   32228000 | PA      | $31633351.18   | 0.01%             | 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        |       3226 | PA      | $3256.90       | 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        |    7367887 | PA      | $6917526.75    | 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        |   35009000 | PA      | $33442266.95   | 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        |   17564000 | PA      | $16251957.51   | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    9830000 | PA      | $9164485.01    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   20529000 | PA      | $19566007.71   | 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        |   61110671 | PA      | $56100078.58   | 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        |   19906000 | PA      | $19339829.48   | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5903113.36    | 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        |     360085 | PA      | $351189.65     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508471                      | CUSIP: 36211B2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1049 | PA      | $1091.60       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545278                      | CUSIP: 36212VXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6069 | PA      | $6193.32       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4072000 | PA      | $4118858.33    | 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        |    7749000 | PA      | $7638883.68    | 0.00%             | 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        |   14560166 | PA      | $14378322.53   | 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        |   34150066 | PA      | $30771319.75   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    6861000 | PA      | $6916253.84    | 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        |   38016000 | PA      | $25634843.42   | 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        |    6296034 | PA      | $6124755.63    | 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        |     256753 | PA      | $259986.68     | 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        |  488761000 | PA      | $490822960.47  | 0.13%             | 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        |   11510000 | PA      | $12888593.56   | 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        |    2805000 | PA      | $2443077.57    | 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        |    5215000 | PA      | $5309274.28    | 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       |   42127000 | PA      | $39249555.05   | 0.01%             | 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        |   99095409 | PA      | $97720796.77   | 0.03%             | 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        |  169122000 | PA      | $167391141.19  | 0.04%             | 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        |    3864913 | PA      | $3159670.75    | 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        |    9602000 | PA      | $9512631.26    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03441                      | CUSIP: 3128M5EN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3392 | PA      | $3554.68       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790625                      | CUSIP: 31405JLE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22108 | PA      | $22736.12      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37876                      | CUSIP: 31297TXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102014 | PA      | $103614.36     | 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        |    2871493 | PA      | $2812890.91    | 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        |   12020000 | PA      | $12281668.46   | 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        |   30879089 | PA      | $31376124.74   | 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        |   45212000 | PA      | $27967729.94   | 0.01%             | 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        |    9133797 | PA      | $9106997.17    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3974                      | CUSIP: 3138WDMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2633 | PA      | $2533.66       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    8218000 | PA      | $8144551.44    | 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        |    3665000 | PA      | $3401983.85    | 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        |   27001000 | PA      | $22861751.58   | 0.01%             | 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        |      81675 | PA      | $85190.58      | 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        |      48639 | PA      | $47739.32      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $2000941.65    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4959                      | CUSIP: 3140GTQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     209742 | PA      | $195035.26     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7999000 | PA      | $7891575.30    | 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        |   14575000 | PA      | $13091113.36   | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    8213000 | PA      | $8065218.08    | 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        |  121485000 | PA      | $125419025.67  | 0.03%             | 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        |   23863000 | PA      | $24693031.92   | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   19248000 | PA      | $19596627.27   | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5168                      | CUSIP: 31418EW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10301959 | PA      | $10407820.24   | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5973                      | CUSIP: 3138WFT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43529 | PA      | $42639.71      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    5782000 | PA      | $5871919.97    | 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        |    4819249 | PA      | $4359369.39    | 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        |       1740 | PA      | $1763.26       | 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        |   14675000 | PA      | $12947655.65   | 0.00%             | 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        |       1001 | PA      | $1019.70       | 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        |   11045371 | PA      | $9451635.21    | 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        |    4343000 | PA      | $5178477.59    | 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        |  954457300 | PA      | $931043269.36  | 0.24%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2370000 | PA      | $2214804.13    | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   21664000 | PA      | $22117887.71   | 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        |    2065705 | PA      | $1923445.61    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Corp                                                     | AMERICAN EXPRESS               | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    1919500 | PA      | $1901820.97    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15057000 | PA      | $14687782.58   | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3131                      | CUSIP: 31418QPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     532147 | PA      | $540333.72     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   27287000 | PA      | $21726257.21   | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1732                      | CUSIP: 3132AD4R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435663 | PA      | $425046.17     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41897                      | CUSIP: 3128K2DA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6690 | PA      | $6905.53       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434577                      | CUSIP: 36207KXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6873 | PA      | $7087.72       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3440                      | CUSIP: 3140X6ZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1046456 | PA      | $972450.13     | 0.00%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0542                      | CUSIP: 3132ACS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6851954 | PA      | $6569665.51    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5594                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1166166 | PA      | $1089418.13    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8313750 | PA      | $7870870.19    | 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        |    3697000 | PA      | $4189200.41    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253267                      | CUSIP: 31371JJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2458 | PA      | $2574.26       | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2180                      | CUSIP: 3132DPM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7463602 | PA      | $7689042.03    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | 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        |    7900000 | PA      | $7776925.11    | 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        |   20850000 | PA      | $20857968.87   | 0.01%             | 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        |    1296816 | PA      | $1253339.18    | 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        |   18237000 | PA      | $18185011.55   | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 516134                      | CUSIP: 31383XLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1194 | PA      | $1239.79       | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   17751000 | PA      | $13884569.45   | 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 252569                      | CUSIP: 31371HQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2881 | PA      | $2935.58       | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885655                      | CUSIP: 31410C5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127732 | PA      | $133483.03     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     121000 | PA      | $124703.54     | 0.00%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6515                      | CUSIP: 3138WGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1615212 | PA      | $1552457.88    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   19526000 | PA      | $19247262.55   | 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        |   13770000 | PA      | $14240093.06   | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00651                      | CUSIP: 31292GWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3939 | PA      | $4050.27       | 0.00%             | 2028-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2735400 | PA      | $2644891.05    | 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        |    4350000 | PA      | $4332859.52    | 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        |    9915000 | PA      | $7291417.49    | 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        |    9707000 | PA      | $10084960.00   | 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        |   11025000 | PA      | $10047229.56   | 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        |    2179000 | PA      | $2150837.00    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4876                      | CUSIP: 3138A6M23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     970693 | PA      | $945679.37     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7075                      | CUSIP: 3138EP2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     956872 | PA      | $938621.73     | 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        |    6634000 | PA      | $4488869.75    | 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        |    5536000 | PA      | $5531351.58    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12497000 | PA      | $11471277.74   | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5122000 | PA      | $4423528.64    | 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        |    3065000 | PA      | $2967371.94    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1667500 | PA      | $1004777.52    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7095170.79    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6306                      | CUSIP: 3138YLAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10920 | PA      | $10192.09      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   22593000 | PA      | $22680364.96   | 0.01%             | 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        |    4824000 | PA      | $4423565.55    | 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        |    5954405 | PA      | $5696068.52    | 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        |    5872000 | PA      | $6077670.82    | 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        |   20025000 | PA      | $20053162.78   | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13097000 | PA      | $12957222.96   | 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        |   25193000 | PA      | $23895133.94   | 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        |    2213786 | PA      | $2053162.24    | 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        |   59188000 | PA      | $50077100.08   | 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        |  458375800 | PA      | $442619131.88  | 0.11%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8353                      | CUSIP: 3132DWH63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3580703 | PA      | $3376116.60    | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3274527.43    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3969000 | PA      | $3920096.36    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15518000 | PA      | $14959163.28   | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3473338 | PA      | $3365159.71    | 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        |   21833018 | PA      | $21033863.85   | 0.01%             | 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        |      22653 | PA      | $23684.00      | 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        |    1436203 | PA      | $1285131.64    | 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        |      27810 | PA      | $27836.13      | 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        |   12054982 | PA      | $11479226.65   | 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        |   49169521 | PA      | $51326936.89   | 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        |    8462000 | PA      | $6447458.32    | 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        |   22667000 | PA      | $17111487.51   | 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        |    5524381 | PA      | $5055421.48    | 0.00%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $5492794.04    | 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        |    2350000 | PA      | $2325948.08    | 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        |   11144000 | PA      | $10658985.25   | 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        |   35388000 | PA      | $35229670.70   | 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        |    7013000 | PA      | $5899555.34    | 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        |   18081000 | PA      | $15741691.01   | 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        |   62717000 | PA      | $37836728.98   | 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        |    5630000 | PA      | $5447035.89    | 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        |    1654468 | PA      | $1631299.66    | 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        |   13170104 | PA      | $13728769.14   | 0.00%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1349                      | CUSIP: 31416WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275863 | PA      | $274629.78     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13383000 | PA      | $13552600.93   | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    6294000 | PA      | $4057779.56    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01317                      | CUSIP: 31283HPA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6921 | PA      | $7266.55       | 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        |       2496 | PA      | $2542.61       | 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        |         48 | PA      | $48.02         | 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        |    7775000 | PA      | $7565154.05    | 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        |    5899080 | PA      | $5878084.85    | 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        |    7295000 | PA      | $7456229.54    | 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        |   45862000 | PA      | $42264242.70   | 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        |    5910873 | PA      | $5439292.04    | 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        |   26942000 | PA      | $25947032.68   | 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        |    4005000 | PA      | $4067380.68    | 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        |   13265000 | PA      | $10628567.38   | 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        |    9678562 | PA      | $9415265.68    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929407                      | CUSIP: 31412MR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22189 | PA      | $22524.40      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   23920000 | PA      | $17097669.83   | 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        |    6570000 | PA      | $6618309.62    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42152                      | CUSIP: 3128K2L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21958 | PA      | $22683.44      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 956017                      | CUSIP: 31413USE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29431 | PA      | $30771.50      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31165000 | PA      | $29682831.24   | 0.01%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   12792000 | PA      | $11485568.14   | 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        |   45999000 | PA      | $47745486.62   | 0.01%             | 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        |    6248000 | PA      | $6305862.73    | 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        |    8434000 | PA      | $8686530.83    | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4270                      | CUSIP: 3140XKW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11119380 | PA      | $9093869.67    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5647061 | PA      | $5110922.52    | 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        |    3264977 | PA      | $3300791.81    | 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        |    6210000 | PA      | $6154508.06    | 0.00%             | 2031-02-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716848                      | CUSIP: 3620A2L53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     429755 | PA      | $427569.58     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | 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        |    2000000 | PA      | $2069404.60    | 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        |   10385000 | PA      | $10570385.33   | 0.00%             | 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        |     356985 | PA      | $355091.29     | 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        |    9507000 | PA      | $8859393.87    | 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        |   18209000 | PA      | $18366300.10   | 0.00%             | 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        |      60245 | PA      | $62974.45      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2963                      | CUSIP: 3140QAJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106129 | PA      | $103573.62     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   17593000 | PA      | $11272543.54   | 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        |    3683000 | PA      | $2991414.77    | 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        |   21210000 | PA      | $21139255.19   | 0.01%             | 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        |    7010000 | PA      | $7068803.88    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6397                      | CUSIP: 3138WGDB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231486 | PA      | $215882.35     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9074000 | PA      | $9044187.33    | 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        |    6929552 | PA      | $5695413.23    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563302                      | CUSIP: 36213SX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1839 | PA      | $1890.37       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1829000 | PA      | $1670181.41    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   11960000 | PA      | $12098149.72   | 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        |   11573662 | PA      | $11910406.53   | 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        |  853427600 | PA      | $863262021.74  | 0.22%             | 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        |   17157000 | PA      | $15923525.47   | 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        |    7304376 | PA      | $6975771.14    | 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        |   21104000 | PA      | $21499271.73   | 0.01%             | 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        |      10389 | PA      | $10907.33      | 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        |   11022000 | PA      | $8773515.87    | 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        |   30893000 | PA      | $30829886.99   | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    7175000 | PA      | $7081789.58    | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   23195000 | PA      | $22841641.84   | 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        |   23015000 | PA      | $23550039.81   | 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        |     644559 | PA      | $643563.72     | 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        |   55522000 | PA      | $49426498.26   | 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        |    7316936 | PA      | $7043657.03    | 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        |    2706000 | PA      | $1578361.27    | 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        |      41882 | PA      | $43855.68      | 0.00%             | 2042-02-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1560                      | CUSIP: 31416WWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3872782 | PA      | $3854561.25    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529568                      | CUSIP: 36212CJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3168 | PA      | $3262.77       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   25226000 | PA      | $14989531.27   | 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        |   18340452 | PA      | $15755768.55   | 0.00%             | 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        |   12186000 | PA      | $12096925.10   | 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        |   17701000 | PA      | $12672388.41   | 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        |     789180 | PA      | $736623.57     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2516                      | CUSIP: 31418BYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2378337 | PA      | $2149482.59    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    9310000 | PA      | $9277660.48    | 0.00%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781222                      | CUSIP: 36225BLB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        207 | PA      | $214.06        | 0.00%             | 2030-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $4039801.29    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   23830000 | PA      | $23601806.27   | 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        |    6972000 | PA      | $6876930.34    | 0.00%             | 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        |   17852000 | PA      | $17919199.77   | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  143697786 | PA      | $123746109.68  | 0.03%             | 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        |     482292 | PA      | $484250.71     | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38072                      | CUSIP: 31297T6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25750 | PA      | $26158.40      | 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        |   17727000 | PA      | $18722828.33   | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                                     | GMALT 2025-2 A4                | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1509771.15    | 0.00%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3124637 | PA      | $2933239.58    | 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        |    4100000 | PA      | $3970284.20    | 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        |   23661000 | PA      | $23920732.66   | 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        |    3060000 | PA      | $3287829.24    | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8007                      | CUSIP: 3132DV3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120116 | PA      | $117185.69     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    4407000 | PA      | $4452377.99    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5393065.77    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2375197.18    | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   16954800 | PA      | $13722204.22   | 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        |    6803000 | PA      | $6865071.77    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8168                      | CUSIP: 3132D6CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201427 | PA      | $190226.31     | 0.00%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5966000 | PA      | $4521322.24    | 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        |   88738788 | PA      | $81462908.76   | 0.02%             | 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        |    5440000 | PA      | $5508851.34    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898429                      | CUSIP: 31410VEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31208 | PA      | $32643.17      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   13720000 | PA      | $14141803.64   | 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        |    6313000 | PA      | $6267581.12    | 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        |      38179 | PA      | $38778.15      | 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        |    5953286 | PA      | $6132318.23    | 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        |       6070 | PA      | $6501.47       | 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        |    7255000 | PA      | $7080508.53    | 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        |      10342 | PA      | $10537.72      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | 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        |    1250000 | PA      | $1217959.38    | 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        |      67688 | PA      | $70932.54      | 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        |   12795000 | PA      | $12687006.22   | 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        |   75036000 | PA      | $75951513.10   | 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        |    5430000 | PA      | $5471045.53    | 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        |    7750000 | PA      | $7643573.65    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753172                      | CUSIP: 31403MW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     858534 | PA      | $869754.99     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9490                      | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29586132 | PA      | $30832731.51   | 0.01%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB4841                      | CUSIP: 3140AELX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     882502 | PA      | $852951.29     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931135                      | CUSIP: 31412PPU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     454219 | PA      | $452582.37     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507895                      | CUSIP: 36211BGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        662 | PA      | $687.26        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | 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        |    4750000 | PA      | $4414862.33    | 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        |   25436000 | PA      | $26105532.56   | 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        |   19469000 | PA      | $19150642.29   | 0.00%             | 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        |    4707000 | PA      | $4522967.13    | 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        |    6092100 | PA      | $5606141.79    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5138                      | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8315829 | PA      | $8384714.37    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16124000 | PA      | $15365318.06   | 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        |      10781 | PA      | $11422.21      | 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        |     921563 | PA      | $931677.00     | 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        |   43410750 | PA      | $35611556.91   | 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        |   14210686 | PA      | $14693212.26   | 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        |    1354865 | PA      | $1248666.70    | 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        |    4846000 | PA      | $3799132.98    | 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        |   15367603 | PA      | $15323445.60   | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1001                      | CUSIP: 3142GRDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13365230 | PA      | $13467590.62   | 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        |    1454096 | PA      | $1394099.56    | 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        |   10410000 | PA      | $10506963.38   | 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        |   23668000 | PA      | $23786837.33   | 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        |    9925000 | PA      | $9917521.74    | 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        | 1218529000 | PA      | $1061976585.82 | 0.27%             | 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        |   12128000 | PA      | $12112845.22   | 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        |      67862 | PA      | $71115.58      | 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        |    9125000 | PA      | $9175813.69    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 545843                      | CUSIP: 36212WLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9431 | PA      | $9687.48       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6499000 | PA      | $6417104.37    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1360854 | PA      | $1334889.69    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594898                      | CUSIP: 36201V3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1851 | PA      | $1933.17       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783718                      | CUSIP: 3622A2DX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2844205 | PA      | $2742872.46    | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4553000 | PA      | $4003371.15    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 593022                      | CUSIP: 31387SYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6690 | PA      | $7023.80       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787145                      | CUSIP: 3622ACZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27602950 | PA      | $29158469.61   | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C32244                      | CUSIP: 31293XP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        704 | PA      | $738.79        | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   13161000 | PA      | $13205355.97   | 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        |     562685 | PA      | $568829.51     | 0.00%             | 2042-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19286                      | CUSIP: 31293FJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         56 | PA      | $57.47         | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3905                      | CUSIP: 31417AKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49768 | PA      | $49592.66      | 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        |   12800000 | PA      | $11433638.40   | 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        |   14552100 | PA      | $14393323.90   | 0.00%             | 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        |    3420000 | PA      | $3543374.90    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449105                      | CUSIP: 31380S3N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2338 | PA      | $2381.79       | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    7865000 | PA      | $7940998.94    | 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        |   19471000 | PA      | $19480374.54   | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3921000 | PA      | $3249358.25    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   71855000 | PA      | $73724045.85   | 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        |   28495000 | PA      | $25560020.00   | 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        |    8585682 | PA      | $8170256.74    | 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        |    8949000 | PA      | $7949532.04    | 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        |   13828000 | PA      | $11205176.82   | 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        |    9950000 | PA      | $9409290.48    | 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        |    6328000 | PA      | $6260541.03    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   15570000 | PA      | $15340392.73   | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6437426.32    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313244                      | CUSIP: 31374F5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $5.73          | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    8860000 | PA      | $8621586.81    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EQ8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5593000 | PA      | $5553247.15    | 0.00%             | 2029-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252440                      | CUSIP: 31371HLV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        539 | PA      | $566.18        | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   26459000 | PA      | $25929056.16   | 0.01%             | 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        |   41720309 | PA      | $42496148.39   | 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        |    9886000 | PA      | $8244867.11    | 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        |   23970000 | PA      | $23939222.47   | 0.01%             | 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        |     782725 | PA      | $775015.00     | 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        |   33772062 | PA      | $33483003.32   | 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        |   61653000 | PA      | $40383960.54   | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX0983                      | CUSIP: 3140N5CV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1603419 | PA      | $1512307.77    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612719 | PA      | $603989.51     | 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        |   23530000 | PA      | $23651899.18   | 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        |   24682000 | PA      | $24519254.33   | 0.01%             | 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        |       3307 | PA      | $3566.11       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3919699.13    | 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        |    3595000 | PA      | $3777045.21    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8071                      | CUSIP: 3140XP6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7931221 | PA      | $7091993.11    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412239                      | CUSIP: 36206H4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1027 | PA      | $1060.00       | 0.00%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3663                        | CUSIP: 36202EB81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129338 | PA      | $128919.59     | 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        |    4355000 | PA      | $4270175.29    | 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        |   10585000 | PA      | $10634278.75   | 0.00%             | 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        |   12734000 | PA      | $11618400.41   | 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        |    6650000 | PA      | $6329295.72    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6671000 | PA      | $4529738.97    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3178484 | PA      | $3158866.25    | 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        |   23345000 | PA      | $14613574.64   | 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        |    7590000 | PA      | $7562852.85    | 0.00%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 585241                      | CUSIP: 31387JEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3697 | PA      | $3881.24       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2495890 | PA      | $2460354.29    | 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        |   28674000 | PA      | $26658917.11   | 0.01%             | 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        |   11206000 | PA      | $6523703.20    | 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        |    4685000 | PA      | $4174708.86    | 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        |   11232634 | PA      | $10888447.93   | 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        |   23519000 | PA      | $21856793.92   | 0.01%             | 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        |    4325000 | PA      | $3575491.21    | 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        |     328762 | PA      | $321658.75     | 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        |   28824116 | PA      | $27384400.52   | 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        |   73741332 | PA      | $74240884.93   | 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        |      14449 | PA      | $14818.01      | 0.00%             | 2037-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457638                      | CUSIP: 36208QLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        878 | PA      | $883.96        | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-E-1-TXBL              | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    8457000 | PA      | $8304453.48    | 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        |    9441000 | PA      | $9459051.06    | 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        |    1125000 | PA      | $949685.29     | 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        |    2327642 | PA      | $2166173.49    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 805059                      | CUSIP: 31406BMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2481 | PA      | $2532.28       | 0.00%             | 2035-01-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $6053827.87    | 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        |   30068000 | PA      | $29428041.11   | 0.01%             | 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        |   33115000 | PA      | $32652207.70   | 0.01%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   18969000 | PA      | $12053651.64   | 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        |    4311756 | PA      | $4124518.33    | 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        |   16140481 | PA      | $13139797.97   | 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        |   11355000 | PA      | $13117706.15   | 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        |     844000 | PA      | $846420.45     | 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        |   19930000 | PA      | $15806203.98   | 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        |   12326543 | PA      | $12632420.86   | 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        |    9539182 | PA      | $8570256.14    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6177061.60    | 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        |   33085000 | PA      | $31188800.69   | 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        |    9878000 | PA      | $9886843.15    | 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        |     155791 | PA      | $152073.69     | 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        |   22588000 | PA      | $15088913.94   | 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        |   73604799 | PA      | $63191383.13   | 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        |   14809000 | PA      | $13008645.33   | 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        |     672632 | PA      | $669136.96     | 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        |    9020839 | PA      | $8411607.84    | 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        |    4934000 | PA      | $4223907.37    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   26908000 | PA      | $16685651.73   | 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        |   12134000 | PA      | $11124880.06   | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    5214000 | PA      | $5185145.49    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 512069                      | CUSIP: 31383S2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4698 | PA      | $4932.03       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3281937 | PA      | $3209535.36    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8476                      | CUSIP: 3132DWMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19321503 | PA      | $19702842.12   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7555000 | PA      | $7547829.83    | 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        |   29749000 | PA      | $29956188.19   | 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        |    8189000 | PA      | $7110888.55    | 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        |   24214000 | PA      | $21190456.58   | 0.01%             | 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        |    6774024 | PA      | $6768966.35    | 0.00%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   14275000 | PA      | $13994119.07   | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | 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        |     762751 | PA      | $748214.84     | 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        |    7960000 | PA      | $7855306.90    | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                      | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3276194 | PA      | $3153132.60    | 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        |     520347 | PA      | $526903.26     | 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        |     415038 | PA      | $406266.30     | 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        |    3916183 | PA      | $3891123.40    | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543737                      | CUSIP: 36212UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1646.10       | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18934000 | PA      | $12441854.03   | 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        |   24151000 | PA      | $25239304.78   | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    7520000 | PA      | $7372815.24    | 0.00%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1519                      | CUSIP: 3142GRVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45818274 | PA      | $47416997.39   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556518                      | CUSIP: 31385YG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        524 | PA      | $540.64        | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0306                      | CUSIP: 3618N5KU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25599641 | PA      | $24705169.13   | 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       |   84055000 | PA      | $85910510.15   | 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        |   12777215 | PA      | $11477124.29   | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   18935000 | PA      | $19182057.05   | 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        |    9249000 | PA      | $7675153.69    | 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        |    1955000 | PA      | $1641420.15    | 0.00%             | 2050-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   17982000 | PA      | $16187218.31   | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253183                      | CUSIP: 31371JFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        701 | PA      | $730.30        | 0.00%             | 2030-04-01      | Fixed         | 7.50%                 | 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        |   16455882 | PA      | $16767701.66   | 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        |    8349000 | PA      | $7733186.70    | 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        |   11342000 | PA      | $11398127.18   | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   17525000 | PA      | $17707069.83   | 0.00%             | 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        |   19215008 | PA      | $19050544.89   | 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        |   16511000 | PA      | $16978877.15   | 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        |      86274 | PA      | $87432.52      | 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        |   17611956 | PA      | $17549272.98   | 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        |   13009000 | PA      | $12413120.82   | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5982                      | CUSIP: 3140X9UG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4639336 | PA      | $3810180.72    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $3974057.79    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15160196 | PA      | $13753654.60   | 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        |   10530000 | PA      | $10463254.83   | 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        |    2236609 | PA      | $2125755.42    | 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        |   11207474 | PA      | $9986551.61    | 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        |     713911 | PA      | $715696.52     | 0.00%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 512026                      | CUSIP: 31383SYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2028 | PA      | $2128.88       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                      | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36835 | PA      | $38405.25      | 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        |    7495000 | PA      | $4872483.51    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564150                      | CUSIP: 36213TWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3749 | PA      | $3853.84       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3115326.25    | 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        |    9142000 | PA      | $7551374.39    | 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        |   11330000 | PA      | $11767118.62   | 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        |   23988666 | PA      | $24878170.25   | 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        |   30675000 | PA      | $31202211.88   | 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        |      93478 | PA      | $95984.82      | 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        |    1992000 | PA      | $2036870.41    | 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        |   88267594 | PA      | $77776098.83   | 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        |    5880000 | PA      | $5872504.15    | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48240000 | PA      | $49917093.51   | 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        |    5813000 | PA      | $3601073.63    | 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        |   20365000 | PA      | $20064366.79   | 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        |    4493648 | PA      | $4123800.30    | 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        |   62404300 | PA      | $58412184.32   | 0.02%             | 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        |    5212000 | PA      | $5529323.01    | 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        |   17165889 | PA      | $17778609.50   | 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        |    1689000 | PA      | $1685629.78    | 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        |   14923000 | PA      | $14814233.09   | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11569000 | PA      | $12219972.21   | 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        |    4788000 | PA      | $5046964.85    | 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        |   13363036 | PA      | $12637112.04   | 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        |    2605721 | PA      | $2452144.71    | 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        |    9445000 | PA      | $9583386.97    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2605                      | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6824751 | PA      | $6896747.26    | 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        |       7216 | PA      | $7396.37       | 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        |    7175000 | PA      | $7220894.63    | 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        |    2685000 | PA      | $1906419.25    | 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        |     111775 | PA      | $109200.03     | 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        |   33657000 | PA      | $27128703.47   | 0.01%             | 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        |     161643 | PA      | $169028.07     | 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        |     227389 | PA      | $224192.41     | 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        |    3975000 | PA      | $4089445.24    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955429                      | CUSIP: 31413T4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5927 | PA      | $6201.94       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40534                      | CUSIP: 3128K0SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26969 | PA      | $27841.24      | 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        |   15028000 | PA      | $12534601.13   | 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        |   45586000 | PA      | $44553944.03   | 0.01%             | 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        |    3096000 | PA      | $2001665.75    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   22035000 | PA      | $22704552.55   | 0.01%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     600000 | PA      | $369484.26     | 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        |      19311 | PA      | $19302.73      | 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        |     371028 | PA      | $376792.92     | 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        |   30773000 | PA      | $28272636.88   | 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        |  748913100 | PA      | $748328011.64  | 0.19%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537404                      | CUSIP: 36212MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        178 | PA      | $184.52        | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   27346000 | PA      | $22416546.84   | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5290751.29    | 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        |      12870 | PA      | $13464.05      | 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        |    8547905 | PA      | $8229934.27    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36148                      | CUSIP: 3132QSZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     840276 | PA      | $808938.98     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5517957.72    | 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        |  642694000 | PA      | $634936484.18  | 0.16%             | 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        |   19633813 | PA      | $20614500.66   | 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        |   17560000 | PA      | $17416228.58   | 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        |   13125000 | PA      | $13343604.75   | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7148                      | CUSIP: 3140FE5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     892840 | PA      | $830794.71     | 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        |   20760385 | PA      | $20286443.85   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 687425                      | CUSIP: 31400GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27394 | PA      | $28094.89      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3563                      | CUSIP: 31418C5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4067722 | PA      | $3873443.89    | 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        |    1618000 | PA      | $1627103.06    | 0.00%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                   | HDMOT 2025-A A2A               | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1467810 | PA      | $1470739.94    | 0.00%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA4304                      | CUSIP: 3140W4YA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17680823 | PA      | $17788884.80   | 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       |   58200000 | PA      | $59094772.32   | 0.02%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29072000 | PA      | $31961317.07   | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   35943000 | PA      | $34868319.37   | 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        |    6899000 | PA      | $6981219.75    | 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        |   12323051 | PA      | $11401230.45   | 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        |   18893000 | PA      | $16504091.89   | 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        |   13569000 | PA      | $13321721.40   | 0.00%             | 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        |      78726 | PA      | $82651.38      | 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        |       1800 | PA      | $1850.78       | 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        |   15708000 | PA      | $13601935.00   | 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        |    2588000 | PA      | $2563493.19    | 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        |    2076752 | PA      | $1935497.84    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535951                      | CUSIP: 31384WL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        278 | PA      | $288.18        | 0.00%             | 2031-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8632546 | PA      | $8223573.48    | 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        |   20228000 | PA      | $17969798.05   | 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        |   66901652 | PA      | $59723071.25   | 0.02%             | 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        |      22741 | PA      | $23770.46      | 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        |    1608378 | PA      | $1495100.42    | 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        |     869351 | PA      | $883988.63     | 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        |    9953947 | PA      | $9853525.09    | 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        |   29500000 | PA      | $27691220.78   | 0.01%             | 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        |    2380000 | PA      | $2372064.60    | 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        |    4552879 | PA      | $4119906.55    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    3490000 | PA      | $3476749.27    | 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        |    6247000 | PA      | $6441264.62    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp/The                                                                | LUBRIZOL CORP                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    8452000 | PA      | $9455393.13    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   38009000 | PA      | $36723429.70   | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5311000 | PA      | $5258361.45    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   47837000 | PA      | $44971485.45   | 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        |   12912845 | PA      | $12706142.56   | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250758                      | CUSIP: 31371FQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         90 | PA      | $89.91         | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    4055000 | PA      | $3083287.69    | 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        |   44801000 | PA      | $40710728.55   | 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        |     967707 | PA      | $949067.19     | 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        |   15642000 | PA      | $16653833.35   | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893452                      | CUSIP: 31410PTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29319 | PA      | $30602.58      | 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        |   11625000 | PA      | $11529869.14   | 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        |   96556679 | PA      | $96098188.95   | 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        |   22094776 | PA      | $18187361.19   | 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        |   31346000 | PA      | $24916502.93   | 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        |   12699000 | PA      | $12718364.62   | 0.00%             | 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        |   50775236 | PA      | $45735758.03   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   17124000 | PA      | $16702649.83   | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2636381 | PA      | $2602140.63    | 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        |    9665000 | PA      | $6204627.55    | 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        |     112505 | PA      | $117914.78     | 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        |      36264 | PA      | $37236.56      | 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        |   17187000 | PA      | $16163350.40   | 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        |    8201280 | PA      | $8615113.67    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529218                      | CUSIP: 36212B4B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2394 | PA      | $2467.19       | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9526000 | PA      | $11777474.12   | 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        |    4958000 | PA      | $4936361.34    | 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        |    1982000 | PA      | $1874940.57    | 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        |    8173000 | PA      | $8122214.47    | 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        |    9113000 | PA      | $8056862.89    | 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        |   23208374 | PA      | $19801618.85   | 0.01%             | 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        |   11597000 | PA      | $11615998.23   | 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        |    5865000 | PA      | $4568763.73    | 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       |   36750000 | PA      | $36418005.94   | 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        |    7510517 | PA      | $7889494.96    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   18450000 | PA      | $18060308.36   | 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        |   16650000 | PA      | $16725885.66   | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   28277000 | PA      | $25415306.48   | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6992000 | PA      | $5435433.87    | 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        |   12690000 | PA      | $12542181.82   | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6704660.08    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809276                      | CUSIP: 31406GCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11038 | PA      | $11366.03      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4777804.96    | 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        |     231092 | PA      | $231023.83     | 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        |   39244200 | PA      | $35149448.12   | 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        |    5375000 | PA      | $5058042.16    | 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        |   78232472 | PA      | $63834927.49   | 0.02%             | 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        |      22116 | PA      | $21576.47      | 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        |    7101000 | PA      | $6276019.22    | 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        |   56392000 | PA      | $54216116.59   | 0.01%             | 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        |   68707000 | PA      | $61844527.22   | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3567000 | PA      | $3550719.03    | 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        |    2720000 | PA      | $2697836.99    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q31953                      | CUSIP: 3132QNE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1240967 | PA      | $1160725.41    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1145379.72    | 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        |    9210000 | PA      | $7682200.90    | 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        |     655873 | PA      | $634684.99     | 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        |   11731000 | PA      | $11115280.15   | 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        |  104730000 | PA      | $102678216.50  | 0.03%             | 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        |     745000 | PA      | $741556.15     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                                          | WINTRUST FINL                  | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    3927000 | PA      | $3842761.41    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   12954000 | PA      | $12899980.32   | 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        |   10476000 | PA      | $9312402.51    | 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        |    7920000 | PA      | $6603843.57    | 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        |   28553000 | PA      | $27173681.62   | 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        |    4051000 | PA      | $4030197.60    | 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        |   11399000 | PA      | $8495837.55    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23227380 | PA      | $21524527.03   | 0.01%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7556                      | CUSIP: 3132A8MD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159101 | PA      | $156157.51     | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  589880600 | PA      | $585733002.03  | 0.15%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C56015                      | CUSIP: 31298SVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1525 | PA      | $1565.06       | 0.00%             | 2031-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   19147000 | PA      | $18595115.69   | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2384                      | CUSIP: 3132DPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12887491 | PA      | $13435093.34   | 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        |    2300000 | PA      | $2283712.32    | 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        |    7708694 | PA      | $7388358.49    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   32337000 | PA      | $34188423.08   | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   13001000 | PA      | $9028090.59    | 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        |    2877140 | PA      | $2810072.35    | 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        |   10275000 | PA      | $9774959.93    | 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        |   17364000 | PA      | $11742334.26   | 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        |    2331000 | PA      | $2395040.48    | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ7729                      | CUSIP: 3140KTST3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     352221 | PA      | $296335.77     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4700000 | PA      | $3723539.28    | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 500003                      | CUSIP: 36210RNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10774 | PA      | $11116.45      | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15027                      | CUSIP: 3128MDYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2530 | PA      | $2523.96       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7580                      | CUSIP: 3140XBM64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15200400 | PA      | $14148841.99   | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   10218000 | PA      | $9101210.93    | 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        |    1023566 | PA      | $1009345.63    | 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        |    6475437 | PA      | $6261107.13    | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 572965                      | CUSIP: 31386TQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8220 | PA      | $8629.32       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    8695000 | PA      | $9160135.79    | 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        |     775000 | PA      | $780488.94     | 0.00%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3017                      | CUSIP: 3132DQK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11408602 | PA      | $10229943.08   | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323542                      | CUSIP: 31374TLX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         80 | PA      | $84.17         | 0.00%             | 2029-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8362                      | CUSIP: 3132D6JF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8511064 | PA      | $8448117.12    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   10758000 | PA      | $10560949.67   | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 502738                      | CUSIP: 36210UPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2083 | PA      | $2125.33       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1459357 | PA      | $1425370.98    | 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        |   30720000 | PA      | $34494531.77   | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3275                      | CUSIP: 31418CT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     227253 | PA      | $204201.03     | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6164296.23    | 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        |    5355000 | PA      | $3896688.38    | 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        |    6200000 | PA      | $5363555.35    | 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        |    7921000 | PA      | $8154453.54    | 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        |    6621097 | PA      | $6113394.30    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5516279.51    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1782227 | PA      | $1712893.46    | 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        |     539357 | PA      | $537511.05     | 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        |    6678000 | PA      | $6637891.32    | 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        |    8447000 | PA      | $8354963.09    | 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        |    6010000 | PA      | $5786305.64    | 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        |   69520186 | PA      | $71189205.35   | 0.02%             | 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        |   28653128 | PA      | $23308305.69   | 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        |      10561 | PA      | $10970.63      | 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        |   30896000 | PA      | $26989738.23   | 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        |     590250 | PA      | $587248.53     | 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        |    6723150 | PA      | $6509417.59    | 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        |   42952000 | PA      | $42899285.90   | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6849000 | PA      | $6824258.04    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11278802 | PA      | $10722362.21   | 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        |     192350 | PA      | $190308.03     | 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        |    5960000 | PA      | $6008733.46    | 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        |    4330000 | PA      | $3023424.37    | 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        |   59782924 | PA      | $60558380.32   | 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        |    4078205 | PA      | $3796038.72    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5987                      | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2623062 | PA      | $2579157.56    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16764515 | PA      | $16200793.23   | 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        |    2701992 | PA      | $2527860.69    | 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        |    5344885 | PA      | $4775985.29    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    5400000 | PA      | $5718850.56    | 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        |   10686000 | PA      | $8289051.31    | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759078                      | CUSIP: 36230UCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392147 | PA      | $370536.72     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX9804                      | CUSIP: 3140NE3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     218839 | PA      | $227180.04     | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01396                      | CUSIP: 3132GERR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316512 | PA      | $315267.62     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05784                      | CUSIP: 3128M7XM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40738 | PA      | $42720.65      | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9748950.93    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0458                      | CUSIP: 31427MQL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16997356 | PA      | $13837370.66   | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14125412 | PA      | $12556073.21   | 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        |  701555100 | PA      | $667189858.39  | 0.17%             | 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        |   14495000 | PA      | $14722374.30   | 0.00%             | 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        |    6946000 | PA      | $7011117.53    | 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        |   39590000 | PA      | $40228239.70   | 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       |   46952000 | PA      | $46586401.32   | 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        |  533611000 | PA      | $533527623.28  | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906131                      | CUSIP: 31411EVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5757 | PA      | $6007.95       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | 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        |    4225000 | PA      | $3909216.32    | 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        |   12122000 | PA      | $12256339.95   | 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       |   67613000 | PA      | $64321696.28   | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   70779000 | PA      | $72810467.02   | 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        |   29691876 | PA      | $27470787.09   | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0304                      | CUSIP: 3140EUKS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1349292 | PA      | $1257720.23    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   11207000 | PA      | $10851562.97   | 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        |   95508000 | PA      | $95113270.23   | 0.02%             | 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        |    5287000 | PA      | $5326953.91    | 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        |    5968000 | PA      | $5942890.89    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   22850000 | PA      | $24086826.32   | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $2490563.46    | 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        |    3293000 | PA      | $3036384.54    | 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        |    1240165 | PA      | $1242373.70    | 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        |   26829000 | PA      | $26329450.95   | 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        |   10921933 | PA      | $9667268.56    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 461592                      | CUSIP: 36208UXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        388 | PA      | $402.57        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11773463 | PA      | $10030520.87   | 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        |  110824819 | PA      | $111480348.02  | 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        |   10100000 | PA      | $10108391.08   | 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        |   14452000 | PA      | $14618961.37   | 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        |   10019000 | PA      | $9987527.92    | 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        |   11890000 | PA      | $12170108.42   | 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        |    2825000 | PA      | $2834349.53    | 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        |    4365000 | PA      | $3383341.62    | 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        |   15213000 | PA      | $17141525.06   | 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        |   40511000 | PA      | $30514511.06   | 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        |   28025000 | PA      | $28608341.94   | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485610                      | CUSIP: 36209YN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2665 | PA      | $2774.39       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    6621000 | PA      | $6620094.57    | 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        |   15294311 | PA      | $14359448.95   | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4384                      | CUSIP: 31418D2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6237307 | PA      | $5898254.91    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2993                      | CUSIP: 3132DQKE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8791028 | PA      | $7541801.88    | 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        |   13395000 | PA      | $13890552.02   | 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        |   10042000 | PA      | $9547181.68    | 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        |     181925 | PA      | $190344.87     | 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        |    3097020 | PA      | $3076268.54    | 0.00%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7492                      | CUSIP: 3140XPKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5106524 | PA      | $4943668.79    | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04899                      | CUSIP: 3132GLDC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4022429 | PA      | $3917537.73    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86715                      | CUSIP: 312933N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120481 | PA      | $120347.75     | 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        |   12567000 | PA      | $11704850.18   | 0.00%             | 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        |   14230528 | PA      | $14876331.69   | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     564000 | PA      | $567454.14     | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW0715                      | CUSIP: 3138XPYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2396 | PA      | $2238.36       | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838578                      | CUSIP: 31407RUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10263 | PA      | $10583.05      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C57122                      | CUSIP: 31298T4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        269 | PA      | $282.20        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10537000 | PA      | $9538815.56    | 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        |   15224000 | PA      | $14650152.86   | 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        |   13780000 | PA      | $14133807.28   | 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        |    3289000 | PA      | $3308067.27    | 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        |    4940000 | PA      | $4612310.12    | 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        |   17334000 | PA      | $14045732.99   | 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        |    3655000 | PA      | $3664666.12    | 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        |    3000000 | PA      | $2571109.50    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 537136                      | CUSIP: 31384XV54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6765 | PA      | $7073.14       | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902610                      | CUSIP: 31411AYF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16422 | PA      | $17178.04      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   18487000 | PA      | $18795438.61   | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   19558000 | PA      | $19825644.11   | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253437                      | CUSIP: 31371JPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5475 | PA      | $5707.59       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6119000 | PA      | $5484536.21    | 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        |    7525000 | PA      | $7579971.10    | 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        |    8264000 | PA      | $8341805.43    | 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        |    7080622 | PA      | $6287145.03    | 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        |     653832 | PA      | $664712.31     | 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        |    3336000 | PA      | $2968475.57    | 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        |     973307 | PA      | $971974.00     | 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        |   17489000 | PA      | $15230666.58   | 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        |    8006000 | PA      | $8446828.35    | 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        |     132860 | PA      | $130159.24     | 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        |   55875000 | PA      | $58326667.53   | 0.02%             | 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        |   13936000 | PA      | $12544272.69   | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  811244000 | PA      | $814191095.32  | 0.21%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16717000 | PA      | $12580211.12   | 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        |    5229378 | PA      | $5448311.18    | 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        |       4134 | PA      | $4315.00       | 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        |    5830000 | PA      | $4649480.21    | 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        |    9616000 | PA      | $9401451.51    | 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        |    5490000 | PA      | $5636734.75    | 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        |      21891 | PA      | $22235.92      | 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        |    7796000 | PA      | $4806001.76    | 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        |  122673388 | PA      | $115726639.51  | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                      | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     255249 | PA      | $253470.42     | 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        |       6016 | PA      | $6279.43       | 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        |    5228000 | PA      | $4988985.66    | 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        |  487461000 | PA      | $441114119.67  | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14843000 | PA      | $14614304.41   | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   21152000 | PA      | $24719477.08   | 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        |   12024516 | PA      | $10852931.05   | 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        |    2287500 | PA      | $1800300.27    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8362                      | CUSIP: 3132DWJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19759917 | PA      | $19923602.08   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   10515000 | PA      | $10625854.25   | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487583                      | CUSIP: 36210BUG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2260 | PA      | $2348.26       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV6122                      | CUSIP: 3140MKYU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1129515 | PA      | $1153068.84    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   82647000 | PA      | $81882607.00   | 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        |    2675000 | PA      | $2371868.20    | 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        |    2629775 | PA      | $2469241.70    | 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        |   72932437 | PA      | $62654214.60   | 0.02%             | 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        |   10009000 | PA      | $9455962.51    | 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        |   17399418 | PA      | $16898896.02   | 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        |   18725000 | PA      | $11916985.68   | 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        |    3517519 | PA      | $3416097.53    | 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        |   16665000 | PA      | $17031474.99   | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4922                      | CUSIP: 3140XLPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34039621 | PA      | $30469692.20   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    4199000 | PA      | $3996159.95    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7393                      | CUSIP: 3138WHGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50833 | PA      | $47317.96      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   18800000 | PA      | $18986603.88   | 0.00%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535190                      | CUSIP: 31384VRK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1734 | PA      | $1795.57       | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   38961000 | PA      | $37506490.08   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   23837000 | PA      | $14506273.09   | 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        |   32600000 | PA      | $33941121.49   | 0.01%             | 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        |    2200000 | PA      | $1720753.54    | 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        |    3023000 | PA      | $3126133.95    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                    | BBCMS 2024-C28 A5              | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3582135.55    | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12511000 | PA      | $12428330.65   | 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        |    2064063 | PA      | $2086710.87    | 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        |   28561149 | PA      | $24627495.80   | 0.01%             | 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        |    6261349 | PA      | $6431105.21    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1171                      | CUSIP: 3140EVJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     550030 | PA      | $512151.31     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8013                      | CUSIP: 3132DV3W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2325067 | PA      | $2268355.31    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                      | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2019589 | PA      | $2014041.03    | 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        |    5875000 | PA      | $5292312.12    | 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        |    4660000 | PA      | $4697480.56    | 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        |    8300000 | PA      | $8143153.04    | 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        |    9895000 | PA      | $9997992.97    | 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        |   16316000 | PA      | $11813435.18   | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538055                      | CUSIP: 36212MWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4355 | PA      | $4520.95       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   25073000 | PA      | $24882945.90   | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     996352 | PA      | $993476.99     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780421                      | CUSIP: 36225APE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.43         | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4806048.13    | 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        |    6475000 | PA      | $6113328.52    | 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        |    3388000 | PA      | $3334930.71    | 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        |    7976000 | PA      | $4774608.87    | 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        |    6849000 | PA      | $6234195.88    | 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        |    6808415 | PA      | $6535415.99    | 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        |  799599500 | PA      | $390835487.98  | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 537107                      | CUSIP: 31384XU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2592 | PA      | $2688.72       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   17346000 | PA      | $17151540.61   | 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        |   38615000 | PA      | $38171445.78   | 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        |   12206000 | PA      | $10893156.61   | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5801000 | PA      | $6167383.49    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    7041000 | PA      | $4681704.32    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3854493 | PA      | $3764089.15    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    8467000 | PA      | $5305669.88    | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    4348000 | PA      | $3867132.94    | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486846                      | CUSIP: 36210AZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14074 | PA      | $14317.35      | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   17426000 | PA      | $17825693.56   | 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        |    1787000 | PA      | $1787494.87    | 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        |    4171721 | PA      | $4092127.99    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6735                      | CUSIP: 31416QPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133952 | PA      | $133455.63     | 0.00%             | 2039-06-01      | 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        |   10584935 | PA      | $10700469.57   | 0.00%             | 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        |     187251 | PA      | $192905.15     | 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        |   34688439 | PA      | $35291997.33   | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1958                      | CUSIP: 3140HFE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171800 | PA      | $159538.87     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1992245.36    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    5137000 | PA      | $5620952.73    | 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        |  597879000 | PA      | $599864143.62  | 0.16%             | 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        |    7064000 | PA      | $7197072.18    | 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        |    4903000 | PA      | $4480448.36    | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J38014                      | CUSIP: 31307U3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78427 | PA      | $75263.99      | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8180000 | PA      | $8094359.65    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513443                      | CUSIP: 36211HLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3051 | PA      | $3149.70       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556050                      | CUSIP: 31385XWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        958 | PA      | $1004.62       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    8834000 | PA      | $8822440.23    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   55813000 | PA      | $55232752.26   | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $3665181.17    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433627                      | CUSIP: 36207JVU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1738 | PA      | $1757.93       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1659                      | CUSIP: 3138X0ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8065023 | PA      | $7944155.47    | 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        |      20952 | PA      | $21261.41      | 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        |   21555000 | PA      | $21621868.69   | 0.01%             | 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        |    1240451 | PA      | $1209458.01    | 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        |   11365000 | PA      | $9829203.27    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00896                      | CUSIP: 31292G7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1265 | PA      | $1306.87       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   18626000 | PA      | $17354588.28   | 0.00%             | 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        |     455000 | PA      | $300124.46     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13430000 | PA      | $13978135.75   | 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        |   17522000 | PA      | $17627284.60   | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  137649374 | PA      | $113491977.43  | 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        |   10945000 | PA      | $11102574.26   | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3483429.66    | 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        |    1691072 | PA      | $1622832.48    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2621823.03    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584308                      | CUSIP: 36201JDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2187 | PA      | $2285.25       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5475000 | PA      | $5515072.48    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9685342 | PA      | $8663531.73    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DF5009                      | CUSIP: 3140BVR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     810071 | PA      | $798834.31     | 0.00%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL4182                      | CUSIP: 31427RUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700742 | PA      | $589931.35     | 0.00%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  864079000 | PA      | $864619049.38  | 0.22%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51373                      | CUSIP: 3132XTQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1406721 | PA      | $1309685.59    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    8404000 | PA      | $7716061.16    | 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        |   32788000 | PA      | $34025972.19   | 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        |     240270 | PA      | $252497.28     | 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        |    7553000 | PA      | $6321812.39    | 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        |    2630000 | PA      | $2606176.41    | 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        |   21925000 | PA      | $14782801.34   | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1695                      | CUSIP: 3128NH3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1017 | PA      | $1044.51       | 0.00%             | 2037-04-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17013419 | PA      | $15288887.92   | 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        |    8780000 | PA      | $5797996.87    | 0.00%             | 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        |   13188000 | PA      | $11776153.62   | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4450051 | PA      | $4230401.91    | 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        |      88844 | PA      | $91394.61      | 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        |      10049 | PA      | $10507.11      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4590000 | PA      | $3461190.48    | 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        |   40709000 | PA      | $26873423.46   | 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        |   15804518 | PA      | $15871741.19   | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8231                      | CUSIP: 3138ETED4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     578845 | PA      | $561056.47     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1316105 | PA      | $1284663.58    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564525                      | CUSIP: 36213UD64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4048 | PA      | $4161.32       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $2494496.00    | 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        |    2179496 | PA      | $2074720.90    | 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        |    9659000 | PA      | $9555964.15    | 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        |  129982252 | PA      | $105086049.03  | 0.03%             | 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        |   37500000 | PA      | $32912230.44   | 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        |      12581 | PA      | $13208.26      | 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        |    6433000 | PA      | $6258545.56    | 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        |   23775000 | PA      | $22577567.37   | 0.01%             | 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        |    6987000 | PA      | $5850509.01    | 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        |    7350000 | PA      | $7309730.30    | 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        |   10218154 | PA      | $10313574.23   | 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        |   24707135 | PA      | $22793495.93   | 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        |   13924000 | PA      | $13802333.44   | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5889                      | CUSIP: 3138WFRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31365 | PA      | $30119.03      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10819000 | PA      | $10981847.60   | 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        |   33169270 | PA      | $33459116.33   | 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        |    4870000 | PA      | $4882044.43    | 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        |   13225000 | PA      | $11781741.20   | 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        |      17161 | PA      | $17867.92      | 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        |   11307000 | PA      | $10765804.03   | 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        |   42805998 | PA      | $43000067.32   | 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        |     591561 | PA      | $600578.22     | 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        |    8841000 | PA      | $8431604.60    | 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        |    7424000 | PA      | $7269186.04    | 0.00%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6063000 | PA      | $5999642.61    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                      | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220431 | PA      | $227950.31     | 0.00%             | 2033-11-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780751                      | CUSIP: 36225AZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        616 | PA      | $624.18        | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13458172 | PA      | $12413587.47   | 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        |   18491000 | PA      | $18648801.90   | 0.00%             | 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        |   23698000 | PA      | $22211220.67   | 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        |   13799000 | PA      | $13429265.39   | 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        |   11816081 | PA      | $11039266.65   | 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        |   19214322 | PA      | $19523599.39   | 0.01%             | 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        |   10259000 | PA      | $10797045.18   | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 614474                      | CUSIP: 31388TT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2253 | PA      | $2365.06       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5738148.42    | 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        |   19200000 | PA      | $19317696.00   | 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        |   14580000 | PA      | $9004310.57    | 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        |   20253000 | PA      | $19920175.45   | 0.01%             | 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        |    2569000 | PA      | $3046830.36    | 0.00%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1630                      | CUSIP: 3140XGY45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179253 | PA      | $150812.18     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7406                      | CUSIP: 3132DVGP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25882390 | PA      | $25660052.92   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2729000 | PA      | $2848350.58    | 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        |   34348513 | PA      | $27962767.23   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   14095000 | PA      | $13504937.87   | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04645                      | CUSIP: 3128M6P69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     322770 | PA      | $338925.84     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466047                      | CUSIP: 36209AWG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2863 | PA      | $2909.70       | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31620                      | CUSIP: 31297LYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12633 | PA      | $13008.42      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 556223                      | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2240 | PA      | $2332.56       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2024-A1 A                | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |   13625000 | PA      | $13765938.36   | 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        |   16130000 | PA      | $8988478.92    | 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        |    7645000 | PA      | $7719926.34    | 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        |   24428000 | PA      | $16580851.17   | 0.00%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   28457000 | PA      | $27103895.89   | 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        |   21156000 | PA      | $19627685.52   | 0.01%             | 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       |   60880000 | PA      | $61116722.82   | 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        |   24384000 | PA      | $21901061.04   | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   12681000 | PA      | $11293405.07   | 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        |  130847494 | PA      | $112407418.34  | 0.03%             | 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        |    2297782 | PA      | $2148182.09    | 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        |   17052000 | PA      | $16965887.98   | 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        |    7218000 | PA      | $7193890.12    | 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        |   15818000 | PA      | $15661013.12   | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3909                      | CUSIP: 3132E0KW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17352835 | PA      | $17724337.03   | 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        |   11852000 | PA      | $11202979.46   | 0.00%             | 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        |    3310623 | PA      | $3151470.48    | 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        |   21595000 | PA      | $20006211.74   | 0.01%             | 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        |    5356000 | PA      | $4167202.27    | 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        |    6363170 | PA      | $5987873.80    | 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        |    3519000 | PA      | $3417442.01    | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4553000 | PA      | $4518092.17    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7514                      | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13309343 | PA      | $11355665.79   | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | 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        |    5715000 | PA      | $4214742.78    | 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        |    7959052 | PA      | $7340727.48    | 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        |   10087000 | PA      | $10211089.41   | 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        |    5154000 | PA      | $2894703.47    | 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        |   10959000 | PA      | $7036517.66    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783533                      | CUSIP: 36241L4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     539182 | PA      | $508076.62     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 393341                      | CUSIP: 36205K5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        163 | PA      | $163.99        | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00855                      | CUSIP: 31283G5Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1078 | PA      | $1096.11       | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   18115000 | PA      | $16994585.01   | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8204                      | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8952620 | PA      | $7237876.54    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00982                      | CUSIP: 31283HCT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        799 | PA      | $807.75        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0224                      | CUSIP: 3138MFHA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     815199 | PA      | $748882.29     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $7950053.48    | 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        |     116079 | PA      | $121655.31     | 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        |   37055000 | PA      | $37870292.03   | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9126000 | PA      | $9085100.05    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | 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        |    4776000 | PA      | $4747184.00    | 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        |   28850000 | PA      | $26080981.89   | 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        |    6578000 | PA      | $6461192.11    | 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        |    9195000 | PA      | $9120626.31    | 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        |    4318000 | PA      | $4357287.79    | 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        |     253672 | PA      | $259298.48     | 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        |   13200000 | PA      | $12867588.98   | 0.00%             | 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        |    5217000 | PA      | $4702370.97    | 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        |    4750000 | PA      | $3667225.56    | 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        |    2543900 | PA      | $3319908.69    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781190                      | CUSIP: 36225BKB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $757.23        | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   22474000 | PA      | $22686646.81   | 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        |   34953000 | PA      | $35453500.11   | 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        |    8797603 | PA      | $8297694.43    | 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        |   15818667 | PA      | $15062592.93   | 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        |   50382000 | PA      | $41849050.27   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8945                      | CUSIP: 36179X5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29519803 | PA      | $27857380.52   | 0.01%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03721                      | CUSIP: 3128M5PE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     307097 | PA      | $321868.36     | 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        |   15218046 | PA      | $15144861.27   | 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        |    5377000 | PA      | $5699582.47    | 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        |    4111668 | PA      | $3891941.64    | 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        |     560851 | PA      | $559122.62     | 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        |       9114 | PA      | $9179.16       | 0.00%             | 2029-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 575667                      | CUSIP: 31386WQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1853 | PA      | $1945.26       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  795210000 | PA      | $798720104.65  | 0.21%             | 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        |    3000000 | PA      | $3025796.40    | 0.00%             | 2031-05-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  683337000 | PA      | $688195095.57  | 0.18%             | 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        |    4155000 | PA      | $3822783.06    | 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        |   37415991 | PA      | $34348175.32   | 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        |   10438000 | PA      | $10515531.97   | 0.00%             | 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        |      36210 | PA      | $37512.64      | 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        |    3412962 | PA      | $3302253.94    | 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        |   29909000 | PA      | $22887366.99   | 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        |      69451 | PA      | $70545.48      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890607                      | CUSIP: 31410LNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555508 | PA      | $564008.94     | 0.00%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00515                      | CUSIP: 31292GSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         81 | PA      | $81.83         | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12541000 | PA      | $13960340.04   | 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        |      91813 | PA      | $94573.81      | 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        |    2654000 | PA      | $2617295.95    | 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        |  138377132 | PA      | $118875919.54  | 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        |   22632000 | PA      | $21129204.53   | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561112                      | CUSIP: 31386EKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6164 | PA      | $6471.77       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   15597000 | PA      | $14806333.41   | 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        |   16700000 | PA      | $15873131.23   | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4499                      | CUSIP: 3140X77M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7036225 | PA      | $6812078.25    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17248447 | PA      | $16445533.46   | 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        |    3257000 | PA      | $2801696.06    | 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        |    7870307 | PA      | $7089173.60    | 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        |     969431 | PA      | $965762.96     | 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        |     996456 | PA      | $933257.00     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0259                      | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56568534 | PA      | $56982683.29   | 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        |     296086 | PA      | $301025.84     | 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        |     309751 | PA      | $323346.57     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535319                      | CUSIP: 31384VVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        253 | PA      | $260.21        | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   13805000 | PA      | $15147163.61   | 0.00%             | 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        |    4010000 | PA      | $3226955.81    | 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        |   36752000 | PA      | $43898837.19   | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6646000 | PA      | $4922117.41    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 748258                      | CUSIP: 31403GJB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43385 | PA      | $43909.41      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177736 | PA      | $185923.36     | 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        |    2008257 | PA      | $1979664.37    | 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        |    3760000 | PA      | $3830099.09    | 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        |   10250000 | PA      | $9682561.03    | 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        |   27740000 | PA      | $25377768.43   | 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        |   11987000 | PA      | $9389352.12    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1270712 | PA      | $1231378.47    | 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        |    5504000 | PA      | $4466813.81    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01132                      | CUSIP: 31292HHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         39 | PA      | $41.22         | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $6829772.14    | 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        |   43222000 | PA      | $41825292.45   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8146                      | CUSIP: 3132D6BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     959328 | PA      | $906880.15     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02926                      | CUSIP: 31294MHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3261 | PA      | $3256.69       | 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        |     658128 | PA      | $641869.36     | 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        |      18358 | PA      | $19363.43      | 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        |   14900000 | PA      | $15103742.97   | 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        |    9998000 | PA      | $6759999.20    | 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        |    1038232 | PA      | $922283.15     | 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        |   45315128 | PA      | $41805339.55   | 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        |     168473 | PA      | $171104.83     | 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        |    6610000 | PA      | $6429065.84    | 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        |    1919023 | PA      | $1972459.58    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C32482                      | CUSIP: 31293XXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6084 | PA      | $6203.36       | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     765000 | PA      | $713740.72     | 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        |     947815 | PA      | $913599.53     | 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        |   15000000 | PA      | $15298352.36   | 0.00%             | 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        |   40079000 | PA      | $40800205.95   | 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        |   17826000 | PA      | $18404749.82   | 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        |    7149000 | PA      | $7165191.30    | 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        |    7885000 | PA      | $7664397.10    | 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        |   33570000 | PA      | $37273912.38   | 0.01%             | 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        |    5060000 | PA      | $5449943.33    | 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        |   14008000 | PA      | $8565133.56    | 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        |   22456859 | PA      | $21271220.06   | 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        |    3224000 | PA      | $2409005.99    | 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        |    3068000 | PA      | $3179344.94    | 0.00%             | 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        |   23660603 | PA      | $21713226.70   | 0.01%             | 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        |   15105000 | PA      | $15334610.44   | 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        |   13999000 | PA      | $10421972.57   | 0.00%             | 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        |   13830000 | PA      | $13939011.53   | 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        |     622841 | PA      | $642744.98     | 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        |   12252000 | PA      | $12182576.94   | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 399061                      | CUSIP: 36205SJE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2731 | PA      | $2836.70       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   10600000 | PA      | $10474920.92   | 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        |    1322646 | PA      | $1344950.01    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213829 | PA      | $211665.32     | 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        |    1995000 | PA      | $2007006.87    | 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        |     518000 | PA      | $523236.20     | 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        |   17841000 | PA      | $11111568.01   | 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        |      12528 | PA      | $13204.87      | 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        |    1828743 | PA      | $1797401.47    | 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        |     903315 | PA      | $888509.46     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   40521000 | PA      | $41152910.50   | 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        |    9480000 | PA      | $9713496.16    | 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        |    4095000 | PA      | $3459387.20    | 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        |    1641978 | PA      | $1629752.78    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14364                      | CUSIP: 3128MDB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        391 | PA      | $390.29        | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   15706000 | PA      | $15565898.80   | 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        |      78999 | PA      | $80800.78      | 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        |   16605000 | PA      | $16378896.75   | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7061000 | PA      | $7235456.82    | 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        |   35662000 | PA      | $33666892.45   | 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        |   32960000 | PA      | $31643492.56   | 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        |   12044000 | PA      | $10578096.20   | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47402                      | CUSIP: 3128K8GK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73186 | PA      | $74340.48      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8303                      | CUSIP: 3132D6GL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20503687 | PA      | $20695156.19   | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552706                      | CUSIP: 36213FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8729 | PA      | $9068.20       | 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        |    1754887 | PA      | $1613107.71    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587650                      | CUSIP: 36201MZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1374 | PA      | $1437.27       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   12150000 | PA      | $11810714.74   | 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        |   11555000 | PA      | $10350406.27   | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252211                      | CUSIP: 31371HDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1340 | PA      | $1365.40       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   72434000 | PA      | $61742334.10   | 0.02%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 488893                      | CUSIP: 36210DC66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2590 | PA      | $2690.48       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC6717                      | CUSIP: 3140AUPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43785280 | PA      | $42306800.37   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5184775 | PA      | $4949309.64    | 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        |   21156427 | PA      | $21396141.90   | 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        |   10114000 | PA      | $8993182.91    | 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        |    4652818 | PA      | $4703819.77    | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6609000 | PA      | $6788380.05    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 534062                      | CUSIP: 31384UJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1502 | PA      | $1557.23       | 0.00%             | 2030-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71010330 | PA      | $68790078.23   | 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        |     384611 | PA      | $375822.04     | 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        |    2205000 | PA      | $1799341.74    | 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        |  154142471 | PA      | $125196765.53  | 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        |   19463300 | PA      | $17843134.32   | 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        |   10340196 | PA      | $7966298.19    | 0.00%             | 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        |   90423000 | PA      | $92086507.48   | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   43949000 | PA      | $43300856.80   | 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        |    5750000 | PA      | $5849934.43    | 0.00%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3263                      | CUSIP: 3132DQTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11537338 | PA      | $9946528.01    | 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        |    9847000 | PA      | $6432717.80    | 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        |   16280000 | PA      | $16489665.56   | 0.00%             | 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        |   15252302 | PA      | $12469169.97   | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4935                      | CUSIP: 36179TPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332210 | PA      | $322701.86     | 0.00%             | 2033-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6304                      | CUSIP: 3140QEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21420408 | PA      | $18262720.69   | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6362000 | PA      | $4175605.64    | 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        |    1389191 | PA      | $1395100.25    | 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        |    3580000 | PA      | $3563412.39    | 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        |   33260000 | PA      | $32040311.35   | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37115000 | PA      | $37518457.69   | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   55196000 | PA      | $54584531.78   | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250653                      | CUSIP: 31371FMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         14 | PA      | $14.43         | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2830                      | CUSIP: 31418CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1701722 | PA      | $1640614.77    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 737158                      | CUSIP: 3620AQ5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20090 | PA      | $20648.26      | 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        |   14000000 | PA      | $13608476.93   | 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        |   28713000 | PA      | $28384243.28   | 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        |   11175000 | PA      | $10659208.94   | 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        |    4739903 | PA      | $4467365.44    | 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        |   43172296 | PA      | $37320727.63   | 0.01%             | 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        |     762936 | PA      | $758597.19     | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842102                      | CUSIP: 31407VRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20623 | PA      | $21200.61      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    9683000 | PA      | $8429241.89    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    9103000 | PA      | $6929299.83    | 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        |      29492 | PA      | $29397.51      | 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        |    8604000 | PA      | $7589018.37    | 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        |   14778063 | PA      | $14660812.72   | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8136                      | CUSIP: 3140XQBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48732451 | PA      | $49743752.09   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2392207.92    | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 431191                      | CUSIP: 36207F7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.64         | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    6724000 | PA      | $6647781.58    | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6799                      | CUSIP: 3138WGRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26900 | PA      | $26318.94      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42254                      | CUSIP: 3128K2QF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25173 | PA      | $26005.74      | 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        |  217700000 | PA      | $214976224.68  | 0.06%             | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    8739000 | PA      | $5212271.39    | 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        |    7291000 | PA      | $6369984.66    | 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        |   68791000 | PA      | $40939452.18   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   10579000 | PA      | $10429608.09   | 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        |    1848215 | PA      | $1783249.07    | 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        |    9370000 | PA      | $9553423.01    | 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        |   20836000 | PA      | $19537346.04   | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8094                      | CUSIP: 3132D57F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1725648 | PA      | $1632383.16    | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                             | UNITED UTILITIES               | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |   17001000 | PA      | $17848868.00   | 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        |    8717000 | PA      | $8299762.87    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $4365920.79    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3881                      | CUSIP: 3140XKJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10883758 | PA      | $11005375.95   | 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        |   50175000 | PA      | $51035432.86   | 0.01%             | 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        |    9110000 | PA      | $7924646.19    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    8598000 | PA      | $7757833.04    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4368                      | CUSIP: 3140QB2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2830760 | PA      | $2694676.17    | 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        |   13946000 | PA      | $16021134.12   | 0.00%             | 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        |       2207 | PA      | $2292.61       | 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        |    1054000 | PA      | $673133.14     | 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        |   15316000 | PA      | $16242441.81   | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     505000 | PA      | $530695.60     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14931000 | PA      | $15241756.48   | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   30653000 | PA      | $27822604.18   | 0.01%             | 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        |    5113442 | PA      | $5015881.74    | 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        |   12810000 | PA      | $13291227.41   | 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        |    4814000 | PA      | $4784668.29    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A1 A                | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16644356.85   | 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        |    5822000 | PA      | $5773932.01    | 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        |   11310000 | PA      | $10401207.22   | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0049                      | CUSIP: 3142JCBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491256 | PA      | $500578.87     | 0.00%             | 2040-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2936000 | PA      | $2326593.00    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733070                      | CUSIP: 31402MMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11671 | PA      | $11816.87      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $6502151.05    | 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        |      27475 | PA      | $28163.83      | 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        |    2366917 | PA      | $2117205.41    | 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        |   14307000 | PA      | $14242936.64   | 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        |   15535000 | PA      | $9953926.94    | 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        |      25358 | PA      | $26415.81      | 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        |    8315000 | PA      | $8056221.06    | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4652000 | PA      | $4153758.06    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2276                      | CUSIP: 3140QMQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3378164 | PA      | $2875949.39    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569419                      | CUSIP: 36200QSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17007 | PA      | $17670.84      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2966062.73    | 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        |   28179125 | PA      | $25003669.92   | 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        |    7825000 | PA      | $7811976.08    | 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        |   16063000 | PA      | $16904946.92   | 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        |   13680038 | PA      | $13265134.86   | 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        |   40456963 | PA      | $36363078.82   | 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        |    1935000 | PA      | $2066925.01    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535903                      | CUSIP: 31384WKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6888 | PA      | $7183.93       | 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        |    7644000 | PA      | $7424257.08    | 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        |   13155000 | PA      | $11862844.29   | 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        |    2752391 | PA      | $2634051.85    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10195819.13   | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                      | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  132567114 | PA      | $107175818.65  | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8161                      | CUSIP: 3140QUB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34061785 | PA      | $35139166.02   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4876                      | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2318890 | PA      | $2384584.54    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 965365                      | CUSIP: 31414F6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7135 | PA      | $7472.93       | 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        |  571692400 | PA      | $572362349.17  | 0.15%             | 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        |   11750000 | PA      | $9527402.23    | 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        |    7479000 | PA      | $6406704.78    | 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        |   17604355 | PA      | $17471007.78   | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4599                        | CUSIP: 36202FDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1293497 | PA      | $1307667.04    | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955213                      | CUSIP: 31413TVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78934 | PA      | $82669.76      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361012 | PA      | $336858.28     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5688                      | CUSIP: 3138YXKA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     364651 | PA      | $357908.72     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    9031000 | PA      | $8432386.66    | 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        |   16939000 | PA      | $16502153.64   | 0.00%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323293                      | CUSIP: 31374TC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        784 | PA      | $798.47        | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | 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        |    1975000 | PA      | $1983309.02    | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08813                      | CUSIP: 3128MJ3X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2310332 | PA      | $2148078.51    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3027000 | PA      | $3051570.18    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    5471000 | PA      | $5612882.85    | 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       |    5300000 | PA      | $5229034.47    | 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        |   19505662 | PA      | $16532708.57   | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478800                      | CUSIP: 36209Q3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4615 | PA      | $4692.69       | 0.00%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   89985000 | PA      | $90693758.03   | 0.02%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1568339.69    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3237                      | CUSIP: 3138WCS38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10605 | PA      | $10433.76      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4749602.54    | 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        |    6416000 | PA      | $6342802.21    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0639                      | CUSIP: 3140H1V98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     666787 | PA      | $635982.92     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | 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        |   11575000 | PA      | $11503401.68   | 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        |    3720000 | PA      | $3772535.65    | 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        |    5668000 | PA      | $4292423.35    | 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        |    4773400 | PA      | $4594246.03    | 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        |    5500000 | PA      | $5532201.95    | 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       |   76322000 | PA      | $78138794.97   | 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        |   15314000 | PA      | $15292294.97   | 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        |    1800000 | PA      | $1801849.75    | 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        |   43418690 | PA      | $39907168.93   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90377                      | CUSIP: 312938M26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138364 | PA      | $138032.48     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    5695000 | PA      | $5611388.17    | 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        |    9158000 | PA      | $8610221.12    | 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        |   16918000 | PA      | $16780347.59   | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0148                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   86284934 | PA      | $87904787.30   | 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        |    3825000 | PA      | $3347454.87    | 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        |    6794000 | PA      | $6801390.96    | 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        |    6139000 | PA      | $6218824.21    | 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        |    8035000 | PA      | $5368548.42    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80161                      | CUSIP: 3132L5FA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2567977 | PA      | $2418559.90    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14425000 | PA      | $14272752.52   | 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        |    8237000 | PA      | $7769130.46    | 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        |    6260000 | PA      | $5445701.89    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   52345000 | PA      | $48578457.68   | 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        |    8239000 | PA      | $8361767.72    | 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        |    8000000 | PA      | $7852111.99    | 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        |   26115050 | PA      | $26393402.67   | 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        |   10875000 | PA      | $10857608.28   | 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        |    9545000 | PA      | $9431226.47    | 0.00%             | 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        |   13819000 | PA      | $14074650.87   | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543992                      | CUSIP: 36212UKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $102.69        | 0.00%             | 2031-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   25148000 | PA      | $25480954.44   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   13156000 | PA      | $9703283.74    | 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        |    3960000 | PA      | $3947935.07    | 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        |    5320000 | PA      | $4373839.62    | 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        |    8378223 | PA      | $8330475.91    | 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        |    2875000 | PA      | $2660783.75    | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3406                      | CUSIP: 3140JKYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     734344 | PA      | $681247.39     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12990000 | PA      | $10233701.49   | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479515                      | CUSIP: 36209RVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3469 | PA      | $3563.49       | 0.00%             | 2030-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0109                      | CUSIP: 3142J6DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $38583712.00   | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5685189.68    | 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        |    2891756 | PA      | $2827962.33    | 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        |    6018588 | PA      | $5887002.66    | 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        |    8674000 | PA      | $8716984.32    | 0.00%             | 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        |    9610000 | PA      | $9576069.01    | 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        |    3655000 | PA      | $3822421.43    | 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        |   15865982 | PA      | $16500157.57   | 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        |     637561 | PA      | $606911.25     | 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        |   10700000 | PA      | $10720961.30   | 0.00%             | 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        |    3950000 | PA      | $3463997.81    | 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        |       7046 | PA      | $7254.43       | 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        |    5060000 | PA      | $4621995.77    | 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        |    4431039 | PA      | $4132242.60    | 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        |     777019 | PA      | $787872.17     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | 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        |     211663 | PA      | $211851.71     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14221                      | CUSIP: 3128MC4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2493 | PA      | $2489.21       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   16709000 | PA      | $14795951.00   | 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        |  125197441 | PA      | $103381849.92  | 0.03%             | 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        |    2715616 | PA      | $2547814.28    | 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        |   34040500 | PA      | $32560542.38   | 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        |   20467000 | PA      | $21043786.89   | 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        |    8940000 | PA      | $7860264.96    | 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        |    2325000 | PA      | $2328728.31    | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1331                      | CUSIP: 3138WAPR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     651916 | PA      | $646724.69     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    5683000 | PA      | $5656282.44    | 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        |    2125000 | PA      | $2066076.51    | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735413                      | CUSIP: 31402RAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11590 | PA      | $11885.95      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9019                      | CUSIP: 3140QVAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26867580 | PA      | $27425976.58   | 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        |  911775000 | PA      | $932396788.41  | 0.24%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1439                      | CUSIP: 3140H2S58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1219368 | PA      | $1133869.12    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725024                      | CUSIP: 31402CPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16562 | PA      | $17387.20      | 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        |    7802910 | PA      | $7550839.89    | 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        |   30487000 | PA      | $30108225.59   | 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        |  905965000 | PA      | $923588845.86  | 0.24%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   16860000 | PA      | $17122526.84   | 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        |    2920000 | PA      | $2322998.67    | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10783406 | PA      | $10023935.03   | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7669000 | PA      | $5453358.23    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  107769000 | PA      | $110868390.37  | 0.03%             | 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        |    3900000 | PA      | $3918359.08    | 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        |   31989000 | PA      | $29408349.01   | 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        |   12302000 | PA      | $8852629.19    | 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        |    1270998 | PA      | $1159618.01    | 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        |   29808943 | PA      | $30351632.52   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3609                      | CUSIP: 31418DAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     808413 | PA      | $782679.56     | 0.00%             | 2034-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $8984075.55    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   13024000 | PA      | $13899635.22   | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4419                      | CUSIP: 31418D4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2546080 | PA      | $2407678.23    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    6672000 | PA      | $6580199.27    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9663                      | CUSIP: 31417GWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7228335 | PA      | $6620088.60    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7880                      | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9816588 | PA      | $8093781.34    | 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        |   15753000 | PA      | $15228094.78   | 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        |    5577000 | PA      | $5511899.94    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518154                      | CUSIP: 36211NTK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1700 | PA      | $1723.91       | 0.00%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7096                      | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19370624 | PA      | $17794492.79   | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887598                      | CUSIP: 31410FDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14740 | PA      | $15414.07      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3095446 | PA      | $3081799.01    | 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        |    3987000 | PA      | $3612984.53    | 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        |    4333000 | PA      | $4069519.41    | 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        |   16411000 | PA      | $12163330.58   | 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        |   15473000 | PA      | $15796127.68   | 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        |   14890000 | PA      | $14670569.83   | 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        |     373848 | PA      | $360718.55     | 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        |   35542567 | PA      | $36225737.69   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6606528 | PA      | $6118672.03    | 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        |   18723934 | PA      | $18733359.25   | 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        |    7005000 | PA      | $6021480.91    | 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        |    6610553 | PA      | $6249332.12    | 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        |    5925000 | PA      | $6031132.16    | 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        |      11531 | PA      | $11821.47      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1509                      | CUSIP: 3140W1VB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19494158 | PA      | $19842968.72   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   19528000 | PA      | $19280126.87   | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1506000 | PA      | $1508528.49    | 0.00%             | 2028-11-19      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15460000 | PA      | $14712131.18   | 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        |      47038 | PA      | $48204.25      | 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        |   21781387 | PA      | $21023222.63   | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00131                      | CUSIP: 3132GDEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38719 | PA      | $38592.66      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    8715000 | PA      | $7850116.93    | 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        |    5960000 | PA      | $6166947.93    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780588                      | CUSIP: 36225AUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         26 | PA      | $26.54         | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                      | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2736725 | PA      | $2543786.16    | 0.00%             | 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        |   17237465 | PA      | $16061144.30   | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C55780                      | CUSIP: 31298SM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12866 | PA      | $13109.19      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   29500000 | PA      | $29645134.19   | 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        |    3450000 | PA      | $3856947.74    | 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        |   14920000 | PA      | $13211658.93   | 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        |     628874 | PA      | $625848.87     | 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        |   11334511 | PA      | $11753254.63   | 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        |   37489000 | PA      | $40003621.42   | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12592000 | PA      | $11961239.38   | 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        |   25275000 | PA      | $23515250.87   | 0.01%             | 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        |     390569 | PA      | $388822.77     | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8724                      | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29932855 | PA      | $29076395.54   | 0.01%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    5692000 | PA      | $4256392.29    | 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        |     378489 | PA      | $384353.28     | 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        |    2550575 | PA      | $2501775.76    | 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        |   16221000 | PA      | $15317305.99   | 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        |   30892000 | PA      | $31274739.90   | 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        |   34991000 | PA      | $34466732.26   | 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        |   13080000 | PA      | $12623180.33   | 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        |   43752000 | PA      | $43363331.62   | 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        |      38905 | PA      | $40266.70      | 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        |      89592 | PA      | $92016.76      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1028                      | CUSIP: 31418AEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1144883 | PA      | $1113163.93    | 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        |   24915000 | PA      | $24038949.09   | 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        |    7164000 | PA      | $5411704.93    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 812025                      | CUSIP: 31406KD64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14903 | PA      | $15351.00      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH0207                      | CUSIP: 3140GNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1518191 | PA      | $1412688.76    | 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        |      62122 | PA      | $64736.94      | 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        |   10439912 | PA      | $9716508.22    | 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        |    3416481 | PA      | $3320465.43    | 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        |   42275118 | PA      | $37577266.21   | 0.01%             | 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        |   17597000 | PA      | $17284665.93   | 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        |    4125000 | PA      | $4004525.66    | 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        |   15039213 | PA      | $13430197.87   | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485230                      | CUSIP: 36209YA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3056 | PA      | $3104.02       | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456078                      | CUSIP: 31381BUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1322 | PA      | $1347.18       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8422                      | CUSIP: 3132DWLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10319222 | PA      | $10676271.38   | 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        |   13490000 | PA      | $13131794.73   | 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        |     185209 | PA      | $193443.31     | 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        |    3456972 | PA      | $3375020.38    | 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        |  891113000 | PA      | $798346746.56  | 0.21%             | 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        |   27445000 | PA      | $27211216.32   | 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        |      14510 | PA      | $14968.55      | 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        |   11785000 | PA      | $11083646.91   | 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        |     750000 | PA      | $750147.38     | 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        |   49219000 | PA      | $50203605.87   | 0.01%             | 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        |    7850000 | PA      | $7049761.58    | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    9415000 | PA      | $9496621.66    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   31196000 | PA      | $30775097.59   | 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        |   44414000 | PA      | $45118321.80   | 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        |   34736000 | PA      | $33972696.30   | 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        |    5416000 | PA      | $4764694.02    | 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        |    4875485 | PA      | $4853671.67    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3456                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2162653 | PA      | $2141668.87    | 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        |     780808 | PA      | $780078.69     | 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        |    2361000 | PA      | $2413238.58    | 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        |    8324000 | PA      | $8125907.05    | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5538000 | PA      | $4603144.05    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $3674613.18    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   11431000 | PA      | $11337025.68   | 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        |    4560000 | PA      | $5027632.14    | 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        |   12005000 | PA      | $11023055.26   | 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        |  417761200 | PA      | $413501995.06  | 0.11%             | 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        |    1172301 | PA      | $1111503.36    | 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        |      11578 | PA      | $12217.63      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3192                      | CUSIP: 3138EKRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41209 | PA      | $41847.57      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | 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        |   30678000 | PA      | $28664842.84   | 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        |   32371482 | PA      | $33118299.03   | 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        |   15399000 | PA      | $15471910.91   | 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        |   41470000 | PA      | $49227900.72   | 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        |    8180000 | PA      | $8257882.24    | 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        |    1142981 | PA      | $1115714.58    | 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        |      31910 | PA      | $33428.46      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97052                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1296568 | PA      | $1318531.49    | 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        |    9020000 | PA      | $9124578.96    | 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        |   17338000 | PA      | $17500636.18   | 0.00%             | 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        |    1348857 | PA      | $1342421.12    | 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        |    4275000 | PA      | $4284016.10    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   15688000 | PA      | $14911758.92   | 0.00%             | 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        |   42419000 | PA      | $35983083.06   | 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        |   47125000 | PA      | $44805587.61   | 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        |    1280013 | PA      | $1192521.07    | 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        |   28106000 | PA      | $28139695.84   | 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        |    9684000 | PA      | $9696120.63    | 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        |    1968096 | PA      | $1888356.74    | 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        |    2154926 | PA      | $2186077.56    | 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        |    3139000 | PA      | $2436698.60    | 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        |    4613000 | PA      | $4605940.21    | 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        |   15057000 | PA      | $14901759.64   | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0634                      | CUSIP: 3138XBV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123340 | PA      | $121854.53     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  536637000 | PA      | $533366868.28  | 0.14%             | 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        |    5625000 | PA      | $5390448.19    | 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        |     398429 | PA      | $392938.57     | 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        |   24004000 | PA      | $24698631.22   | 0.01%             | 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        |    2983499 | PA      | $2714451.42    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | TEXAS CAPITAL BK               | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    7857000 | PA      | $7750527.23    | 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        |    6860000 | PA      | $6580202.17    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730728                      | CUSIP: 31402JYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185941 | PA      | $188279.62     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2842                      | CUSIP: 3132DQEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6857454 | PA      | $6118987.01    | 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        |    3393000 | PA      | $3329908.10    | 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        |   16393000 | PA      | $14122149.23   | 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        |      92951 | PA      | $96796.36      | 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        |   13370000 | PA      | $13598082.20   | 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        |   14200000 | PA      | $14084589.50   | 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        |   13745000 | PA      | $14202020.53   | 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        |    4472653 | PA      | $4228429.64    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16447000 | PA      | $13240166.24   | 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        |    2355712 | PA      | $2311494.86    | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7224                      | CUSIP: 3140QFA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     440745 | PA      | $358805.64     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3053067 | PA      | $3043916.39    | 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        |     317625 | PA      | $333426.95     | 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        |     134202 | PA      | $139132.60     | 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        |    5944000 | PA      | $5838771.96    | 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        |    7329000 | PA      | $7113130.63    | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9395000 | PA      | $9705028.33    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552615                      | CUSIP: 36213E3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9869 | PA      | $10291.37      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4412                      | CUSIP: 31418D3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12175109 | PA      | $9372342.64    | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582107                      | CUSIP: 36201FU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3194 | PA      | $3323.94       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5091                      | CUSIP: 3133KYUQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614346 | PA      | $554452.55     | 0.00%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   17040000 | PA      | $17019555.96   | 0.00%             | 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        |    3973000 | PA      | $3935907.78    | 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        |   11341000 | PA      | $5944412.20    | 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        |    9365000 | PA      | $8198220.93    | 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        |   13728940 | PA      | $13997117.31   | 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        |   32390000 | PA      | $36631016.52   | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5093                      | CUSIP: 3138XUUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47128 | PA      | $46456.34      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   14813000 | PA      | $14844579.22   | 0.00%             | 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        |  796688700 | PA      | $800578779.55  | 0.21%             | 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        |     452588 | PA      | $459603.03     | 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        |    7683170 | PA      | $7077394.32    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664368                      | CUSIP: 36295ACD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69812 | PA      | $73517.65      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00060                      | CUSIP: 3132GDB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89561 | PA      | $91075.75      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                     | KEYBANK NAT ASSN               | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    4623000 | PA      | $4807757.78    | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8830                      | CUSIP: 3140HNY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     842919 | PA      | $822648.71     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67565973 | PA      | $63721374.13   | 0.02%             | 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        |    2592000 | PA      | $2651820.91    | 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        |    1550000 | PA      | $1556541.16    | 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        |    3852456 | PA      | $3806644.58    | 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        |   11921000 | PA      | $13069119.63   | 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        |  608356000 | PA      | $444147404.77  | 0.11%             | 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        |    2500000 | PA      | $2492328.61    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2053697.19    | 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        |    2614086 | PA      | $2521470.88    | 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        |    5860000 | PA      | $5748137.48    | 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        |    4485000 | PA      | $4437632.24    | 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        |   13001251 | PA      | $12939742.04   | 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        |   11600000 | PA      | $11484615.87   | 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        |    1601019 | PA      | $1502749.28    | 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        |   32500000 | PA      | $33806860.75   | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   13906000 | PA      | $13771094.79   | 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        |   86657000 | PA      | $60846903.50   | 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        |    9722000 | PA      | $9676732.21    | 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        |    9885000 | PA      | $10001933.50   | 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        |    5541376 | PA      | $5626062.47    | 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        |    4074000 | PA      | $4116019.64    | 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        |   37807474 | PA      | $38592058.78   | 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        |   18508000 | PA      | $18025047.73   | 0.00%             | 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        |    7495000 | PA      | $5443791.99    | 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        |    6723631 | PA      | $7088642.89    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 742507                      | CUSIP: 3620AW3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324059 | PA      | $322162.42     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  595457000 | PA      | $588176609.26  | 0.15%             | 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        | 1636141000 | PA      | $1594278794.54 | 0.41%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717099                      | CUSIP: 3620A2UY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326576 | PA      | $332153.67     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $19591114.00   | 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        |   27900000 | PA      | $26228865.33   | 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        |   14635016 | PA      | $15261948.20   | 0.00%             | 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        |       2815 | PA      | $2980.67       | 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        |   17633971 | PA      | $18064663.32   | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $5076286.58    | 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        |   14428000 | PA      | $14551511.94   | 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       |   21680000 | PA      | $21849969.08   | 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        |    9728000 | PA      | $10472391.66   | 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        |   19110000 | PA      | $19522174.50   | 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        |    6157000 | PA      | $5239510.72    | 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        |    6350000 | PA      | $5675853.90    | 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        |    5587000 | PA      | $5075016.95    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   72603000 | PA      | $71690031.96   | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1544300.25    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54325                      | CUSIP: 3132XWYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57259 | PA      | $53291.04      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3816                      | CUSIP: 31418DG22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230677 | PA      | $215325.74     | 0.00%             | 2034-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   23245000 | PA      | $23154836.34   | 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        |    2575000 | PA      | $2260463.19    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   11328000 | PA      | $11917148.11   | 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        |    7275135 | PA      | $6971925.87    | 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        |    4017000 | PA      | $3935296.30    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5061                      | CUSIP: 31418ETT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7468698 | PA      | $7636112.65    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $5759715.75    | 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        |    4811306 | PA      | $4783848.59    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   17951000 | PA      | $16727961.31   | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828700                      | CUSIP: 31407EUZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11803 | PA      | $11975.14      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7791                      | CUSIP: 3140XPUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10139139 | PA      | $9351447.15    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 494507                      | CUSIP: 31382WKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        543 | PA      | $545.13        | 0.00%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                      | CARLYLE SECURED                | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $9669557.32    | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  281570000 | PA      | $268754341.45  | 0.07%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1007                      | CUSIP: 3132CXDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8234486 | PA      | $8071695.87    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                      | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19096956 | PA      | $15510826.34   | 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        |    8805000 | PA      | $8559232.65    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   12110000 | PA      | $10900264.18   | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8877000 | PA      | $8469309.58    | 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        |   22230000 | PA      | $21964250.92   | 0.01%             | 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        |    7721869 | PA      | $7308400.75    | 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        |     383190 | PA      | $372790.75     | 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        |   20777000 | PA      | $17308763.81   | 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        |    1461000 | PA      | $1367195.33    | 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        |    2852000 | PA      | $2861503.67    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C47117                      | CUSIP: 31298F4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        366 | PA      | $384.33        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | 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        |    1904298 | PA      | $1914903.75    | 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        |   49050000 | PA      | $43643246.50   | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2696                      | CUSIP: 3138EJ7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230908 | PA      | $241211.11     | 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        |   22904173 | PA      | $19488391.53   | 0.01%             | 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        |   15956000 | PA      | $17632710.49   | 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        |    8021000 | PA      | $8107483.41    | 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        |   15580000 | PA      | $13595156.75   | 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       |    4819000 | PA      | $4589050.69    | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 532697                      | CUSIP: 36212FX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3329 | PA      | $3410.82       | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253842                      | CUSIP: 31371J5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5298 | PA      | $5561.91       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8524                      | CUSIP: 3132DWPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56317468 | PA      | $56590393.87   | 0.01%             | 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        |    2074562 | PA      | $2129834.13    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   24238000 | PA      | $27962311.70   | 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        |      47129 | PA      | $48525.69      | 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        |   55255000 | PA      | $55058239.37   | 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        |   11517000 | PA      | $10912308.83   | 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        |    2305000 | PA      | $2093522.49    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1991                      | CUSIP: 3140HFF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1763607 | PA      | $1682131.24    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747572                      | CUSIP: 31403FQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111105 | PA      | $112518.68     | 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        |   20686000 | PA      | $20567322.90   | 0.01%             | 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        |    1869181 | PA      | $1784992.39    | 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        |    5575000 | PA      | $3351495.96    | 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        |    3064487 | PA      | $3045735.42    | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | 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        |   23725000 | PA      | $23545997.25   | 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        |     257733 | PA      | $265397.21     | 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        |    9575000 | PA      | $8601932.97    | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53738                      | CUSIP: 3132XWEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3995 | PA      | $3826.63       | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   10399000 | PA      | $7656876.19    | 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        |   16602000 | PA      | $11531866.35   | 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        |   21919000 | PA      | $22244500.83   | 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        |    5725000 | PA      | $5333382.52    | 0.00%             | 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        |    6815000 | PA      | $6878675.17    | 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        |    9562000 | PA      | $7456983.55    | 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        |    8810000 | PA      | $8534579.70    | 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        |     396414 | PA      | $395362.04     | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734032                      | CUSIP: 31402NPR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26446 | PA      | $27180.93      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0851                      | CUSIP: 36179M5L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2845548 | PA      | $2613860.31    | 0.00%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    6267000 | PA      | $6006473.89    | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08780                      | CUSIP: 3128MJ2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58977 | PA      | $56357.34      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56513                      | CUSIP: 3128KKGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2902 | PA      | $3041.22       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | 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        |     850000 | PA      | $744492.82     | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3488                      | CUSIP: 31418C2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1034576 | PA      | $1003159.01    | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    6997000 | PA      | $5413662.71    | 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        |    7960000 | PA      | $7953021.49    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     975000 | PA      | $1027861.15    | 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        |    5790000 | PA      | $5783353.41    | 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        |      20363 | PA      | $21201.60      | 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        |    7183000 | PA      | $7118490.25    | 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        |   14515000 | PA      | $13490926.74   | 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        |    8579670 | PA      | $8813752.60    | 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        |   12446000 | PA      | $12033780.73   | 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        |    7086555 | PA      | $7198407.03    | 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        |    2807000 | PA      | $2828876.26    | 0.00%             | 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        |      17328 | PA      | $18111.91      | 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        |   18730000 | PA      | $16937055.22   | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    4083000 | PA      | $3905664.31    | 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        |    9695000 | PA      | $6645036.97    | 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        |    8075000 | PA      | $7884068.84    | 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        |     137945 | PA      | $144501.57     | 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        |    8214000 | PA      | $6502720.10    | 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        |   10323000 | PA      | $10596630.66   | 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        |     676527 | PA      | $687903.36     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $249912.41     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC/Delaware                                                            | WPP 2025 LLC                   | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $9284910.46    | 0.00%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   13746000 | PA      | $15290970.50   | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4854749.63    | 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        |   21174000 | PA      | $18580352.02   | 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        |   23147634 | PA      | $20842981.88   | 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        |    5460000 | PA      | $4387436.72    | 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        |    7014000 | PA      | $7004914.82    | 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        |    6000000 | PA      | $6172165.20    | 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        |   13060000 | PA      | $12853484.83   | 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        |   16115000 | PA      | $15333733.20   | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                      | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17869205 | PA      | $15350933.84   | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |  103380000 | PA      | $106430453.52  | 0.03%             | 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        | 1310893000 | PA      | $1248984033.08 | 0.32%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4054297.19    | 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        |   11104000 | PA      | $11158218.25   | 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        |    2098076 | PA      | $2070517.34    | 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        |     157751 | PA      | $162254.09     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4585706.85    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                      | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2079 | PA      | $2182.64       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    6063000 | PA      | $5592100.07    | 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        |   10433000 | PA      | $9740517.28    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | 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       |    9475000 | PA      | $9344876.94    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    5920000 | PA      | $6054714.69    | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   21670000 | PA      | $20211435.80   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC6628                      | CUSIP: 3140AULJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888966 | PA      | $858948.88     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5972                      | CUSIP: 31418FT64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48907967 | PA      | $49148804.54   | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35473000 | PA      | $35311555.14   | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2894                      | CUSIP: 3140XJGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4794584 | PA      | $4662653.72    | 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        |    1910000 | PA      | $2056876.43    | 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        |    9485000 | PA      | $8721324.15    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    6379000 | PA      | $7383691.32    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $8482836.36    | 0.00%             | 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        |    5734975 | PA      | $5165774.77    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5377                      | CUSIP: 3132DS6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34652138 | PA      | $35796272.39   | 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        |   72330914 | PA      | $72658840.54   | 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        |     133332 | PA      | $139717.63     | 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        |    6765000 | PA      | $6772172.38    | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410454                      | CUSIP: 36206F5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1816 | PA      | $1839.02       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27727 | PA      | $28249.98      | 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        |   27509500 | PA      | $27282201.30   | 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        |    2305987 | PA      | $2253343.62    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    7805000 | PA      | $7737355.16    | 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        |   29015000 | PA      | $27431315.15   | 0.01%             | 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        |    9656000 | PA      | $8870591.25    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                      | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1069 | PA      | $1088.68       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5295                      | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17383651 | PA      | $17760695.54   | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720058                      | CUSIP: 31401V5T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26437 | PA      | $27084.98      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4657613 | PA      | $4365966.41    | 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        |    3050000 | PA      | $2992224.04    | 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        |   12727000 | PA      | $12017333.92   | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1493974800 | PA      | $1525021463.81 | 0.39%             | 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        |   11033000 | PA      | $10600876.45   | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | 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        |    2140000 | PA      | $2151623.84    | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1037884.07    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7203                      | CUSIP: 3138A9AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3427408 | PA      | $3251180.08    | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI5350                      | CUSIP: 3133WB5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10629341 | PA      | $10849921.65   | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $3459646.67    | 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        |     370476 | PA      | $388327.66     | 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        |    2000418 | PA      | $1838256.49    | 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        |   10765638 | PA      | $9673591.03    | 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        |   68396439 | PA      | $68885527.89   | 0.02%             | 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        |   57751665 | PA      | $51681214.10   | 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        |    7012000 | PA      | $6029787.45    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22639036 | PA      | $21535667.80   | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2855318 | PA      | $2667601.49    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3857298 | PA      | $3878525.87    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1506956.43    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2672684 | PA      | $2624889.57    | 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        |    4785157 | PA      | $4504280.47    | 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        |    4570000 | PA      | $4751025.29    | 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        |   16525000 | PA      | $16916742.38   | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                          | HONEYWELL AEROSP               | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   18295000 | PA      | $18108514.19   | 0.00%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7714000 | PA      | $7420216.15    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                       | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175300 | PA      | $178919.21     | 0.00%             | 2040-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6965                      | CUSIP: 3140XAW32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19962 | PA      | $16795.11      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25666095 | PA      | $23174861.51   | 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        |    5734000 | PA      | $3345663.22    | 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        |    4900000 | PA      | $4892531.91    | 0.00%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1794                      | CUSIP: 3138WA7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4009 | PA      | $3976.96       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43596000 | PA      | $33242127.24   | 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        |    7770261 | PA      | $7602170.87    | 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        |   15140000 | PA      | $15084498.27   | 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        |   16650000 | PA      | $16593183.54   | 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        |   12271000 | PA      | $10978396.19   | 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        |   11700000 | PA      | $11811821.14   | 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        |   11971000 | PA      | $12423506.50   | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    9268000 | PA      | $9145445.42    | 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        |    2070000 | PA      | $1678669.83    | 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        |   15194000 | PA      | $14853019.94   | 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        |    3714497 | PA      | $3752666.58    | 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        |   10319000 | PA      | $10355306.73   | 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        |    4641000 | PA      | $4144293.04    | 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        |   12017000 | PA      | $12019018.45   | 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        |    6675000 | PA      | $6745521.76    | 0.00%             | 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        |   19494000 | PA      | $16949524.52   | 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        |   10765000 | PA      | $10868885.93   | 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        |   10494000 | PA      | $10596070.91   | 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        |   27229000 | PA      | $25167922.39   | 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        |    4000000 | PA      | $3033204.80    | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     525000 | PA      | $496395.78     | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   13950000 | PA      | $14296379.22   | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8698926.61    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0763                      | CUSIP: 3138EGZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221927 | PA      | $232085.92     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   34149000 | PA      | $22345424.25   | 0.01%             | 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        |   16135000 | PA      | $15458784.32   | 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        |    1250000 | PA      | $1278228.50    | 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        |    1685000 | PA      | $1483961.13    | 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        |    3297394 | PA      | $3165900.08    | 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        |   23106041 | PA      | $21182645.78   | 0.01%             | 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        |      12709 | PA      | $13295.92      | 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        |    7472000 | PA      | $8013215.94    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123259 | PA      | $122578.26     | 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        |   15101000 | PA      | $14083572.05   | 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        |   22150000 | PA      | $22558960.41   | 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        |   17205000 | PA      | $17207889.73   | 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        |   16814143 | PA      | $15071765.55   | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11994000 | PA      | $12450883.51   | 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        |    3918904 | PA      | $3865639.80    | 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        |   53883000 | PA      | $53473199.12   | 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       |   14820000 | PA      | $14825511.46   | 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        |   10130000 | PA      | $10129626.73   | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5981                      | CUSIP: 3140FRUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        452 | PA      | $432.09        | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14938                      | CUSIP: 3132HRPX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2514999 | PA      | $2370419.85    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | 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        |   20320000 | PA      | $20670635.82   | 0.01%             | 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        |   12454000 | PA      | $8895482.85    | 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        |    7252000 | PA      | $7487625.12    | 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        |     564280 | PA      | $560458.52     | 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        |   16293000 | PA      | $16445730.09   | 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        |    6525000 | PA      | $6696624.50    | 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        |   18149000 | PA      | $18287855.32   | 0.00%             | 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        |   25675000 | PA      | $25590860.99   | 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        |    6103324 | PA      | $6372712.42    | 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        |    6929820 | PA      | $6806740.80    | 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        |      41267 | PA      | $42869.56      | 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        |    5105000 | PA      | $5208595.80    | 0.00%             | 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        |     508752 | PA      | $530014.53     | 0.00%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2764                      | CUSIP: 3138WCCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3579650 | PA      | $3448759.31    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2857                      | CUSIP: 3142GTE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26279585 | PA      | $26087505.00   | 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        |       3266 | PA      | $3456.23       | 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        |    3730000 | PA      | $3324892.14    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | 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        |     749000 | PA      | $747680.79     | 0.00%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |   42509000 | PA      | $25977995.22   | 0.01%             | 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        |   12913000 | PA      | $13308202.48   | 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        |   31814724 | PA      | $32533119.07   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733071                      | CUSIP: 31402MMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52586 | PA      | $53969.15      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6666042 | PA      | $6004432.67    | 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        |    1542324 | PA      | $1485108.64    | 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        |    6860000 | PA      | $6741444.99    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3610                      | CUSIP: 31418DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1245601 | PA      | $1212911.60    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  498651000 | PA      | $495495471.65  | 0.13%             | 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        |   18830000 | PA      | $18820422.59   | 0.00%             | 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        |     209506 | PA      | $215969.27     | 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        |   20745000 | PA      | $20715322.95   | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19805                      | CUSIP: 3132JBKT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1228534 | PA      | $1157971.38    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2655686.93    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783324                      | CUSIP: 36241LVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139436 | PA      | $134908.43     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5712000 | PA      | $5609532.58    | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   53978000 | PA      | $51751374.20   | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1799                      | CUSIP: 3132AD7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1036992 | PA      | $1009777.21    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   11764000 | PA      | $12443409.78   | 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        |    2538322 | PA      | $2575328.83    | 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        |   14350000 | PA      | $8238956.55    | 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        |    5000000 | PA      | $4648177.81    | 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        |    9213000 | PA      | $9200156.02    | 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        |    7140000 | PA      | $7255206.56    | 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        |   15060000 | PA      | $14800319.57   | 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        |    1471000 | PA      | $1068010.37    | 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        |     451293 | PA      | $448626.78     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18660                      | CUSIP: 3128MMWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2920569 | PA      | $2863441.18    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   21695000 | PA      | $23424536.73   | 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        |    9113000 | PA      | $7975988.62    | 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        |   26734830 | PA      | $25025477.19   | 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        |   10740000 | PA      | $10691511.05   | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0857                      | CUSIP: 3132DM5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6118223 | PA      | $5223953.40    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | 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        |    5530000 | PA      | $4992450.82    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | 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        |    3060000 | PA      | $2987874.88    | 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        |   24813000 | PA      | $23499028.83   | 0.01%             | 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        |   14599786 | PA      | $15336486.58   | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25120815 | PA      | $23089149.35   | 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        |    5560000 | PA      | $5812049.81    | 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        |   14886000 | PA      | $14923209.73   | 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        |   14180000 | PA      | $13810358.19   | 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        |   13000000 | PA      | $13638406.28   | 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        |     641344 | PA      | $659950.14     | 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        |    3625000 | PA      | $3718022.58    | 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        |   16335000 | PA      | $15667548.35   | 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        |   10000000 | PA      | $9400279.04    | 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        |   13862000 | PA      | $12322929.70   | 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        |   70669000 | PA      | $69224090.23   | 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        |   12157000 | PA      | $11640135.34   | 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        |   17200000 | PA      | $17209967.20   | 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        |   15360000 | PA      | $14437154.70   | 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        |   10815000 | PA      | $7374469.17    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00726                      | CUSIP: 31283GYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        219 | PA      | $221.27        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   19944000 | PA      | $20141488.23   | 0.01%             | 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        |    5038000 | PA      | $4616359.48    | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2125                      | CUSIP: 31418BLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     548151 | PA      | $512604.33     | 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        |   46897913 | PA      | $41032461.70   | 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        |   32025121 | PA      | $33132556.45   | 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        |    3297485 | PA      | $3383492.69    | 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        |      35303 | PA      | $35340.29      | 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        |   20415334 | PA      | $20808168.33   | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709480                      | CUSIP: 31401JFV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13593 | PA      | $13937.32      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   12794000 | PA      | $12802787.36   | 0.00%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466440                      | CUSIP: 36209BEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1732 | PA      | $1799.60       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5679                      | CUSIP: 3140XMJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25273995 | PA      | $25483357.46   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   35790000 | PA      | $35540031.24   | 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        |    2579311 | PA      | $2101401.95    | 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        |    4820000 | PA      | $5099220.35    | 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        |    7635000 | PA      | $7024795.53    | 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        |   18552165 | PA      | $18869626.32   | 0.00%             | 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        |   10500000 | PA      | $9991180.62    | 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        |    5570000 | PA      | $5624621.55    | 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        |   14680000 | PA      | $13191861.63   | 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        |    5630000 | PA      | $3989701.03    | 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        |    2410000 | PA      | $2506969.34    | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5683                      | CUSIP: 31418FJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3447339 | PA      | $3471990.42    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12887000 | PA      | $13047569.52   | 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        |   27136000 | PA      | $27191930.31   | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50811                      | CUSIP: 3132XS3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2479719 | PA      | $2308669.30    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8490286.25    | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 974152                      | CUSIP: 31414RWM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57414 | PA      | $60232.08      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1890467 | PA      | $1878470.33    | 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        |   13748000 | PA      | $12991090.38   | 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        |   15319000 | PA      | $15793984.62   | 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        |    2904953 | PA      | $2706385.91    | 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        |    9251031 | PA      | $9599842.74    | 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        |   18833864 | PA      | $19032548.57   | 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        |     828186 | PA      | $840946.17     | 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        |   80397268 | PA      | $79382526.09   | 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        |    1263945 | PA      | $1219467.08    | 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        |   15729000 | PA      | $15733445.74   | 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        |   10110000 | PA      | $10264457.37   | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $2827350.00    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | 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        |    1875000 | PA      | $1784469.94    | 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        |   24157000 | PA      | $23745615.43   | 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        |       9948 | PA      | $10348.21      | 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        |    7262000 | PA      | $5472865.17    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J38271                      | CUSIP: 31307VFL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2043219 | PA      | $1987658.18    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | 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        |     263489 | PA      | $263796.65     | 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        |   10394881 | PA      | $9617295.79    | 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        |    8550697 | PA      | $7632560.34    | 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        |    5850000 | PA      | $6242682.38    | 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        |    5108000 | PA      | $5114916.64    | 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        |    1359487 | PA      | $1354990.70    | 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        |    2300000 | PA      | $2777251.38    | 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        |    7850956 | PA      | $7285191.45    | 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        |    9942000 | PA      | $7522625.75    | 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        |    6020000 | PA      | $5973808.84    | 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        |       4933 | PA      | $4970.62       | 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        |    7015000 | PA      | $5005574.80    | 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        |   21910000 | PA      | $22190055.81   | 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        |    1750000 | PA      | $1768829.48    | 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        |    4594715 | PA      | $4471762.25    | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778881                      | CUSIP: 36176XCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        476 | PA      | $458.76        | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03517                      | CUSIP: 3128M5G20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12938 | PA      | $13514.65      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   10924000 | PA      | $8572165.40    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840962                      | CUSIP: 31407UJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9616 | PA      | $9908.98       | 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        |    5794000 | PA      | $4610664.93    | 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        |   13328782 | PA      | $13335491.33   | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745466                      | CUSIP: 31403DFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95492 | PA      | $98973.45      | 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        |    3575000 | PA      | $3171151.51    | 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        |     358427 | PA      | $354424.83     | 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        |    9764000 | PA      | $9185670.79    | 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        |   14597567 | PA      | $14529006.97   | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5119                      | CUSIP: 3132DSVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18123665 | PA      | $18432377.69   | 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        |     563103 | PA      | $545376.55     | 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        |     164037 | PA      | $161517.33     | 0.00%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 775525                      | CUSIP: 31404QSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2597 | PA      | $2667.64       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0731                      | CUSIP: 3140XFY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31158326 | PA      | $25521460.40   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0025                      | CUSIP: 3142JCA34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1218555 | PA      | $1226887.82    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782694                      | CUSIP: 36241K7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28478 | PA      | $28965.46      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1876                      | CUSIP: 3132DPCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6865555 | PA      | $6950854.22    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3147                      | CUSIP: 31418CP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101476 | PA      | $91277.97      | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    8580000 | PA      | $8282531.04    | 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        |    7617000 | PA      | $7724079.33    | 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        |       6655 | PA      | $6986.68       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7343                      | CUSIP: 3138EQER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     759134 | PA      | $784810.39     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   13448000 | PA      | $13528292.82   | 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        |   11184000 | PA      | $10884222.35   | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15100000 | PA      | $13234512.78   | 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        |   14375000 | PA      | $14260023.65   | 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        |    6615000 | PA      | $6413498.54    | 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        |   20992000 | PA      | $20600529.47   | 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        |   32696846 | PA      | $33986543.66   | 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        |   74670386 | PA      | $63336175.31   | 0.02%             | 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        |    6856000 | PA      | $6686648.05    | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   15121000 | PA      | $14183065.28   | 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        |    7455000 | PA      | $7732920.91    | 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        |   14933734 | PA      | $14218575.31   | 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        |   71074766 | PA      | $63709593.42   | 0.02%             | 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        |    7303000 | PA      | $6590710.54    | 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        |    6984000 | PA      | $6481788.25    | 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        |    5909000 | PA      | $6354037.79    | 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        |    3906636 | PA      | $3817451.21    | 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        |      42690 | PA      | $42555.74      | 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        |    5489195 | PA      | $5377604.65    | 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        |    6510000 | PA      | $6598755.57    | 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        |   43746382 | PA      | $42217848.46   | 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        |   61841000 | PA      | $58561563.56   | 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        |   39565000 | PA      | $38846622.47   | 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        |   56272201 | PA      | $57352042.30   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9629000 | PA      | $9421241.79    | 0.00%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 535649                      | CUSIP: 36212KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2336 | PA      | $2426.74       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   15789000 | PA      | $15455264.11   | 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        |     854525 | PA      | $850131.54     | 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        |       9126 | PA      | $9508.48       | 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        |   13506000 | PA      | $13734667.46   | 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        |   41156000 | PA      | $39916153.18   | 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        |   66255000 | PA      | $64246645.31   | 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        |   25984000 | PA      | $30836616.39   | 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        |    7340000 | PA      | $4294563.20    | 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       |   42320000 | PA      | $41976066.43   | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   12090000 | PA      | $12333559.52   | 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        |    8035000 | PA      | $7461242.18    | 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        |     311395 | PA      | $310274.44     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   20219000 | PA      | $19982680.47   | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   13053000 | PA      | $11793527.88   | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40328                      | CUSIP: 3128K0LH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14294 | PA      | $14735.72      | 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        |   75153205 | PA      | $61963855.45   | 0.02%             | 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        |    1405000 | PA      | $1421990.52    | 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        |    4603000 | PA      | $4309036.52    | 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        |   19720000 | PA      | $19915188.96   | 0.01%             | 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        |   10799000 | PA      | $10736251.27   | 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        |   23163000 | PA      | $21656544.89   | 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        |    9197000 | PA      | $8556629.72    | 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        |    9233000 | PA      | $9071510.31    | 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        |    9814000 | PA      | $9746136.59    | 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        |    3952000 | PA      | $3892094.92    | 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        |     788000 | PA      | $717115.34     | 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        |    2644000 | PA      | $2564278.19    | 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        |    7925000 | PA      | $7840828.75    | 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        |      42920 | PA      | $44914.69      | 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        |    1025000 | PA      | $1036108.13    | 0.00%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8262                      | CUSIP: 3132D6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3395066 | PA      | $3434196.91    | 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        |   31230000 | PA      | $28774113.69   | 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        |    1025000 | PA      | $1064941.28    | 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        |     235022 | PA      | $246149.22     | 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        |    5563000 | PA      | $5763182.06    | 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        |   20816000 | PA      | $19407125.43   | 0.01%             | 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        |   15242844 | PA      | $14199692.53   | 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        |   22133000 | PA      | $22375396.71   | 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        |    5000000 | PA      | $5052868.50    | 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        |   20655000 | PA      | $16460488.83   | 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        |    3700000 | PA      | $3682635.45    | 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        |    5500000 | PA      | $5533656.70    | 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        |     360000 | PA      | $392851.62     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15186                      | CUSIP: 3128PUXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        831 | PA      | $830.03        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888345                      | CUSIP: 31410F5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32910 | PA      | $33742.87      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | 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        |     810000 | PA      | $824126.97     | 0.00%             | 2056-02-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8022                      | CUSIP: 3132DV4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     627559 | PA      | $631012.91     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   10476000 | PA      | $10335982.70   | 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        |   36158000 | PA      | $33758205.35   | 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        |    5970000 | PA      | $6006926.52    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   14963000 | PA      | $14550934.09   | 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        |   14740000 | PA      | $14532276.03   | 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        |    8050000 | PA      | $8042284.23    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8223                      | CUSIP: 3132D6D49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6947201 | PA      | $7033785.70    | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4979                      | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98504748 | PA      | $99398501.65   | 0.03%             | 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        |   16693117 | PA      | $13636642.55   | 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        |   57433000 | PA      | $57038491.20   | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   41363000 | PA      | $35719262.26   | 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        |    2427304 | PA      | $2267223.01    | 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        |   12458341 | PA      | $12173928.17   | 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        |   43157000 | PA      | $41962241.12   | 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        |    9572000 | PA      | $10130816.58   | 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        |   20632390 | PA      | $20782670.25   | 0.01%             | 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        |   13807000 | PA      | $8823409.91    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   18345000 | PA      | $16755706.09   | 0.00%             | 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        |    3387682 | PA      | $3152265.25    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8293                      | CUSIP: 3132D6GA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26717 | PA      | $26966.43      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5938000 | PA      | $5857705.62    | 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        |    2853286 | PA      | $2845499.44    | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252874                      | CUSIP: 31371H2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2156 | PA      | $2231.34       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C25558                      | CUSIP: 31293PE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7635 | PA      | $7779.22       | 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        |    7475000 | PA      | $4986340.98    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08745                      | CUSIP: 3128MJZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34447 | PA      | $33885.11      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939468                      | CUSIP: 31413AFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33976 | PA      | $35477.40      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252437                      | CUSIP: 31371HLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        971 | PA      | $980.28        | 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        |     957044 | PA      | $900327.14     | 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        |    5645000 | PA      | $5680558.97    | 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        |   29006000 | PA      | $28243064.77   | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C52525                      | CUSIP: 31298NYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15626 | PA      | $16429.40      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   15199000 | PA      | $14002684.67   | 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        |   15290000 | PA      | $14704283.97   | 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        |    8000000 | PA      | $8078061.60    | 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        |    3873000 | PA      | $3818493.34    | 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        |   15543162 | PA      | $16180221.35   | 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        |   40587000 | PA      | $39261878.19   | 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        |   13090000 | PA      | $10504157.90   | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   24264500 | PA      | $23352995.68   | 0.01%             | 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        |    1600297 | PA      | $1588976.97    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   18164000 | PA      | $18255219.40   | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7713000 | PA      | $7999912.69    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6067000 | PA      | $6561265.09    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   10453000 | PA      | $11235290.90   | 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        |   17074000 | PA      | $13298096.69   | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   30054000 | PA      | $29513492.19   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   17875000 | PA      | $16363508.78   | 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        |      23484 | PA      | $25219.45      | 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        |   12011952 | PA      | $12311341.01   | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564745                      | CUSIP: 36213UL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8900 | PA      | $9138.77       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747576                      | CUSIP: 31403FQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74106 | PA      | $76037.92      | 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        |   12427000 | PA      | $12437873.26   | 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        |    9873000 | PA      | $7620253.58    | 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        |    3593000 | PA      | $3230689.92    | 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       |   60343000 | PA      | $58699381.42   | 0.02%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01093                      | CUSIP: 31292HGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1113 | PA      | $1154.29       | 0.00%             | 2030-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5436                      | CUSIP: 3140QRBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16567534 | PA      | $16508568.37   | 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        |   17888822 | PA      | $16995306.07   | 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        |    3452370 | PA      | $3070881.08    | 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        |   14331000 | PA      | $13257485.86   | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3591938 | PA      | $3402198.87    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5468                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2929234 | PA      | $2958348.45    | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13910000 | PA      | $9215899.27    | 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        |      27907 | PA      | $29280.70      | 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        |      68388 | PA      | $71491.48      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   19285000 | PA      | $17943818.61   | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423876                      | CUSIP: 36206W2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         10 | PA      | $10.07         | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  133120853 | PA      | $112831251.56  | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494334                      | CUSIP: 36210KEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6625 | PA      | $6882.63       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18182457.00   | 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        |   22180000 | PA      | $22217897.31   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1620362 | PA      | $1488452.11    | 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        |    8954581 | PA      | $8511535.26    | 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        |    3119343 | PA      | $3051055.32    | 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        |    5692000 | PA      | $5298555.13    | 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        |    1528000 | PA      | $1554843.70    | 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        |    4747000 | PA      | $3836273.22    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   25754000 | PA      | $15171760.69   | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    5158000 | PA      | $5108781.36    | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     915000 | PA      | $669414.08     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   19458000 | PA      | $18106797.88   | 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        |    5046000 | PA      | $4603141.49    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952452                      | CUSIP: 31413QTH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3189 | PA      | $3327.15       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9624000 | PA      | $10228499.74   | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASS ST -SER D                 | CUSIP: 57582PWH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     400000 | PA      | $400227.92     | 0.00%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5378                      | CUSIP: 3140XL6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18094528 | PA      | $14798421.73   | 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        |    8934000 | PA      | $9123125.92    | 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        |    4162493 | PA      | $4122109.55    | 0.00%             | 2046-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8833                      | CUSIP: 3138WJY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1381637 | PA      | $1355277.05    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL3207                      | CUSIP: 31427QR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42363738 | PA      | $44222535.96   | 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        |    7319000 | PA      | $6602390.67    | 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        |    1476000 | PA      | $1179658.14    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482837                      | CUSIP: 36209VLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1337 | PA      | $1389.08       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4798532.94    | 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        |   14950705 | PA      | $14679475.46   | 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        |  -23830000 | PA      | $-22977334.00  | -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        |   14152000 | PA      | $14003415.32   | 0.00%             | 2031-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4328                      | CUSIP: 3138WDY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1032680 | PA      | $1015186.34    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4540                        | CUSIP: 36202FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     827814 | PA      | $822875.18     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    6597000 | PA      | $4450966.12    | 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        |    9925000 | PA      | $9018908.55    | 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        |    7280000 | PA      | $7209256.12    | 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        |   16143034 | PA      | $16394046.70   | 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        |    1689310 | PA      | $1551855.96    | 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        |    5843000 | PA      | $5159334.90    | 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        |    8328732 | PA      | $8738756.94    | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00465                      | CUSIP: 31292GQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $36.24         | 0.00%             | 2026-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   13422000 | PA      | $13589946.25   | 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        |    7563970 | PA      | $7135759.88    | 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        |   12133000 | PA      | $12699626.42   | 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        |   28501000 | PA      | $22396525.07   | 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        |   33224000 | PA      | $27302015.13   | 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        |   18194000 | PA      | $19087012.08   | 0.00%             | 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        |    3955547 | PA      | $3518456.02    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    5841000 | PA      | $5917317.84    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13215000 | PA      | $12759911.84   | 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        |   29902000 | PA      | $31664858.35   | 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        |   10034730 | PA      | $10196250.74   | 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        |   43048297 | PA      | $44621863.43   | 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        |   37325000 | PA      | $36980420.58   | 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        |       7834 | PA      | $8067.78       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25882571 | PA      | $23313708.00   | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3990                      | CUSIP: 3140FBNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     366439 | PA      | $341088.51     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20169000 | PA      | $14878325.03   | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8093000 | PA      | $6738898.16    | 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        |    5067677 | PA      | $4921405.04    | 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        |    8855000 | PA      | $7510550.94    | 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        |    1400000 | PA      | $1401903.30    | 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        |   27888686 | PA      | $26687428.18   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7097000 | PA      | $6688742.04    | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                      | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1334823 | PA      | $1355539.25    | 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        |    6787000 | PA      | $7485728.35    | 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        |    4059000 | PA      | $4294570.15    | 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        |   11433000 | PA      | $11314786.80   | 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        |    2542000 | PA      | $2176457.07    | 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        |    5673354 | PA      | $5360933.31    | 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        |   10312450 | PA      | $9912424.92    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 895109                      | CUSIP: 31410RN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13606 | PA      | $14085.46      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   13128000 | PA      | $13133819.22   | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491254                      | CUSIP: 36210FWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2054 | PA      | $2133.24       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1988324.55    | 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        |      32517 | PA      | $33018.79      | 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        |    3592937 | PA      | $3460474.82    | 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        |   11467872 | PA      | $12068936.78   | 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        |   17100000 | PA      | $15392089.95   | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933800                      | CUSIP: 31412S3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13601 | PA      | $13807.61      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 922886                      | CUSIP: 31412EJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1063 | PA      | $1093.27       | 0.00%             | 2037-02-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2991701 | PA      | $2906643.99    | 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        |   21050565 | PA      | $18513957.03   | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1254000 | PA      | $803204.36     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2435                      | CUSIP: 31418BV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3304992 | PA      | $2994365.71    | 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        |    7300000 | PA      | $7156620.49    | 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        |    8485000 | PA      | $7642802.01    | 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        |      30671 | PA      | $31107.65      | 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        |   11196000 | PA      | $11533317.32   | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4768683 | PA      | $4594574.76    | 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        |    5630703 | PA      | $5249337.92    | 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        |   17000000 | PA      | $17011279.50   | 0.00%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535299                      | CUSIP: 31384VUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        146 | PA      | $151.74        | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3034108 | PA      | $2872720.90    | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470614                      | CUSIP: 36209FYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3404 | PA      | $3536.07       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357705                      | CUSIP: 31376KKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270885 | PA      | $278563.44     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9604                      | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10859521 | PA      | $10790987.55   | 0.00%             | 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        |      75583 | PA      | $79151.95      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 398315                      | CUSIP: 31378GN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        394 | PA      | $401.49        | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8973                      | CUSIP: 3617BC6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62805 | PA      | $61482.30      | 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        |    9872316 | PA      | $9155639.97    | 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        |    5205547 | PA      | $5024133.90    | 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        |     316527 | PA      | $309572.64     | 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        |    1957848 | PA      | $1775246.67    | 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        |     238645 | PA      | $242106.35     | 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        |    2046575 | PA      | $1945143.18    | 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        |   14664000 | PA      | $14754107.83   | 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        |    9485000 | PA      | $8732167.29    | 0.00%             | 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        |    3275000 | PA      | $3206931.15    | 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        |    5580000 | PA      | $4703240.50    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    7777000 | PA      | $7739431.95    | 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        |      37703 | PA      | $38505.68      | 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        |    1400000 | PA      | $1408500.94    | 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        |   18398460 | PA      | $18694604.81   | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545120                      | CUSIP: 31385HSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11577 | PA      | $12154.19      | 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        |   34303000 | PA      | $33401499.60   | 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        |   18925000 | PA      | $18765032.65   | 0.00%             | 2031-02-18      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2278639.93    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    8273000 | PA      | $8799832.16    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW3853                      | CUSIP: 3138XTH73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7528 | PA      | $7290.13       | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7542                      | CUSIP: 3140XBLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7871195 | PA      | $7126354.57    | 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       |   57886000 | PA      | $56757679.33   | 0.01%             | 2036-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5155                      | CUSIP: 3133KLWQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16813110 | PA      | $13524501.20   | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   14515000 | PA      | $14754650.69   | 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        |    6682000 | PA      | $6895302.83    | 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        |  654863000 | PA      | $646728370.40  | 0.17%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2096                      | CUSIP: 3140W2KJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     348581 | PA      | $351073.67     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $12756722.16   | 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        |   16476000 | PA      | $8564360.10    | 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        |   11610000 | PA      | $11923166.89   | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507860                      | CUSIP: 36211BE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9301 | PA      | $9662.67       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    7885000 | PA      | $7794649.65    | 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        |     346803 | PA      | $348687.83     | 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        |   24750000 | PA      | $24621738.08   | 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        |   24050000 | PA      | $23120551.39   | 0.01%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90976                      | CUSIP: 312939CM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20363 | PA      | $21089.66      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724273                      | CUSIP: 3620AAT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     698740 | PA      | $710707.24     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6139                      | CUSIP: 3138AKZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166147 | PA      | $168725.78     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    5357000 | PA      | $5333567.62    | 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        |    8800000 | PA      | $8833497.17    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C58221                      | CUSIP: 31298VD20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1438 | PA      | $1509.66       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | 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        |    7505000 | PA      | $7730762.41    | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    6095000 | PA      | $3733055.11    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3098890 | PA      | $3004176.70    | 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        |    1780000 | PA      | $1699463.99    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4045                      | CUSIP: 31418DP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16284543 | PA      | $14356934.75   | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | 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        |   15100000 | PA      | $10927439.65   | 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        |    1560351 | PA      | $1528142.42    | 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        |   25680000 | PA      | $24470722.07   | 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        |   28911608 | PA      | $27548835.96   | 0.01%             | 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        |    5555000 | PA      | $5556499.76    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92951                      | CUSIP: 312941H42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99302 | PA      | $102775.77     | 0.00%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2164                      | CUSIP: 3617JEMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409218 | PA      | $399446.03     | 0.00%             | 2049-01-15      | 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        |    2220448 | PA      | $2134667.52    | 0.00%             | 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        |      47896 | PA      | $51314.34      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442366                      | CUSIP: 36207UMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3007 | PA      | $3039.32       | 0.00%             | 2028-04-15      | 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        |    5200000 | PA      | $5678007.40    | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00551                      | CUSIP: 31292GTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4359 | PA      | $4424.98       | 0.00%             | 2027-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2309                      | CUSIP: 3138WBR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1190199 | PA      | $1173680.65    | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3076090.63    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1566512.26    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    8877000 | PA      | $8141433.84    | 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        |   38392496 | PA      | $38886534.96   | 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        |   10979000 | PA      | $10614551.70   | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   36332000 | PA      | $36643248.17   | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    9306000 | PA      | $9463107.06    | 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        |    8916000 | PA      | $7929051.64    | 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        |   12745000 | PA      | $12919964.11   | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888307                      | CUSIP: 31410F3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5251 | PA      | $5427.70       | 0.00%             | 2037-04-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26753                      | CUSIP: 31297EQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3909 | PA      | $4024.83       | 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        |   16205000 | PA      | $16061861.61   | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0010                      | CUSIP: 3142JCAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30045431 | PA      | $30615633.00   | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   22285000 | PA      | $22459647.64   | 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        |    7530000 | PA      | $7316805.43    | 0.00%             | 2029-04-02      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9658000 | PA      | $9264989.50    | 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        |   22635000 | PA      | $20207400.64   | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $5762679.05    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   19975000 | PA      | $12248568.64   | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0350                      | CUSIP: 3140XFL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5510241 | PA      | $4496161.20    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | 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        |    4280000 | PA      | $4319076.40    | 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        |   28072000 | PA      | $28327766.85   | 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        |    9014000 | PA      | $9062667.91    | 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        |    3215000 | PA      | $3212490.07    | 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        |   24790000 | PA      | $24332984.79   | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737424                      | CUSIP: 3620ARG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54711 | PA      | $52823.34      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7870991.36    | 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        |     378636 | PA      | $389711.73     | 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        |   36617679 | PA      | $32946625.19   | 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        |   16829155 | PA      | $14953743.99   | 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        |    3309000 | PA      | $3442344.31    | 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        |   86554000 | PA      | $84280075.37   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5925000 | PA      | $5147513.80    | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255411                      | CUSIP: 31371LVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410845 | PA      | $422157.34     | 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        |    5042000 | PA      | $5017657.94    | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   20715000 | PA      | $18057317.14   | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6926                      | CUSIP: 31418UVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     726429 | PA      | $723771.35     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7654000 | PA      | $7679295.99    | 0.00%             | 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        |    2540000 | PA      | $2592827.54    | 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        |    8682000 | PA      | $6980465.80    | 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        |    2576000 | PA      | $2453834.33    | 0.00%             | 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        |   10170676 | PA      | $9837576.35    | 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        |   11500000 | PA      | $11855563.90   | 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        |   10190000 | PA      | $9540572.30    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458312                      | CUSIP: 36208RDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        475 | PA      | $493.06        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131209 | PA      | $134795.34     | 0.00%             | 2041-12-01      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7642                      | CUSIP: 3138WHP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     615658 | PA      | $595184.45     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725773                      | CUSIP: 31402DJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2178408 | PA      | $2238771.24    | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | 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        |     431500 | PA      | $436120.58     | 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        |    3600000 | PA      | $2257583.40    | 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        |    6538000 | PA      | $5155902.19    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943727                      | CUSIP: 31413E4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36340 | PA      | $37879.58      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   24216000 | PA      | $20654345.39   | 0.01%             | 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        |     393317 | PA      | $400034.24     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   33407000 | PA      | $28954813.47   | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   27825000 | PA      | $22235734.07   | 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        |     626825 | PA      | $636518.54     | 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        |   23049000 | PA      | $23954535.25   | 0.01%             | 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        |   10235000 | PA      | $10299085.50   | 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        |     438821 | PA      | $423750.67     | 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        |   30102000 | PA      | $29792577.41   | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $6213412.87    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765345                      | CUSIP: 31404DHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36758 | PA      | $37790.89      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   21624000 | PA      | $20102022.11   | 0.01%             | 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        |     179692 | PA      | $188129.08     | 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        |   48199487 | PA      | $48493320.36   | 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        |    6466312 | PA      | $5928043.04    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97764                      | CUSIP: 312946TV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1713358 | PA      | $1674308.89    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    6045000 | PA      | $4615218.64    | 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        |   19390000 | PA      | $20523236.67   | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770470                      | CUSIP: 36176MW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1960596 | PA      | $1947844.50    | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | 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        |    4490000 | PA      | $4498764.93    | 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        |      32961 | PA      | $34453.48      | 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        |    8821000 | PA      | $8599032.86    | 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        |    4299771 | PA      | $4164899.55    | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832878                      | CUSIP: 31407KJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88333 | PA      | $89640.74      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3293                      | CUSIP: 3142GTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33631966 | PA      | $34002526.42   | 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        |      21345 | PA      | $21897.08      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7291                      | CUSIP: 3138WHC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     161099 | PA      | $157414.79     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A3              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1578547.20    | 0.00%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00510                      | CUSIP: 31283GR74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $16.23         | 0.00%             | 2026-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3387538.18    | 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        |    6160000 | PA      | $6279814.08    | 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        |   39539000 | PA      | $28155207.20   | 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        |   14392000 | PA      | $14677229.72   | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   26329000 | PA      | $23069172.15   | 0.01%             | 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        |    4000000 | PA      | $4064212.00    | 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        |   19389913 | PA      | $18174411.72   | 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        |      15155 | PA      | $15630.10      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4236                      | CUSIP: 3140XKV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17532228 | PA      | $15688044.14   | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5272388.83    | 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        |    1018333 | PA      | $971924.38     | 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        |   13657000 | PA      | $13283442.43   | 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        |    7729915 | PA      | $7129391.39    | 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        | 1039290000 | PA      | $591786338.42  | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A4                | CUSIP: 438123AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $912588.12     | 0.00%             | 2030-02-21      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $3385091.97    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4151                      | CUSIP: 3140XKTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2889069 | PA      | $2368212.06    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  741722300 | PA      | $729988023.28  | 0.19%             | 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        |     482056 | PA      | $479674.16     | 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        |     712125 | PA      | $653051.54     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | 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        |     208022 | PA      | $206150.82     | 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        |     324117 | PA      | $330968.61     | 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        |    3970981 | PA      | $3738342.99    | 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        |    5769000 | PA      | $5456115.32    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05090                      | CUSIP: 3128M67B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7738 | PA      | $8116.65       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582022                      | CUSIP: 36201FSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11061 | PA      | $11411.21      | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   18924000 | PA      | $12691056.92   | 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        |    4219420 | PA      | $4232092.28    | 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        |   24367000 | PA      | $24920720.39   | 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        |   13641000 | PA      | $11689482.21   | 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        |    5737000 | PA      | $5873029.02    | 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        |    1319049 | PA      | $1285710.67    | 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 AS6528                      | CUSIP: 3138WGHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3173041 | PA      | $3047290.13    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7689                      | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2583841 | PA      | $2514924.00    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5819                      | CUSIP: 36179UPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476305 | PA      | $480443.44     | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   11415000 | PA      | $9020119.11    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    6174000 | PA      | $4849282.95    | 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        |   34825000 | PA      | $32543199.27   | 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        |    6513327 | PA      | $6072369.74    | 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        |     140006 | PA      | $134883.74     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207176 | PA      | $206122.49     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    9333000 | PA      | $9220465.98    | 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        |   21050000 | PA      | $16289847.96   | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3857874.84    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253545                      | CUSIP: 31371JTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        842 | PA      | $884.38        | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3255                      | CUSIP: 3142GTTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27872174 | PA      | $28231533.03   | 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        |   17669000 | PA      | $16838060.16   | 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        |    6570548 | PA      | $6250316.29    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | 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        |    1550000 | PA      | $1558040.32    | 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        |   10085000 | PA      | $10024681.05   | 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        |   11820000 | PA      | $8331871.11    | 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        |   31874000 | PA      | $31931708.15   | 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        |   13702399 | PA      | $14441991.05   | 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        |    3518000 | PA      | $2810223.11    | 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        |      48470 | PA      | $50784.82      | 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        |   32053000 | PA      | $18656882.82   | 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        |    4630000 | PA      | $4720772.57    | 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        |    8225000 | PA      | $7988150.99    | 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        |   13375000 | PA      | $11770167.19   | 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        |   45302000 | PA      | $40205048.99   | 0.01%             | 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        |   18240000 | PA      | $11694426.25   | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1002269.40    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1826000 | PA      | $1797484.44    | 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        |    2619268 | PA      | $2550528.90    | 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        |   21729120 | PA      | $21570299.51   | 0.01%             | 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        |    1410000 | PA      | $1431518.43    | 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        |    3298827 | PA      | $3287648.91    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0093                      | CUSIP: 3140XFC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6775415 | PA      | $6671553.93    | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $8508762.93    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   11983000 | PA      | $10664916.22   | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $4525485.54    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11122258 | PA      | $10638684.63   | 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        |   62906000 | PA      | $50380442.74   | 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        |   18080000 | PA      | $14752291.55   | 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        |   15738000 | PA      | $14824052.56   | 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        |      32229 | PA      | $33215.31      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253712                      | CUSIP: 31371JYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12013 | PA      | $12598.40      | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-C                | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1012790.80    | 0.00%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6754 | PA      | $7016.69       | 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        |      20974 | PA      | $21552.81      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2253000 | PA      | $2201643.86    | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8341                      | CUSIP: 3140XCHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9659960 | PA      | $9186517.50    | 0.00%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8000                      | CUSIP: 3132D53H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1483773 | PA      | $1434323.47    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | 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        |    9000000 | PA      | $8946559.80    | 0.00%             | 2030-08-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C57127                      | CUSIP: 31298T4L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15574 | PA      | $16234.76      | 0.00%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $2926873.39    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   17160000 | PA      | $14619927.53   | 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        | 1562842100 | PA      | $1603500406.19 | 0.41%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04815                      | CUSIP: 3128M6VG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     815886 | PA      | $829404.11     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                  | PINNACLE FINANCL               | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9930000 | PA      | $10125980.06   | 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        |    3874000 | PA      | $3890473.57    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 537756                      | CUSIP: 36212MMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2003 | PA      | $2082.34       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17028000 | PA      | $13931716.34   | 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        |   10576000 | PA      | $11563896.57   | 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        |   15655000 | PA      | $15857525.09   | 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        |   11013995 | PA      | $11264930.27   | 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        |    9365000 | PA      | $10270791.90   | 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        |    1485647 | PA      | $1452111.97    | 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        |   53829898 | PA      | $54141233.83   | 0.01%             | 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        |   21688362 | PA      | $20543344.01   | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723234                      | CUSIP: 3620A9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231803 | PA      | $230547.34     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4636358.43    | 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        |   12412000 | PA      | $11313910.45   | 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        |    6579824 | PA      | $6357016.23    | 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        |     198025 | PA      | $203719.49     | 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        |    6396000 | PA      | $5906980.16    | 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        |    7200000 | PA      | $7256189.88    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2162834 | PA      | $1956444.10    | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                      | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16164159 | PA      | $14559854.83   | 0.00%             | 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        |    1238520 | PA      | $1244280.30    | 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        |    3985583 | PA      | $3872517.64    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3179994.04    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96175                      | CUSIP: 3129442G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     447236 | PA      | $436964.71     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2580870 | PA      | $2525466.72    | 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        |  105549538 | PA      | $89247823.22   | 0.02%             | 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        |    8499000 | PA      | $7968943.57    | 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        |    9765000 | PA      | $7651576.32    | 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        |   10197638 | PA      | $10745876.98   | 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        |    3312000 | PA      | $3342601.69    | 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        |   30581000 | PA      | $27861554.19   | 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        |   16158000 | PA      | $15814470.02   | 0.00%             | 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        |     410905 | PA      | $417237.57     | 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        |    4461181 | PA      | $4137323.98    | 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        |    5124000 | PA      | $4937692.81    | 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        |   21268000 | PA      | $20074132.29   | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0150                      | CUSIP: 3142GQEY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     261942 | PA      | $246975.42     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00550                      | CUSIP: 31292GTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1107 | PA      | $1122.54       | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7625073 | PA      | $7092808.02    | 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        |    6077000 | PA      | $6160807.38    | 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        |   16920000 | PA      | $17595119.76   | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14239                      | CUSIP: 3128MC4Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1381 | PA      | $1378.99       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2218343.90    | 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        |    7045000 | PA      | $6483611.64    | 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        |    7713000 | PA      | $7747704.83    | 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        |      28449 | PA      | $29744.84      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    9955000 | PA      | $6097279.63    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A4                 | CUSIP: 65481DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10399500 | PA      | $10481124.64   | 0.00%             | 2028-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6418769.74    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    6179000 | PA      | $6000608.37    | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10035000 | PA      | $8856410.80    | 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        |    1795000 | PA      | $1878061.36    | 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        |    1474453 | PA      | $1429152.76    | 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        |    1075000 | PA      | $1005249.06    | 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        |    3758000 | PA      | $3248508.56    | 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        |     906000 | PA      | $916668.42     | 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        |   16173000 | PA      | $15941185.21   | 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        |   42872579 | PA      | $39300765.63   | 0.01%             | 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        |    5646024 | PA      | $5392024.06    | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579222                      | CUSIP: 36201CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1201 | PA      | $1256.55       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |   17630000 | PA      | $16717865.28   | 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        |    2761000 | PA      | $2636165.37    | 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        |     132538 | PA      | $136475.72     | 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        |    2300000 | PA      | $2058831.82    | 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        |    2965000 | PA      | $2889281.12    | 0.00%             | 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        |   18772000 | PA      | $18711734.36   | 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        |    2185082 | PA      | $2153425.13    | 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        |    7742000 | PA      | $7420246.76    | 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        |      29352 | PA      | $30039.48      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6598                      | CUSIP: 3138EPKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304456 | PA      | $301689.99     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10122 | PA      | $10533.44      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 589219                      | CUSIP: 31387NSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2090 | PA      | $2193.79       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5144839.69    | 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        |    8748334 | PA      | $8161982.43    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421767                      | CUSIP: 36206UQU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1053 | PA      | $1055.13       | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3439                      | CUSIP: 31418CZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325444 | PA      | $323772.81     | 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        |    8028000 | PA      | $9690047.77    | 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        |   41371418 | PA      | $37191460.69   | 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        |    5850000 | PA      | $5880907.73    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5003                      | CUSIP: 3138WERZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     549531 | PA      | $513024.37     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7866000 | PA      | $5913006.91    | 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        |   15308000 | PA      | $11553375.87   | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1593                      | CUSIP: 31418NXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     779107 | PA      | $775980.67     | 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        |    9564357 | PA      | $9149025.50    | 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        |   22540000 | PA      | $14563894.60   | 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        |    7270000 | PA      | $4415649.20    | 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        |   40485000 | PA      | $39781135.24   | 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        |    3670000 | PA      | $3744290.51    | 0.00%             | 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        |     124002 | PA      | $123714.36     | 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        |  336062000 | PA      | $285613316.89  | 0.07%             | 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        |   13682000 | PA      | $14939179.55   | 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        |   21080000 | PA      | $19720843.82   | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 361825                      | CUSIP: 31376P4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        215 | PA      | $216.93        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7735                      | CUSIP: 31417ESZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1170441 | PA      | $1075103.38    | 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        |   10666000 | PA      | $7058016.66    | 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        |     990316 | PA      | $1019436.44    | 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        |   32184000 | PA      | $29335728.21   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     118000 | PA      | $121506.47     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   26545000 | PA      | $23276201.11   | 0.01%             | 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        |     354581 | PA      | $352964.73     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813641                      | CUSIP: 31406L5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17570 | PA      | $18147.80      | 0.00%             | 2036-05-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1275211 | PA      | $1247657.50    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434228                      | CUSIP: 36207KLH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1847 | PA      | $1918.76       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535532                      | CUSIP: 31384V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2335 | PA      | $2451.64       | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1060190.79    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0859                      | CUSIP: 3140Q75V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1397392 | PA      | $1298973.92    | 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        |    9276615 | PA      | $8763981.91    | 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        |    2680000 | PA      | $2748230.85    | 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        |   12548000 | PA      | $11816821.32   | 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        |   11755000 | PA      | $11629912.95   | 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        |   46474000 | PA      | $47210106.72   | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9023                      | CUSIP: 31417GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     598119 | PA      | $548186.37     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   22879000 | PA      | $22179005.43   | 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        |   10432000 | PA      | $8022611.58    | 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        |   13169605 | PA      | $13301539.36   | 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        |   19569326 | PA      | $19444637.69   | 0.01%             | 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        |    8770000 | PA      | $8934833.97    | 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        |    7711000 | PA      | $8022907.42    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888268                      | CUSIP: 31410FZ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     422192 | PA      | $440835.20     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8463                      | CUSIP: 3132DWML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50142240 | PA      | $51131872.37   | 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        |   11289000 | PA      | $11355343.10   | 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        |   18895000 | PA      | $19287310.32   | 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        |   12109000 | PA      | $7608439.37    | 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        |    2724956 | PA      | $2622665.73    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75302 | PA      | $68488.74      | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 617221                      | CUSIP: 31388WVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6525 | PA      | $6850.14       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5498                      | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19530448 | PA      | $19915910.76   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     805473 | PA      | $801919.02     | 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        |     500000 | PA      | $502459.05     | 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        |    9580000 | PA      | $9476295.51    | 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        |    3843000 | PA      | $4065391.14    | 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        |   11927000 | PA      | $11866217.17   | 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        |   18976610 | PA      | $14649618.59   | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4881                        | CUSIP: 36202FM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     503160 | PA      | $479554.36     | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   13796000 | PA      | $13102406.29   | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3216                      | CUSIP: 3138WCSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     504966 | PA      | $486333.02     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    8665000 | PA      | $7781898.11    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551231                      | CUSIP: 36213DLL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1529 | PA      | $1564.94       | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   10860000 | PA      | $10915597.78   | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   23073000 | PA      | $23292001.60   | 0.01%             | 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        |    4464000 | PA      | $4381781.29    | 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        |     194761 | PA      | $197838.09     | 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        |        567 | PA      | $577.91        | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK3798                      | CUSIP: 3140HHGG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2901208 | PA      | $2694157.11    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1119                      | CUSIP: 3140X4G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     830768 | PA      | $811561.81     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 582117                      | CUSIP: 31387EVJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6041 | PA      | $6352.63       | 0.00%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1461933 | PA      | $1411711.22    | 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        |    7174000 | PA      | $7269738.94    | 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        |   33509000 | PA      | $32177829.29   | 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        |    1279621 | PA      | $1275084.58    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    8484000 | PA      | $7804355.34    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3558445 | PA      | $3069461.67    | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7743                      | CUSIP: 3140XBS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127612 | PA      | $125141.09     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7621502 | PA      | $7186041.01    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   10080000 | PA      | $10254949.16   | 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        |   70959806 | PA      | $68929454.13   | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51461                      | CUSIP: 3132XTTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5194854 | PA      | $4826764.61    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   19078000 | PA      | $17299618.30   | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                      | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337221 | PA      | $342438.24     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3306000 | PA      | $3882036.10    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6128000 | PA      | $5379719.05    | 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        |    2511000 | PA      | $2476923.85    | 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        |   14914000 | PA      | $15096060.83   | 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        |    5665000 | PA      | $5218957.73    | 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        |    6273138 | PA      | $5850863.95    | 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        |    3528000 | PA      | $3529689.32    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779242                      | CUSIP: 36176XP37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     872499 | PA      | $822386.25     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $4058174.23    | 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        |   18108265 | PA      | $18781503.00   | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9148                      | CUSIP: 31417GEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2520923 | PA      | $2374243.79    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10814000 | PA      | $11562470.69   | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6103                      | CUSIP: 3138A7X94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71868 | PA      | $72977.97      | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08497                      | CUSIP: 3128MJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     495963 | PA      | $456775.97     | 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        |    6166000 | PA      | $6150883.35    | 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        |  431434000 | PA      | $304110410.25  | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   15850000 | PA      | $14155820.04   | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01254                      | CUSIP: 31292HMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4587 | PA      | $4801.27       | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8108                      | CUSIP: 3132D6AH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3738859 | PA      | $3535619.55    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7996                      | CUSIP: 3140XB3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5837455 | PA      | $5609592.40    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   27888000 | PA      | $29456490.20   | 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        |    9947000 | PA      | $8768519.05    | 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        |    3346712 | PA      | $3324985.95    | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91908                      | CUSIP: 3128P8DM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1063767 | PA      | $1012824.70    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6173000 | PA      | $5658419.28    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545076                      | CUSIP: 31385HQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        139 | PA      | $145.15        | 0.00%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9210000 | PA      | $9134684.07    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16043000 | PA      | $13590306.53   | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3209                      | CUSIP: 31418CR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6721439 | PA      | $6045929.95    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    6834000 | PA      | $6799102.97    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3321000 | PA      | $3470703.04    | 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        |     352911 | PA      | $359781.58     | 0.00%             | 2043-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7095000 | PA      | $7975352.71    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  858754400 | PA      | $862008271.95  | 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        |       9362 | PA      | $9668.66       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   54202000 | PA      | $55140715.93   | 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        |   13900000 | PA      | $13723146.07   | 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        |   25659000 | PA      | $22211150.99   | 0.01%             | 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        |   65496000 | PA      | $70610661.10   | 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        |   28515790 | PA      | $25021006.31   | 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        |  171558046 | PA      | $145249208.21  | 0.04%             | 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        |   12046000 | PA      | $13356338.99   | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5137                      | CUSIP: 31418EV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4787243 | PA      | $4740284.06    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   13495000 | PA      | $11913526.08   | 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        |   25858000 | PA      | $26288488.02   | 0.01%             | 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        |   41683000 | PA      | $41974669.55   | 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        |   13899418 | PA      | $11363150.81   | 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        |     386679 | PA      | $374042.01     | 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        |    3901000 | PA      | $3972739.84    | 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        |    1898046 | PA      | $1852155.69    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 650755                      | CUSIP: 31390M5Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8580 | PA      | $9037.63       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 482857                      | CUSIP: 31382HME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2757 | PA      | $2809.40       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7498027.76    | 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        |     351017 | PA      | $346926.14     | 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        |       2508 | PA      | $2605.31       | 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        |     278224 | PA      | $266082.22     | 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        |   18015000 | PA      | $16019386.57   | 0.00%             | 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        |    5820000 | PA      | $5239812.35    | 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        |     410172 | PA      | $408455.26     | 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        |    1975147 | PA      | $1929327.10    | 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        |     459560 | PA      | $456620.28     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816311                      | CUSIP: 31406P3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31960 | PA      | $32860.35      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 551100                      | CUSIP: 36213DGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $171.47        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | 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        |    1750000 | PA      | $1753441.55    | 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        |   30553000 | PA      | $31055592.73   | 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        |     593338 | PA      | $578661.04     | 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        |   15341000 | PA      | $11051905.12   | 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        |   18169000 | PA      | $18442870.90   | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6217                      | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10619548 | PA      | $9166097.91    | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826522                      | CUSIP: 31407CG76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11435 | PA      | $11779.76      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7720000 | PA      | $5917961.79    | 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        |   36662000 | PA      | $37217641.39   | 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        |   12525000 | PA      | $12300857.97   | 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        |    6842000 | PA      | $6245619.43    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3126000 | PA      | $3182801.82    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   42065000 | PA      | $40067218.91   | 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        |    2040907 | PA      | $1917430.43    | 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        |    8195000 | PA      | $8265046.79    | 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        |    1000000 | PA      | $1001854.90    | 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        |    4819000 | PA      | $4942257.47    | 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        |    9227566 | PA      | $9131660.53    | 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        |    3500000 | PA      | $3556136.85    | 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        |    6181000 | PA      | $6181588.20    | 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        |   18875000 | PA      | $16129687.66   | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $10873532.67   | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163803 | PA      | $170483.65     | 0.00%             | 2040-12-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199383.01     | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06007                      | CUSIP: 3128M8AG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16426 | PA      | $17245.52      | 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        |   31588822 | PA      | $31436908.25   | 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        |   26438970 | PA      | $27477167.69   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | VALERO ENERGY PA               | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    7817000 | PA      | $7824574.99    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                                                                    | PRIMERICA INC                  | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    8129000 | PA      | $7274181.54    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   10731000 | PA      | $9560568.42    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     557000 | PA      | $448393.08     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5281                        | CUSIP: 36202F2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1132241 | PA      | $1124278.55    | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   26576000 | PA      | $14023348.93   | 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        |    4125000 | PA      | $4149275.63    | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    6628000 | PA      | $5729091.53    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2518000 | PA      | $2562032.92    | 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        |    7256000 | PA      | $7276586.02    | 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        |   25330000 | PA      | $14504975.24   | 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        |    3632451 | PA      | $3495222.07    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9383000 | PA      | $9272152.17    | 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        |    5400000 | PA      | $5475686.56    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00497                      | CUSIP: 31292GRS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         97 | PA      | $97.75         | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   12325000 | PA      | $7573752.62    | 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        |   30722594 | PA      | $31243513.82   | 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        |   22744000 | PA      | $15693503.86   | 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        |    6820000 | PA      | $5683187.97    | 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        |     147061 | PA      | $153689.20     | 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        |   15861497 | PA      | $15795131.17   | 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        |   20238473 | PA      | $17970485.17   | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615789                      | CUSIP: 36290SC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7733 | PA      | $8098.00       | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   10065000 | PA      | $10323141.43   | 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        |    5825000 | PA      | $3839952.16    | 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        |    6538000 | PA      | $6564113.36    | 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        |    5201118 | PA      | $4899885.78    | 0.00%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698484                      | CUSIP: 36296Q6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30709 | PA      | $31235.20      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8228175 | PA      | $8175747.99    | 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        |   17474509 | PA      | $15718308.85   | 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        |   19173000 | PA      | $19049219.58   | 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        |      41398 | PA      | $42712.48      | 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        |   88333709 | PA      | $87522443.43   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457076                      | CUSIP: 36208PXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1976 | PA      | $2052.37       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   10799000 | PA      | $10703526.38   | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833322                      | CUSIP: 31407KYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        556 | PA      | $557.11        | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8772                      | CUSIP: 3138ETXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2277252 | PA      | $2090327.69    | 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        |   26125000 | PA      | $25497650.93   | 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        |    6700000 | PA      | $6388677.80    | 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        |       7633 | PA      | $7972.95       | 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        |    9004000 | PA      | $7146313.41    | 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        |   22325000 | PA      | $21836030.84   | 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        |     187317 | PA      | $200811.09     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20769000 | PA      | $21184760.11   | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $3338495.14    | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | 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        |    3150000 | PA      | $3238165.04    | 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        |   11231266 | PA      | $11360277.56   | 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        |   33933060 | PA      | $32978129.82   | 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        |   15369000 | PA      | $15034005.95   | 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        |      57975 | PA      | $59871.78      | 0.00%             | 2034-09-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   32026000 | PA      | $25939521.78   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    9834000 | PA      | $9779550.86    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   11154000 | PA      | $9676373.55    | 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        |   11260000 | PA      | $11240882.67   | 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        |   40200088 | PA      | $32940036.73   | 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        |   18151000 | PA      | $16872080.75   | 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        |    9450000 | PA      | $9661031.80    | 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        |    8010000 | PA      | $7977074.09    | 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        |    9413000 | PA      | $9380462.54    | 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        |    2300000 | PA      | $2316092.41    | 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