# EDGAR Filing Document

**Accession Number:** 0001776030
**File Stem:** 0001752724-23-025535
**Filing Date:** 2023-2
**Character Count:** 106478
**Document Hash:** b9eee73408e2066126f1ddd6521a7b83
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-025535.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001752724-23-025535

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230215

**DATE AS OF CHANGE**: 20230215

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Mutual of America Variable Insurance Portfolios, Inc.
- **CENTRAL INDEX KEY:** 0001776030
- **IRS NUMBER:** 834496521
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23449
- **FILM NUMBER:** 23634336

**BUSINESS ADDRESS:**
- **STREET 1:** 320 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 212-224-1840

**MAIL ADDRESS:**
- **STREET 1:** 320 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

## Series and Classes Contracts Data

### Bond Portfolio (Series ID: S000066365)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000214166 | Bond Portfolio Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Mutual of America Variable Insurance Portfolios

- **b. Investment Company Act file number:** 811-23449

- **c. CIK number of Registrant:** 0001776030

- **d. LEI of Registrant:** 254900CH97HJYWTJ6Q44

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

  - **Street Address 1:** 320 Park Ave

  - **City:** NY

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 212-224-1600

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

- **a. Name of Series:** Mutual of America VIP Bond Portfolio

- **b. EDGAR series identifier (if any):** S000066365

- **c. LEI of Series:** 254900YADG0WYD4P2A73

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $33587615.53

**Total Liabilities:** $270056.90

**Net Assets:** $33317558.63

**Cash Not Reported:** $667144.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.38524500 | **1-Year:** 708.27394500 | **5-Year:** 3832.90400700 | **10-Year:** 4568.03928300 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 20.45258900 | **5-Year:** 4.13079400 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000214166 | -1.24%               | 3.48%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-137682.86              | $-313169.00                                |
| Month 2  | $-15906.05               | $1052152.85                                |
| Month 3  | $-23391.49               | $-242946.45                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UMBS P#CB0869 3.5% 06/01/51    | FANNIE MAE POOL UMBS P#CB0869 3.50000000                               | CUSIP: 3140QK6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290104 | NS      | $264519.95    | 0.79%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.05% 09/11/26       | APPLE INC REGD 2.05000000                                              | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    140000 | NS      | $127791.03    | 0.38%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FHS 359 350 3.5% 10/15/47      | FREDDIE MAC STRIPS SER 359 CL 350 3.50000000                           | CUSIP: 3132J0SJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11968 | NS      | $11064.82     | 0.03%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#772047 4% 08/15/41      | GINNIE MAE I POOL P#772047 4.00000000                                  | CUSIP: 36176PP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12915 | NS      | $12502.37     | 0.04%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 03/31/27   | UNITED STATES TREASURY NOTE 0.62500000                                 | CUSIP: 912828ZE3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    350000 | NS      | $303707.03    | 0.91%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1284 3% 12/01/42      | FANNIE MAE POOL UMBS P#MA1284 3.00000000                               | CUSIP: 31418ANA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5472 | NS      | $4912.89      | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC 3.6% 03/15/32   | APTARGROUP INC REGD 3.60000000                                         | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     85000 | NS      | $70271.71     | 0.21%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ4338 3% 12/01/47      | FANNIE MAE POOL UMBS P#BJ4338 3.00000000                               | CUSIP: 3140H5ZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7148 | NS      | $6340.85      | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL8609 4% 10/01/44      | FREDDIE MAC POOL UMBS P#ZL8609 4.00000000                              | CUSIP: 3131XQR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27364 | NS      | $26210.11     | 0.08%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7011 3.5% 11/01/47    | FANNIE MAE POOL UMBS P#FM7011 3.50000000                               | CUSIP: 3140XAYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108899 | NS      | $100909.90    | 0.30%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP  4.7% 09/15/23 | REINSURANCE GRP OF AMER REGD MTN 4.70000000                            | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | NS      | $19904.47     | 0.06%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1865 4.5% 04/01/44    | FANNIE MAE POOL UMBS P#MA1865 4.50000000                               | CUSIP: 31418BCB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16061 | NS      | $15779.29     | 0.05%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 4487 TA 3% 09/15/43        | FREDDIE MAC REMICS SER 4487 CL TA 3.00000000                           | CUSIP: 3137BK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4674 | NS      | $4555.74      | 0.01%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK1990 3.5% 04/01/48    | FANNIE MAE POOL UMBS P#BK1990 3.50000000                               | CUSIP: 3140HFF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5038 | NS      | $4573.45      | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0574 2.5% 04/01/51    | FREDDIE MAC POOL UMBS P#SD0574 2.50000000                              | CUSIP: 3132DMT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185680 | NS      | $157722.20    | 0.47%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ2229 2% 11/01/35      | FANNIE MAE POOL UMBS P#BQ2229 2.00000000                               | CUSIP: 3140KMPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165413 | NS      | $147547.03    | 0.44%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#778383 3.5% 07/15/42    | GINNIE MAE I POOL P#778383 3.50000000                                  | CUSIP: 36176WRC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22577 | NS      | $21231.97     | 0.06%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/26 | BANK OF AMERICA CORP REGD V/R 3.36600000                               | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | NS      | $57208.89     | 0.17%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1546 3.5% 08/01/43    | FANNIE MAE POOL UMBS P#MA1546 3.50000000                               | CUSIP: 31418AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36694 | NS      | $34273.72     | 0.10%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANC 4.3% 01/16/24 | FIFTH THIRD BANCORP REGD 4.30000000                                    | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    105000 | NS      | $103903.35    | 0.31%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN2424 2.5% 06/01/35    | FREDDIE MAC POOL UMBS P#QN2424 2.50000000                              | CUSIP: 3133G8VR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25294 | NS      | $23211.04     | 0.07%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON N 4.125% 11/15/25 | MEAD JOHNSON NUTRITION C REGD 4.12500000                               | CUSIP: 582839AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | NS      | $39169.96     | 0.12%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1402 2% 03/01/52      | FANNIE MAE POOL UMBS P#FS1402 2.00000000                               | CUSIP: 3140XGRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185972 | NS      | $151704.66    | 0.46%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7243 V/R 09/01/51     | FANNIE MAE POOL UMBS P#BT7243 V/R 1.81800000                           | CUSIP: 3140LWBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465588 | NS      | $408710.82    | 1.23%             | 2051-09-01      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0573 2.5% 05/01/46    | FANNIE MAE POOL UMBS P#CB0573 2.50000000                               | CUSIP: 3140QKT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89506 | NS      | $77162.37     | 0.23%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 11/15/28   | UNITED STATES TREASURY NOTE 3.12500000                                 | CUSIP: 9128285M8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     85000 | NS      | $81072.07     | 0.24%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC3490 3.5% 02/01/46    | FANNIE MAE POOL UMBS P#BC3490 3.50000000                               | CUSIP: 3140EX2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14139 | NS      | $13144.26     | 0.04%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1905 2% 10/01/50      | FANNIE MAE POOL UMBS P#BQ1905 2.00000000                               | CUSIP: 3140KMDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190822 | NS      | $156736.26    | 0.47%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49   | UNITED STATES TREASURY BOND 2.87500000                                 | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    300000 | NS      | $241394.53    | 0.72%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4080 5% 06/01/52      | FREDDIE MAC POOL UMBS P#QE4080 5.00000000                              | CUSIP: 3133BDQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85875 | NS      | $84814.42     | 0.25%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#757380 3% 07/15/46      | GINNIE MAE I POOL P#757380 3.00000000                                  | CUSIP: 36230SFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83952 | NS      | $74974.74     | 0.23%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40   | UNITED STATES TREASURY BOND 1.12500000                                 | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1100000 | NS      | $683117.18    | 2.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33     | CITIGROUP INC REGD V/R 3.78500000                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | NS      | $89805.61     | 0.27%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9913 2% 07/01/36      | FANNIE MAE POOL UMBS P#FM9913 2.00000000                               | CUSIP: 3140XEAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    427696 | NS      | $381695.34    | 1.15%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIGNET UK FINANC 4.7% 06/15/24 | SIGNET UK FINANCE PLC REGD 4.70000000                                  | CUSIP: 82671AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    105000 | NS      | $101850.00    | 0.31%             | 2024-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4542 4.5% 02/01/49    | FANNIE MAE POOL UMBS P#BN4542 4.50000000                               | CUSIP: 3140JMBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14127 | NS      | $13843.27     | 0.04%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM1754 3% 09/01/46      | FREDDIE MAC POOL UMBS P#ZM1754 3.00000000                              | CUSIP: 3131XU5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44367 | NS      | $39749.01     | 0.12%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU3685 2% 11/01/51      | FANNIE MAE POOL UMBS P#BU3685 2.00000000                               | CUSIP: 3140M5CX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90751 | NS      | $74241.74     | 0.22%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0056 4.5% 07/01/42    | FANNIE MAE POOL UMBS P#FM0056 4.50000000                               | CUSIP: 3140X3B23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76982 | NS      | $76315.19     | 0.23%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AO3451 3% 02/20/47   | GINNIE MAE II POOL P#AO3451 3.00000000                                 | CUSIP: 3617A3ZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22988 | NS      | $20470.68     | 0.06%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNO 4.55% 10/30/24 | KEYSIGHT TECHNOLOGIES REGD 4.55000000                                  | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    105000 | NS      | $103388.87    | 0.31%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 3.75% 10/01/25 | SYSCO CORPORATION REGD 3.75000000                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | NS      | $72574.04     | 0.22%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 0.75% 12/15/25   | ALLSTATE CORP REGD 0.75000000                                          | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    175000 | NS      | $155227.10    | 0.47%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 05/31/28    | UNITED STATES TREASURY NOTE 1.25000000                                 | CUSIP: 91282CCE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    825000 | NS      | $714269.53    | 2.14%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNO 2.75% 04/01/31 | TELEDYNE TECHNOLOGIES IN REGD 2.75000000                               | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    175000 | NS      | $143097.66    | 0.43%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6448 4.5% 05/01/48    | FREDDIE MAC POOL UMBS P#ZM6448 4.50000000                              | CUSIP: 3131Y1EV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9019 | NS      | $8849.84      | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 11/15/27    | UNITED STATES TREASURY NOTE 2.25000000                                 | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1065000 | NS      | $981380.86    | 2.95%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3286 4.5% 11/01/47    | FANNIE MAE POOL UMBS P#BM3286 4.50000000                               | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17732 | NS      | $17685.67     | 0.05%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CG9061 3% 10/20/51   | GINNIE MAE II POOL P#CG9061 3.00000000                                 | CUSIP: 3617WPB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97753 | NS      | $85108.79     | 0.26%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#733970 4.5% 10/15/40    | GINNIE MAE I POOL P#733970 4.50000000                                  | CUSIP: 3620AMMT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29729 | NS      | $29540.09     | 0.09%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3635 3% 03/01/50      | FANNIE MAE POOL UMBS P#FM3635 3.00000000                               | CUSIP: 3140X7BD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90014 | NS      | $79682.97     | 0.24%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4587 2.5% 04/01/42    | FANNIE MAE POOL UMBS P#MA4587 2.50000000                               | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182379 | NS      | $158598.37    | 0.48%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2523 5% 06/01/52      | FANNIE MAE POOL UMBS P#FS2523 5.00000000                               | CUSIP: 3140XHYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    496531 | NS      | $489664.35    | 1.47%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 3.75% 06/01/23 | GLOBAL PAYMENTS INC REGD 3.75000000                                    | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     85000 | NS      | $84458.38     | 0.25%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC 1.95% 10/01/30 | BEST BUY CO INC REGD 1.95000000                                        | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    150000 | NS      | $118686.34    | 0.36%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AL5503 3.5% 03/20/45 | GINNIE MAE II POOL P#AL5503 3.50000000                                 | CUSIP: 36184CDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21266 | NS      | $19339.81     | 0.06%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA3221 3% 11/01/46      | FREDDIE MAC POOL UMBS P#ZA3221 3.00000000                              | CUSIP: 31329LSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9131 | NS      | $8082.61      | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6846 2.5% 04/01/51    | FANNIE MAE POOL UMBS P#FM6846 2.50000000                               | CUSIP: 3140XATC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168052 | NS      | $142852.34    | 0.43%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0252 3% 04/01/43      | FREDDIE MAC POOL UMBS P#SD0252 3.00000000                              | CUSIP: 3132DMH57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115342 | NS      | $104960.44    | 0.32%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE7023 4% 08/01/52      | FREDDIE MAC POOL UMBS P#QE7023 4.00000000                              | CUSIP: 3133BGYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288795 | NS      | $271559.96    | 0.82%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP 2.4% 08/18/31   | BRUNSWICK CORP REGD 2.40000000                                         | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    160000 | NS      | $117631.37    | 0.35%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0254 3.5% 01/01/44    | FREDDIE MAC POOL UMBS P#SD0254 3.50000000                              | CUSIP: 3132DMH73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113976 | NS      | $106690.95    | 0.32%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AY4598 3% 02/01/45      | FANNIE MAE POOL UMBS P#AY4598 3.00000000                               | CUSIP: 3138YJDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18100 | NS      | $16350.10     | 0.05%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32   | UNITED STATES TREASURY NOTE 2.87500000                                 | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    800000 | NS      | $737250.00    | 2.21%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM3236 4% 05/01/47      | FREDDIE MAC POOL UMBS P#ZM3236 4.00000000                              | CUSIP: 3131XWSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12054 | NS      | $11513.56     | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES  3.75% 02/01/23 | TECK RESOURCES LIMITED REGD 3.75000000                                 | CUSIP: 878742AY1<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     20000 | NS      | $20017.26     | 0.06%             | 2023-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1348 2.5% 02/01/33    | FANNIE MAE POOL UMBS P#MA1348 2.50000000                               | CUSIP: 31418AQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18131 | NS      | $16513.53     | 0.05%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/28   | UNITED STATES TREASURY NOTE 2.87500000                                 | CUSIP: 9128284N7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    835000 | NS      | $787868.17    | 2.36%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28    | UNITED STATES TREASURY NOTE 1.25000000                                 | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    550000 | NS      | $475556.64    | 1.43%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0125 4% 07/01/56      | FANNIE MAE POOL UMBS P#BF0125 4.00000000                               | CUSIP: 3140FXD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18312 | NS      | $17538.78     | 0.05%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1561 3% 09/01/33      | FANNIE MAE POOL UMBS P#MA1561 3.00000000                               | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21514 | NS      | $20179.80     | 0.06%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AN0946 3.5% 05/20/45 | GINNIE MAE II POOL P#AN0946 3.50000000                                 | CUSIP: 36185GBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27531 | NS      | $25681.62     | 0.08%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1113 3.5% 06/01/43    | FREDDIE MAC POOL UMBS P#ZT1113 3.50000000                              | CUSIP: 3132ADGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18007 | NS      | $16819.24     | 0.05%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0051 4.5% 12/01/39    | FANNIE MAE POOL UMBS P#FM0051 4.50000000                               | CUSIP: 3140X3BV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37928 | NS      | $37385.97     | 0.11%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 4745 VD 4% 01/15/40        | FREDDIE MAC REMICS SER 4745 CL VD 4.00000000                           | CUSIP: 3137FDCW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | NS      | $96681.91     | 0.29%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31        | AT&T INC REGD SER * 2.75000000                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | NS      | $70440.70     | 0.21%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/14/33 | JPMORGAN CHASE & CO REGD V/R 5.71700000                                | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | NS      | $136647.48    | 0.41%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 2.6% 02/07/30 | GOLDMAN SACHS GROUP INC REGD 2.60000000                                | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | NS      | $133523.06    | 0.40%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS  4% 04/01/25 | ARROW ELECTRONICS INC REGD 4.00000000                                  | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     20000 | NS      | $19302.84     | 0.06%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#K36017 5% 09/01/47     | FREDDIE MAC GOLD POOL P#K36017 5.00000000                              | CUSIP: 31302VVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    370824 | NS      | $365835.80    | 1.10%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE 3.875% 09/10/24 | JPMORGAN CHASE & CO REGD 3.87500000                                    | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | NS      | $92992.60     | 0.28%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.25% 04/15/25    | AUTOZONE INC REGD 3.25000000                                           | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    115000 | NS      | $110211.52    | 0.33%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE7137 4% 02/01/47      | FANNIE MAE POOL UMBS P#BE7137 4.00000000                               | CUSIP: 3140FS4X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22062 | NS      | $21201.77     | 0.06%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2550 3% 03/01/36      | FANNIE MAE POOL UMBS P#MA2550 3.00000000                               | CUSIP: 31418BZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18221 | NS      | $16904.82     | 0.05%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#966857 6% 12/01/37      | FANNIE MAE POOL UMBS P#966857 6.00000000                               | CUSIP: 31414HTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16855 | NS      | $17528.15     | 0.05%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB6705 2.5% 11/01/50    | FREDDIE MAC POOL UMBS P#QB6705 2.50000000                              | CUSIP: 3133ADNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    231703 | NS      | $198440.00    | 0.60%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28 | ENERGY TRANSFER LP REGD 5.55000000                                     | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | NS      | $29757.90     | 0.09%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN5898 3% 05/01/49      | FREDDIE MAC POOL UMBS P#ZN5898 3.00000000                              | CUSIP: 3131YCRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50136 | NS      | $44377.31     | 0.13%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRE 3.625% 12/05/24 | AMERICAN EXPRESS CO REGD 3.62500000                                    | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | NS      | $102223.39    | 0.31%             | 2024-12-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN0188 3% 09/01/46      | FREDDIE MAC POOL UMBS P#ZN0188 3.00000000                              | CUSIP: 3131Y6F53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28643 | NS      | $25725.13     | 0.08%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/14/28      | ABBVIE INC REGD 4.25000000                                             | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    160000 | NS      | $154331.56    | 0.46%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CG9023 2.5% 10/20/51 | GINNIE MAE II POOL P#CG9023 2.50000000                                 | CUSIP: 3617WPAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97406 | NS      | $82476.09     | 0.25%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3331 4% 07/01/52      | FANNIE MAE POOL UMBS P#BW3331 4.00000000                               | CUSIP: 3140MUVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98314 | NS      | $92553.23     | 0.28%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6124 2.5% 01/01/51    | FANNIE MAE POOL UMBS P#FM6124 2.50000000                               | CUSIP: 3140X9YW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540837 | NS      | $464491.43    | 1.39%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 4732 QL 3% 04/15/45        | FREDDIE MAC REMICS SER 4732 CL QL 3.00000000                           | CUSIP: 3137FBNG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4217 | NS      | $4126.66      | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8399 2.5% 08/01/51    | FANNIE MAE POOL UMBS P#FM8399 2.50000000                               | CUSIP: 3140XCKM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290001 | NS      | $247247.30    | 0.74%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTIC 3.5% 03/30/25 | QUEST DIAGNOSTICS INC REGD 3.50000000                                  | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     15000 | NS      | $14452.72     | 0.04%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AB2158 4% 08/20/42   | GINNIE MAE II POOL P#AB2158 4.00000000                                 | CUSIP: 36178MMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7696 | NS      | $7457.78      | 0.02%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANC 3.7% 08/04/26 | SYNCHRONY FINANCIAL REGD 3.70000000                                    | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     55000 | NS      | $50594.76     | 0.15%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7645 3% 02/01/32      | FREDDIE MAC POOL UMBS P#ZS7645 3.00000000                              | CUSIP: 3132A8P60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28591 | NS      | $27348.74     | 0.08%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#8D6008 V/R 10/01/51    | FREDDIE MAC NON GOLD POOL P#8D6008 V/R 1.92400000                      | CUSIP: 3142BUU97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    621916 | NS      | $546019.33    | 1.64%             | 2051-10-01      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0713 4.5% 11/01/47    | FANNIE MAE POOL UMBS P#CA0713 4.50000000                               | CUSIP: 3140Q7YK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22900 | NS      | $22479.84     | 0.07%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/47    | UNITED STATES TREASURY BOND 2.75000000                                 | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    210000 | NS      | $163841.02    | 0.49%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  3.55% 05/01/27 | NEXTERA ENERGY CAPITAL REGD 3.55000000                                 | CUSIP: 65339KAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | NS      | $89501.67     | 0.27%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 05/10/28 | CAPITAL ONE FINANCIAL CO REGD V/R 4.92700000                           | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | NS      | $58086.43     | 0.17%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIAL 3.9% 10/01/25 | APPLIED MATERIALS INC REGD 3.90000000                                  | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    205000 | NS      | $200429.94    | 0.60%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 3.25% 01/30/31 | BOSTON PROPERTIES LP REGD 3.25000000                                   | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | NS      | $124001.80    | 0.37%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5023 3.5% 11/01/39    | FREDDIE MAC POOL UMBS P#RB5023 3.50000000                              | CUSIP: 3133KYSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42479 | NS      | $39870.57     | 0.12%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 2.75% 05/14/31 | BUNGE LTD FINANCE CORP REGD 2.75000000                                 | CUSIP: 120568BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | NS      | $49243.31     | 0.15%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS3092 3.5% 01/01/41    | FREDDIE MAC POOL UMBS P#ZS3092 3.50000000                              | CUSIP: 3132A3NH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31194 | NS      | $29196.20     | 0.09%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#694386 4% 04/15/24      | GINNIE MAE I POOL P#694386 4.00000000                                  | CUSIP: 36296LNB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20041 | NS      | $19848.06     | 0.06%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 1.125% 03/15/26      | AFLAC INC REGD 1.12500000                                              | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     85000 | NS      | $75307.44     | 0.23%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0253 3% 04/01/43      | FREDDIE MAC POOL UMBS P#SD0253 3.00000000                              | CUSIP: 3132DMH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108885 | NS      | $99082.13     | 0.30%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 2.875% 09/15/29 | ELEVANCE HEALTH INC REGD 2.87500000                                    | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    135000 | NS      | $118608.12    | 0.36%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q49942 3.5% 08/01/47   | FREDDIE MAC GOLD POOL P#Q49942 3.50000000                              | CUSIP: 3132WQBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67271 | NS      | $62461.01     | 0.19%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2016-24 TA 3% 04/25/42     | FANNIE MAE REMICS SER 2016-24 CL TA 3.00000000                         | CUSIP: 3136ASJA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8871 | NS      | $8710.85      | 0.03%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.25% 05/20/32    | QUALCOMM INC REGD 4.25000000                                           | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     35000 | NS      | $33671.53     | 0.10%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6488 4.5% 05/01/48    | FREDDIE MAC POOL UMBS P#ZM6488 4.50000000                              | CUSIP: 3131Y1F54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18810 | NS      | $18383.19     | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#773245 4% 12/15/41      | GINNIE MAE I POOL P#773245 4.00000000                                  | CUSIP: 36176QZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19323 | NS      | $18762.89     | 0.06%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6731 3.5% 04/01/45    | FANNIE MAE POOL UMBS P#AL6731 3.50000000                               | CUSIP: 3138EPPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59670 | NS      | $55070.22     | 0.17%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIE 2% 10/15/31 | THERMO FISHER SCIENTIFIC REGD 2.00000000                               | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    160000 | NS      | $129579.09    | 0.39%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 08/15/27    | UNITED STATES TREASURY NOTE 2.25000000                                 | CUSIP: 9128282R0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1555000 | NS      | $1438435.74   | 4.32%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS I 4% 06/15/25 | VERISK ANALYTICS INC REGD 4.00000000                                   | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    175000 | NS      | $170095.18    | 0.51%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP3077 4% 03/01/50      | FANNIE MAE POOL UMBS P#BP3077 4.00000000                               | CUSIP: 3140KAM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77592 | NS      | $73398.20     | 0.22%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4600 2.5% 10/01/35    | FANNIE MAE POOL UMBS P#FM4600 2.50000000                               | CUSIP: 3140X8DE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104407 | NS      | $96630.65     | 0.29%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 1.75% 07/01/30     | PROLOGIS LP REGD 1.75000000                                            | CUSIP: 74340XBZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | NS      | $55133.23     | 0.17%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA P#709541 5.5% 01/15/36    | GINNIE MAE I POOL P#709541 5.50000000                                  | CUSIP: 36297EHS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54863 | NS      | $55680.94     | 0.17%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM0400 3.5% 11/01/45    | FREDDIE MAC POOL UMBS P#ZM0400 3.50000000                              | CUSIP: 3131XTNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27996 | NS      | $26163.39     | 0.08%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#752194 3% 03/15/46      | GINNIE MAE I POOL P#752194 3.00000000                                  | CUSIP: 36230LNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66359 | NS      | $59264.75     | 0.18%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL C 4% 09/01/23 | LINCOLN NATIONAL CORP REGD 4.00000000                                  | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     85000 | NS      | $84331.39     | 0.25%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 3.25% 04/01/25 | GENERAL DYNAMICS CORP REGD 3.25000000                                  | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     65000 | NS      | $62982.05     | 0.19%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHS 265 30 3% 06/15/42         | FREDDIE MAC STRIPS SER 265 CL 30 3.00000000                            | CUSIP: 3128HXJS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92976 | NS      | $85497.85     | 0.26%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP 0% 08/15/25        | HEXCEL CORP REGD 4.95000000                                            | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     80000 | NS      | $78043.74     | 0.23%             | 2025-08-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA P#627039 3% 01/15/46      | GINNIE MAE I POOL P#627039 3.00000000                                  | CUSIP: 36291FS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50736 | NS      | $45321.73     | 0.14%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERNORTH HEALTH 3.5% 06/15/24 | EVERNORTH HEALTH INC REGD 3.50000000                                   | CUSIP: 30219GAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | NS      | $39020.96     | 0.12%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 4.875% 05/01/25      | BOEING CO REGD 4.87500000                                              | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | NS      | $89310.87     | 0.27%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHS 299 300 3% 01/15/43        | FREDDIE MAC STRIPS SER 299 CL 300 3.00000000                           | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25481 | NS      | $23022.50     | 0.07%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP 4.35% 02/15/25     | KEMPER CORP REGD 4.35000000                                            | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     40000 | NS      | $38800.24     | 0.12%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL 5.25% 10/01/25 | BLOCK FINANCIAL LLC REGD 5.25000000                                    | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | NS      | $64848.81     | 0.19%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC I 3.875% 08/26/26 | OLD REPUBLIC INTL CORP REGD 3.87500000                                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    105000 | NS      | $99402.82     | 0.30%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS9328 4% 01/01/38      | FREDDIE MAC POOL UMBS P#ZS9328 4.00000000                              | CUSIP: 3132AALH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22711 | NS      | $22175.65     | 0.07%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6582 3.5% 02/01/46    | FANNIE MAE POOL UMBS P#AS6582 3.50000000                               | CUSIP: 3138WGJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36406 | NS      | $33807.85     | 0.10%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0406 4.5% 05/01/30    | FANNIE MAE POOL UMBS P#MA0406 4.50000000                               | CUSIP: 31417YNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75643 | NS      | $75060.22     | 0.23%             | 2030-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29 | T-MOBILE USA INC REGD 3.37500000                                       | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | NS      | $74865.41     | 0.22%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA1314 3% 03/01/43      | FREDDIE MAC POOL UMBS P#ZA1314 3.00000000                              | CUSIP: 31329JN78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20078 | NS      | $18268.15     | 0.05%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2406 3.5% 02/01/36    | FREDDIE MAC POOL UMBS P#ZA2406 3.50000000                              | CUSIP: 31329KU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19846 | NS      | $18971.86     | 0.06%             | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 08/31/28   | UNITED STATES TREASURY NOTE 1.12500000                                 | CUSIP: 91282CCV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    150000 | NS      | $128074.22    | 0.38%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3570 2.5% 10/01/49    | FREDDIE MAC POOL UMBS P#QA3570 2.50000000                              | CUSIP: 31339S6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63712 | NS      | $54513.33     | 0.16%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46    | UNITED STATES TREASURY BOND 2.25000000                                 | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    615000 | NS      | $435232.62    | 1.31%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP 3.8% 02/23/32      | KEMPER CORP REGD 3.80000000                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     85000 | NS      | $71032.82     | 0.21%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3078 3.5% 09/01/47    | FANNIE MAE POOL UMBS P#BM3078 3.50000000                               | CUSIP: 3140J7M44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59353 | NS      | $55134.95     | 0.17%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/29      | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                     | CUSIP: 912833XP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     90000 | NS      | $68666.95     | 0.21%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.85% 10/01/24      | HUMANA INC REGD 3.85000000                                             | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     65000 | NS      | $63690.54     | 0.19%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5302 3.5% 02/20/42   | GINNIE MAE II POOL P#5302 3.50000000                                   | CUSIP: 36202F3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8802 | NS      | $8023.65      | 0.02%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 08/15/29   | UNITED STATES TREASURY NOTE 1.62500000                                 | CUSIP: 912828YB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1045000 | NS      | $906823.24    | 2.72%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF3678 6.5% 12/01/52    | FREDDIE MAC POOL UMBS P#QF3678 6.50000000                              | CUSIP: 3133BRCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149907 | NS      | $154219.63    | 0.46%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3024 3.5% 01/01/43    | FANNIE MAE POOL UMBS P#AL3024 3.50000000                               | CUSIP: 3138EKLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9501 | NS      | $8873.05      | 0.03%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.2% 12/03/25   | AMAZON.COM INC REGD 5.20000000                                         | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    105000 | NS      | $106901.70    | 0.32%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52       | UNITED STATES TREASURY BOND 4.00000000                                 | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    465000 | NS      | $465653.91    | 1.40%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28 | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | NS      | $55560.06     | 0.17%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR8991 2.5% 04/01/51    | FANNIE MAE POOL UMBS P#BR8991 2.50000000                               | CUSIP: 3140L77D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176263 | NS      | $149669.68    | 0.45%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESB 2019-SB58  V/R 10/25/28  | FRESB 2019-SB58 MORTGAGE TRUST SER 2019-SB58 CL A10F V/R 3.61000000    | CUSIP: 30308MAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13698 | NS      | $12831.83     | 0.04%             | 2028-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS COR 1.8% 06/11/30 | HORMEL FOODS CORP REGD 1.80000000                                      | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     60000 | NS      | $48818.89     | 0.15%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONIC 4.5% 03/01/23 | ARROW ELECTRONICS INC REGD 4.50000000                                  | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     25000 | NS      | $24947.10     | 0.07%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 05/15/30   | UNITED STATES TREASURY NOTE 0.62500000                                 | CUSIP: 912828ZQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    275000 | NS      | $217647.46    | 0.65%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30     | UNITED STATES TREASURY NOTE 1.50000000                                 | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    350000 | NS      | $298265.63    | 0.90%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHR 3014 AZ 4.5% 08/15/35      | FREDDIE MAC REMICS SER 3014 CL AZ 4.50000000                           | CUSIP: 31395XA54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14405 | NS      | $14082.11     | 0.04%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4663 2% 10/01/50      | FANNIE MAE POOL UMBS P#FM4663 2.00000000                               | CUSIP: 3140X8FD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85020 | NS      | $69779.88     | 0.21%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0532 2% 02/01/51      | FREDDIE MAC POOL UMBS P#SD0532 2.00000000                              | CUSIP: 3132DMSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175192 | NS      | $144285.02    | 0.43%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31    | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | NS      | $132215.47    | 0.40%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2566 4% 05/01/25      | FREDDIE MAC POOL UMBS P#ZA2566 4.00000000                              | CUSIP: 31329KZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10523 | NS      | $10270.18     | 0.03%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30 | CVS HEALTH CORP REGD 3.75000000                                        | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | NS      | $158666.00    | 0.48%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO1304 3.5% 07/01/34    | FANNIE MAE POOL UMBS P#BO1304 3.50000000                               | CUSIP: 3140JVNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21118 | NS      | $20307.43     | 0.06%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA3131 3% 11/01/42      | FREDDIE MAC POOL UMBS P#ZA3131 3.00000000                              | CUSIP: 31329LPQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6643 | NS      | $5964.12      | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1994 3.5% 08/01/44    | FANNIE MAE POOL UMBS P#MA1994 3.50000000                               | CUSIP: 31418BGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28022 | NS      | $25329.69     | 0.08%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/27   | UNITED STATES TREASURY NOTE 2.37500000                                 | CUSIP: 912828X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1105000 | NS      | $1030196.68   | 3.09%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5839 4.5% 05/01/50    | FANNIE MAE POOL UMBS P#FM5839 4.50000000                               | CUSIP: 3140X9PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153871 | NS      | $149663.31    | 0.45%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP 3.7% 05/01/25   | WHIRLPOOL CORP REGD 3.70000000                                         | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     40000 | NS      | $38904.13     | 0.12%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7010 4% 04/01/49      | FANNIE MAE POOL UMBS P#FM7010 4.00000000                               | CUSIP: 3140XAYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148397 | NS      | $141500.42    | 0.42%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR5818 2.5% 08/01/51    | FANNIE MAE POOL UMBS P#BR5818 2.50000000                               | CUSIP: 3140L4PC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271174 | NS      | $230214.12    | 0.69%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 2.65% 10/01/26 | PAYPAL HOLDINGS INC REGD 2.65000000                                    | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    175000 | NS      | $161565.16    | 0.48%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7119 4% 04/01/52      | FREDDIE MAC POOL UMBS P#RA7119 4.00000000                              | CUSIP: 3133KN4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    232442 | NS      | $219032.83    | 0.66%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS9113 3.5% 02/01/35    | FREDDIE MAC POOL UMBS P#ZS9113 3.50000000                              | CUSIP: 3132AADS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33716 | NS      | $32313.84     | 0.10%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0142 2.5% 12/01/51    | FANNIE MAE POOL UMBS P#FS0142 2.50000000                               | CUSIP: 3140XFEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    661228 | NS      | $561109.31    | 1.68%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0054 4% 01/01/44      | FANNIE MAE POOL UMBS P#FM0054 4.00000000                               | CUSIP: 3140X3BY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81964 | NS      | $78714.26     | 0.24%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO9034 3.5% 02/01/50    | FANNIE MAE POOL UMBS P#BO9034 3.50000000                               | CUSIP: 3140K5BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26635 | NS      | $24486.14     | 0.07%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3944 2% 11/01/50      | FREDDIE MAC POOL UMBS P#RA3944 2.00000000                              | CUSIP: 3133KKLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83905 | NS      | $68550.42     | 0.21%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR  4.375% 12/15/24 | OWENS & MINOR INC REGD 4.37500000                                      | CUSIP: 690732AE2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     60000 | NS      | $57805.76     | 0.17%             | 2024-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL  3.65% 06/15/26 | VOYA FINANCIAL INC REGD 3.65000000                                     | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    105000 | NS      | $99006.11     | 0.30%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIA 4.25% 07/18/24 | STIFEL FINANCIAL CORP REGD 4.25000000                                  | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     30000 | NS      | $29392.36     | 0.09%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6815 2.5% 02/01/52    | FREDDIE MAC POOL UMBS P#RA6815 2.50000000                              | CUSIP: 3133KNSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    277989 | NS      | $235833.75    | 0.71%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM5133 3.5% 12/01/47    | FREDDIE MAC POOL UMBS P#ZM5133 3.50000000                              | CUSIP: 3131XYV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23058 | NS      | $21365.53     | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2212 3% 03/01/45      | FANNIE MAE POOL UMBS P#MA2212 3.00000000                               | CUSIP: 31418BN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3075 | NS      | $2722.98      | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB2959 4.5% 07/01/40    | FANNIE MAE POOL UMBS P#AB2959 4.50000000                               | CUSIP: 31416YJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62485 | NS      | $60101.13     | 0.18%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0052 5% 08/01/37      | FANNIE MAE POOL UMBS P#FM0052 5.00000000                               | CUSIP: 3140X3BW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39117 | NS      | $39944.09     | 0.12%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 4.3% 05/01/24 | KINDER MORGAN ENER PART REGD 4.30000000                                | CUSIP: 28370TAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | NS      | $103598.37    | 0.31%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 1.2% 06/03/27   | AMAZON.COM INC REGD 1.20000000                                         | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     80000 | NS      | $69279.06     | 0.21%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27 | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                        | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | NS      | $64932.23     | 0.19%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNA 2.539% 02/01/32 | BAXTER INTERNATIONAL INC REGD 2.53900000                               | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     55000 | NS      | $43691.63     | 0.13%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS8795 5% 02/01/26      | FREDDIE MAC POOL UMBS P#ZS8795 5.00000000                              | CUSIP: 3132A9XY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10388 | NS      | $10339.77     | 0.03%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  3.3% 01/15/23 | ELEVANCE HEALTH INC REGD 3.30000000                                    | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | NS      | $75038.54     | 0.23%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1576 5% 08/01/52      | FREDDIE MAC POOL UMBS P#SD1576 5.00000000                              | CUSIP: 3132DNXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98335 | NS      | $96974.82     | 0.29%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0508 3% 01/01/52      | FANNIE MAE POOL UMBS P#FS0508 3.00000000                               | CUSIP: 3140XFR60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291984 | NS      | $256413.20    | 0.77%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2900 3% 01/01/47      | FANNIE MAE POOL UMBS P#MA2900 3.00000000                               | CUSIP: 31418CGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11271 | NS      | $9979.99      | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.15% 12/10/31  | MERCK & CO INC REGD 2.15000000                                         | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | NS      | $106157.25    | 0.32%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY 2.75% 04/15/25 | DEERE & COMPANY REGD 2.75000000                                        | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    125000 | NS      | $120064.80    | 0.36%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8549 3.5% 05/01/52    | FANNIE MAE POOL UMBS P#BV8549 3.50000000                               | CUSIP: 3140MNQB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193892 | NS      | $176963.04    | 0.53%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40   | UNITED STATES TREASURY BOND 1.37500000                                 | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    250000 | NS      | $162529.30    | 0.49%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK2134 4% 02/01/25      | FREDDIE MAC POOL UMBS P#ZK2134 4.00000000                              | CUSIP: 3131X5LP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11258 | NS      | $10987.47     | 0.03%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND 4.15% 05/15/25 | HARMAN INTL IND REGD 4.15000000                                        | CUSIP: 413086AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | NS      | $102090.01    | 0.31%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.75% 04/18/29    | AUTOZONE INC REGD 3.75000000                                           | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | NS      | $32274.23     | 0.10%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0055 4% 05/01/43      | FANNIE MAE POOL UMBS P#FM0055 4.00000000                               | CUSIP: 3140X3BZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58223 | NS      | $55916.93     | 0.17%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3280 4.5% 11/01/47    | FANNIE MAE POOL UMBS P#BM3280 4.50000000                               | CUSIP: 3140J7UE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19690 | NS      | $19414.02     | 0.06%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTER 3.125% 02/15/23 | MARRIOTT INTERNATIONAL REGD SER WI 3.12500000                          | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     65000 | NS      | $65081.35     | 0.20%             | 2023-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4% 04/15/25     | LOWE'S COS INC REGD 4.00000000                                         | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | NS      | $29415.74     | 0.09%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0616 4% 01/01/31      | FANNIE MAE POOL UMBS P#MA0616 4.00000000                               | CUSIP: 31417YVJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32343 | NS      | $31307.10     | 0.09%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX US INC 4.875% 08/13/24 | FAIRFAX US INC REGD P/P 4.87500000                                     | CUSIP: 304071AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | NS      | $73156.44     | 0.22%             | 2024-08-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNR 2014-130 VA 3% 07/16/36    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-130 CL VA 3.00000000 | CUSIP: 38378XQL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33132 | NS      | $30436.43     | 0.09%             | 2036-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#759449 4% 01/20/41   | GINNIE MAE II POOL P#759449 4.00000000                                 | CUSIP: 36230UQA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16880 | NS      | $16256.98     | 0.05%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS 2.5% 07/01/31  | EAGLE MATERIALS REGD 2.50000000                                        | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    163000 | NS      | $127864.07    | 0.38%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29 | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                          | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | NS      | $56043.10     | 0.17%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FRESB 2016-SB24  V/R 10/25/26  | FRESB 2016-SB24 MORTGAGE TRUST SER 2016-SB24 CL A10F V/R 2.37000000    | CUSIP: 30295NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21244 | NS      | $19547.60     | 0.06%             | 2026-10-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#BA2906 4% 11/01/45      | FANNIE MAE POOL UMBS P#BA2906 4.00000000                               | CUSIP: 3140E7GQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15882 | NS      | $15256.05     | 0.05%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#255893 5.5% 09/01/25    | FANNIE MAE POOL UMBS P#255893 5.50000000                               | CUSIP: 31371MGA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17802 | NS      | $17849.78     | 0.05%             | 2025-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK4713 2.5% 12/01/27    | FREDDIE MAC POOL UMBS P#ZK4713 2.50000000                              | CUSIP: 3131X8GW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12455 | NS      | $11826.24     | 0.04%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#255894 5% 10/01/25      | FANNIE MAE POOL UMBS P#255894 5.00000000                               | CUSIP: 31371MGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18332 | NS      | $18247.95     | 0.05%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 04/30/27     | UNITED STATES TREASURY NOTE 0.50000000                                 | CUSIP: 912828ZN3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1800000 | NS      | $1549898.44   | 4.65%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40   | UNITED STATES TREASURY BOND 1.12500000                                 | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1425000 | NS      | $891849.62    | 2.68%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GNR 2009-42 DZ 5% 06/20/39     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL DZ 5.00000000  | CUSIP: 38374UWE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11669 | NS      | $11635.99     | 0.03%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL  4.4% 03/15/27 | MERCURY GENERAL CORP REGD 4.40000000                                   | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     65000 | NS      | $60778.52     | 0.18%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/35      | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                     | CUSIP: 9128335A4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    210000 | NS      | $124469.68    | 0.37%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.2% 07/15/25 | NATIONAL FUEL GAS CO REGD 5.20000000                                   | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     40000 | NS      | $39790.72     | 0.12%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPE 3.4% 02/01/25 | HEALTHPEAK PROPERTIES REGD 3.40000000                                  | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     80000 | NS      | $76968.30     | 0.23%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL5591 3% 04/01/43      | FREDDIE MAC POOL UMBS P#ZL5591 3.00000000                              | CUSIP: 3131XMF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17867 | NS      | $16256.63     | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.4% 04/01/30     | COMCAST CORP REGD 3.40000000                                           | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | NS      | $145894.62    | 0.44%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2046 3.5% 10/01/34    | FANNIE MAE POOL UMBS P#MA2046 3.50000000                               | CUSIP: 31418BHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21811 | NS      | $20904.93     | 0.06%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256182 6% 03/01/36      | FANNIE MAE POOL UMBS P#256182 6.00000000                               | CUSIP: 31371MRB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9987 | NS      | $10209.98     | 0.03%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.85% 12/15/25 | DEVON ENERGY CORPORATION REGD 5.85000000                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | NS      | $50902.47     | 0.15%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9264 4% 10/01/36      | FANNIE MAE POOL UMBS P#AL9264 4.00000000                               | CUSIP: 3138ERJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10852 | NS      | $10449.14     | 0.03%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30 | TARGA RESOURCES PARTNERS REGD 5.50000000                               | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | NS      | $56455.20     | 0.17%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4992 3.5% 05/01/45    | FANNIE MAE POOL UMBS P#AS4992 3.50000000                               | CUSIP: 3138WERN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40219 | NS      | $37415.65     | 0.11%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY SE 2.625% 02/15/29    | TREASURY N/B REGD 2.62500000                                           | CUSIP: 9128286B1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1045000 | NS      | $965808.59    | 2.90%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/37      | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                     | CUSIP: 912833Z52<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    210000 | NS      | $114077.37    | 0.34%             | 2037-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 3.95% 04/21/25 | BANK OF AMERICA CORP REGD MTN SER L 3.95000000                         | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | NS      | $102186.84    | 0.31%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO8464 2.5% 05/01/35    | FANNIE MAE POOL UMBS P#BO8464 2.50000000                               | CUSIP: 3140K4MN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26702 | NS      | $24498.67     | 0.07%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0053 5.5% 05/01/38    | FANNIE MAE POOL UMBS P#FM0053 5.50000000                               | CUSIP: 3140X3BX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46294 | NS      | $47833.94     | 0.14%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4404 3% 11/01/49      | FREDDIE MAC POOL UMBS P#QA4404 3.00000000                              | CUSIP: 31339U3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38562 | NS      | $34126.97     | 0.10%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC8520 2.5% 10/01/51    | FREDDIE MAC POOL UMBS P#QC8520 2.50000000                              | CUSIP: 3133ATPD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113157 | NS      | $96041.50     | 0.29%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAM 3.95% 01/15/26 | SHERWIN-WILLIAMS CO REGD 3.95000000                                    | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    105000 | NS      | $102008.68    | 0.31%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1544 3.5% 08/01/43    | FANNIE MAE POOL UMBS P#MA1544 3.50000000                               | CUSIP: 31418AWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17433 | NS      | $16193.97     | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8958 3.5% 10/01/45    | FANNIE MAE POOL UMBS P#AL8958 3.50000000                               | CUSIP: 3138ET5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52414 | NS      | $48427.65     | 0.15%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256686 6% 04/01/37      | FANNIE MAE POOL UMBS P#256686 6.00000000                               | CUSIP: 31371NCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8426 | NS      | $8592.04      | 0.03%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0149 3% 11/01/49      | FREDDIE MAC POOL UMBS P#SD0149 3.00000000                              | CUSIP: 3132DMEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50841 | NS      | $45293.56     | 0.14%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 3.875% 03/26/25  | CITIGROUP INC REGD 3.87500000                                          | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | NS      | $102088.02    | 0.31%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/33      | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                     | CUSIP: 9128334W7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    210000 | NS      | $136258.97    | 0.41%             | 2033-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS 4% 09/01/24 | MOTOROLA SOLUTIONS INC REGD 4.00000000                                 | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     20000 | NS      | $19629.76     | 0.06%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/28      | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                     | CUSIP: 912833RZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    420000 | NS      | $334004.94    | 1.00%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Mutual of America Variable Insurance Portfolios

**Signature:** Christopher M. Miseo

**Name of Signer:** Christopher M. Miseo

**Title:** Senior Vice President and Chief Accounting Officer