# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-25-001565
**Filing Date:** 2025-11
**Character Count:** 1427419
**Document Hash:** 8d650afb34d2fceb3ce3256191eed7b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-001565.hdr.sgml**: 20251121

**ACCESSION NUMBER**: 0002066578-25-001565

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251121

**DATE AS OF CHANGE**: 20251121

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN FUNDS
- **CENTRAL INDEX KEY:** 0000916620

**ORGANIZATION NAME:**
- **EIN:** 391777365
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 251506544

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-595-9111

**MAIL ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### BOND INDEX FUND (Series ID: S000015790)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000043366 | BOND INDEX FUND | NOBOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Funds

- **b. Investment Company Act file number:** 811-08236

- **c. CIK number of Registrant:** 0000916620

- **d. LEI of Registrant:** 5493004ZY1PEJR3C0A81

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

  - **Street Address 1:** 50 South LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 800-595-9111

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

- **a. Name of Series:** Bond Index Fund

- **b. EDGAR series identifier (if any):** S000015790

- **c. LEI of Series:** 549300THU86ZH4QRFH03

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $2351568801.63

**Total Liabilities:** $43258334.97

**Net Assets:** $2308310466.66

**Delayed Delivery Securities:** $41583234.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 124.857680375799 | **1-Year:** 40918.856344045353 | **5-Year:** 212565.202650825036 | **10-Year:** 301521.084459763342 | **30-Year:** 133469.476501226817

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

- **3-Month:** 0.000000000000 | **1-Year:** 268.009131331216 | **5-Year:** 2578.866187357859 | **10-Year:** 7634.081223319198 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000043366 | -0.31%               | 1.21%                | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-203508.69              | $-13268378.94                              |
| Month 2  | $150768.43               | $19345785.14                               |
| Month 3  | $-869575.67              | $18729724.28                               |

**Designated Index Information**

- **Index Name:** BBG US Aggregate

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                          | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FANNIE MAE OR FREDD 2.00%                     | FANNIE MAE OR FREDD 2.00%                     | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2417293.08   | 0.10%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.375%                     | UNITED STATES TSY. 0.375%                     | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4690429.70   | 0.20%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4714843.75   | 0.20%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5055273.45   | 0.22%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5105859.40   | 0.22%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1994184 | PA      | $2030657.95   | 0.09%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNGE FIN. CORP 3.20%                         | BUNGE FIN. CORP 3.20%                         | CUSIP: 120568BN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187307.79    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 5.50%                     | CONSOLIDATED EDISON 5.50%                     | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87158.95     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC 7.375%                      | BOSTON SCIENTIFIC 7.375%                      | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    240000 | PA      | $292128.06    | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296QBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14655 | PA      | $15103.24     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 5.95%                     | ENTERPRISE PRODS. O 5.95%                     | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42369.57     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82449 | PA      | $82481.57     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERI 5.70%                     | BARRICK NORTH AMERI 5.70%                     | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $308487.17    | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN. 4.125%                      | BHP BILLITON FIN. 4.125%                      | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $175771.91    | 0.01%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138LUS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227354 | PA      | $215156.95    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166246 | PA      | $157722.03    | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC 4.00%                                | EBAY INC 4.00%                                | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196170.27    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168704 | PA      | $155342.46    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 3.90%                     | SOUTHERN CALIFORNIA 3.90%                     | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117368.31    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 1.50%                     | FANNIE MAE OR FREDD 1.50%                     | CUSIP: 01F0124A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $447236.37    | 0.02%             | 2049-12-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN 4.625%                      | FEDERAL HOME LOAN 4.625%                      | CUSIP: 3130AWTQ3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1325000 | PA      | $1335540.06   | 0.06%             | 2026-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5140625.00   | 0.22%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5108984.40   | 0.22%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4977343.75   | 0.22%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4976953.10   | 0.22%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4941406.25   | 0.21%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5024609.40   | 0.22%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3082968.75   | 0.13%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFR 5.026%                     | SOUTH BOW USA INFR 5.026%                     | CUSIP: 83007CAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $404591.84    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 4.17%                     | JOHN DEERE OWNER TS 4.17%                     | CUSIP: 47800UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50261.25     | 0.00%             | 2029-12-17      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414672.80    | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL STP                     | DEUTSCHE TELEKOM INTL STP                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $471483.48    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC 7.75%                     | GEORGIA-PACIFIC LLC 7.75%                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    500000 | PA      | $567118.32    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL M 7.125%                     | FEDERAL NATIONAL M 7.125%                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1175000 | PA      | $1336240.10   | 0.06%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DELL INC 7.10%                                | DELL INC 7.10%                                | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068462.29   | 0.05%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC STP                             | PHARMACIA LLC STP                             | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $134261.58    | 0.01%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.625%                          | BOEING CO/THE 6.625%                          | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110810.53    | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 7.00%                      | CONAGRA BRANDS INC 7.00%                      | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213967.07    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPEL 7.00%                     | TENNESSEE GAS PIPEL 7.00%                     | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $317386.24    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPE 7.625%                     | TENNESSEE GAS PIPE 7.625%                     | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5893.13      | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICA STP                     | BRITISH TELECOMMUNICA STP                     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123127.39    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINAN 8.50%                     | MERCEDES-BENZ FINAN 8.50%                     | CUSIP: 233835AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $208513.52    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC 7.95%                        | WESTROCK MWV LLC 7.95%                        | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115587.38    | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN M 6.75%                     | FEDERAL HOME LOAN M 6.75%                     | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $800114.99    | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO 8.00%                     | JPMORGAN CHASE & CO 8.00%                     | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    658000 | PA      | $697879.74    | 0.03%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 7.20%                     | CANADIAN NATURAL RE 7.20%                     | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16885.48     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 7.15%                       | SUNCOR ENERGY INC 7.15%                       | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $224599.28    | 0.01%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP 7.50%                      | VALERO ENERGY CORP 7.50%                      | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    765000 | PA      | $884880.12    | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.625%                          | CITIGROUP INC 6.625%                          | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110923.25    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 6.625%                     | FEDERAL NATL. MTGE 6.625%                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $226052.68    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL R 6.90%                     | CANADIAN NATIONAL R 6.90%                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26914.66     | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 6.45%                     | DUKE ENERGY CAROLIN 6.45%                     | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    106000 | PA      | $117315.09    | 0.01%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP 7.125%                              | HESS CORP 7.125%                              | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    390000 | PA      | $452587.33    | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 6.45%                     | CANADIAN NATURAL RE 6.45%                     | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $146174.41    | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL C 5.90%                      | UNILEVER CAPITAL C 5.90%                      | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137047.08    | 0.01%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 7.30%                     | KINDER MORGAN ENERG 7.30%                     | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    175000 | PA      | $200183.32    | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.125%                          | BOEING CO/THE 6.125%                          | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145238.68    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 7.05%                            | COMCAST CORP 7.05%                            | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $160860.27    | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPEL 7.00%                     | TENNESSEE GAS PIPEL 7.00%                     | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $164127.49    | 0.01%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128L1KQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2885 | PA      | $3028.29      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 7.50%                     | KINDER MORGAN ENERG 7.50%                     | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    305000 | PA      | $357583.91    | 0.02%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERV 4.50%                     | ARIZONA PUBLIC SERV 4.50%                     | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202684.77    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418AHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81871 | PA      | $80649.68     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 6.375%                         | MORGAN STANLEY 6.375%                         | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $336984.07    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4989453.10   | 0.22%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10392187.50  | 0.45%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5209734.38   | 0.23%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2993191 | PA      | $3020139.98   | 0.13%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193861 | PA      | $193634.94    | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 4.75%                       | HEALTHPEAK OP LLC 4.75%                       | CUSIP: 42250GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298059.02    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF 5.647%                      | PORT AUTHORITY OF 5.647%                      | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    350000 | PA      | $373015.97    | 0.02%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. INT 7.75%                     | PHILIPPINE GOV. INT 7.75%                     | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $583007.69    | 0.03%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52202 | PA      | $55011.13     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 6.05%                     | SOUTHERN CALIFORNIA 6.05%                     | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51453.50     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILIT 6.25%                     | PPL ELECTRIC UTILIT 6.25%                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $306573.07    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128MJLX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200542 | PA      | $205658.84    | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418MDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71366 | PA      | $75359.33     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50391 | PA      | $50689.08     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC 5.30%                        | EVERGY METRO INC 5.30%                        | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49520.70     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 5.25%                        | DOW CHEM. CO/THE 5.25%                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184531.98    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.15%                               | AMGEN INC 5.15%                               | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122462.65    | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36241K7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81268 | PA      | $82979.63     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA 4.90%                     | DUKE ENERGY INDIANA 4.90%                     | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468788.17    | 0.02%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 4.60%                     | COMMONWEALTH EDISON 4.60%                     | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90696.72     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRG 2.256%                     | UNIVERSITY OF VIRG 2.256%                     | CUSIP: 915217XF5<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |    300000 | PA      | $176992.41    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4690234.40   | 0.20%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2609687.52   | 0.11%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10092460.90  | 0.44%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4964648.45   | 0.22%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL. F2F                     | SUMITOMO MITSUI FINL. F2F                     | CUSIP: 86562MDZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203555.24    | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 4.16%                     | CHASE ISSUANCE TRUS 4.16%                     | CUSIP: 161571HZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100643.67    | 0.00%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.51%                     | AMERICAN EXPRESS CR 4.51%                     | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102124.93    | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.04%                     | HONDA AUTO RECEIVAB 4.04%                     | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75156.53     | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.55%                          | ELI LILLY & CO 4.55%                          | CUSIP: 532457DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $806279.23    | 0.03%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 5.85%                     | CONSOLIDATED EDISON 5.85%                     | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106773.56    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOV. INTL. 7.625%                     | URUGUAY GOV. INTL. 7.625%                     | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $302950.00    | 0.01%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS 6.70%                      | CHUBB INA HOLDINGS 6.70%                      | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57338.39     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAIL 6.20%                     | CANADIAN NATL. RAIL 6.20%                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $44626.62     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9745 | PA      | $10139.31     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31403DSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43259 | PA      | $45583.61     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY 6.274%                     | PUGET SOUND ENERGY 6.274%                     | CUSIP: 745332BX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $81880.28     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP 6.65%                       | ONEOK PARTNERS LP 6.65%                       | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87416.29     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL. SERV 5.95%                     | HARTFORD FINL. SERV 5.95%                     | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    285000 | PA      | $307065.93    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 6.65%                         | NEVADA POWER CO 6.65%                         | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112190.67    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140704 | PA      | $133374.50    | 0.01%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 4.625%                     | ELEVANCE HEALTH IN 4.625%                     | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293015.78    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.95%                      | ENERGY TRANSFER LP 4.95%                      | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442896.68    | 0.02%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25%                            | COMCAST CORP 4.25%                            | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391863.33    | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.875%                     | UNITED STATES TSY. 0.875%                     | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4335156.25   | 0.19%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4692382.80   | 0.20%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5026953.10   | 0.22%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.20%                            | BROADCOM INC 5.20%                            | CUSIP: 11135FCM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $721420.78    | 0.03%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAN 5.633%                     | MORGAN STANLEY BAN 5.633%                     | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $530841.85    | 0.02%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.30%                     | AMERICAN EXPRESS CR 4.30%                     | CUSIP: 02582JKV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202146.68    | 0.01%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.55%                              | FISERV INC 4.55%                              | CUSIP: 337738BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200741.53    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.50%                         | CHEVRON USA INC 4.50%                         | CUSIP: 166756BK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403177.29    | 0.02%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W9AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169697 | PA      | $155901.21    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $2765468.75   | 0.12%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                     | UNITED STATES TSY. 1.625%                     | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2682812.50   | 0.12%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5041757.80   | 0.22%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 5.586%                     | BBCMS MTGE. TST. 2 5.586%                     | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $263744.43    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER. 5.59%                     | WELLS FARGO COMMER. 5.59%                     | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209118.06    | 0.01%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLP CAP. LP / GLP F 5.75%                     | GLP CAP. LP / GLP F 5.75%                     | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198610.52    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 6.25%                              | PACIFICORP 6.25%                              | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294430.03    | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 6.75%                     | CANADIAN NATURAL RE 6.75%                     | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $220123.54    | 0.01%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP 8.25%                     | FIFTH THIRD BANCORP 8.25%                     | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $340242.66    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANS 7.336%                     | METROPOLITAN TRANS 7.336%                     | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $83626.45     | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8621484.40   | 0.37%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4680273.45   | 0.20%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2729912.10   | 0.12%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5204687.50   | 0.23%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5062695.30   | 0.22%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GM FINL. AUTOMOBILE 4.20%                     | GM FINL. AUTOMOBILE 4.20%                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50175.44     | 0.00%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5140234.40   | 0.22%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5099414.05   | 0.22%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5079492.20   | 0.22%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 31427NWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    980641 | PA      | $997574.89    | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390937 | PA      | $399581.58    | 0.02%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NOR 5.10%                     | AMCOR FLEXIBLES NOR 5.10%                     | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204535.95    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418FMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284667 | PA      | $293895.05    | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36295NM95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9996 | PA      | $10227.98     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36180MXJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137694 | PA      | $126024.68    | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36182UWE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105179 | PA      | $96406.44     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AGN39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1251741 | PA      | $1017331.04   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KFNB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2483503 | PA      | $2021017.05   | 0.09%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2500516 | PA      | $2161205.11   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A9JK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109395 | PA      | $93119.62     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138E2G41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204493 | PA      | $198887.52    | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CYK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25449 | PA      | $25024.13     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XKFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462108 | PA      | $462340.43    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417HC44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64417 | PA      | $62144.54     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140GV3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218442 | PA      | $202832.44    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179M4K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13791 | PA      | $13643.78     | 0.00%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QBS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2112608 | PA      | $1888222.13   | 0.08%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473005 | PA      | $388240.23    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q8QY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188618 | PA      | $181438.13    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132DMJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    344585 | PA      | $321420.97    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M5BU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12456 | PA      | $13141.11     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143017 | PA      | $136080.98    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179TD51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33399 | PA      | $32492.99     | 0.00%             | 2032-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DPPV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1001156 | PA      | $1013714.38   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KFCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286048 | PA      | $243733.48    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140JSAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696627 | PA      | $567153.57    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP. OF 6.00%                     | REINSURANCE GRP. OF 6.00%                     | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213840.53    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2051555 | PA      | $2046161.92   | 0.09%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL 4.85%                      | WINTRUST FINANCIAL 4.85%                      | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98435.31     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.875%                            | PROLOGIS LP 4.875%                            | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153432.72    | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448310 | PA      | $422026.58    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140QBPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688626 | PA      | $658865.24    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    506308 | PA      | $476953.19    | 0.02%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    526867 | PA      | $448321.07    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QFBA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985344 | PA      | $838552.55    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GF3G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    653653 | PA      | $600691.23    | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP 5.75%                       | HYATT HOTELS CORP 5.75%                       | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305649.05    | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VALE O/SEAS. LTD 6.125%                       | VALE O/SEAS. LTD 6.125%                       | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $640745.40    | 0.03%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DP7E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    523921 | PA      | $552815.74    | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QQUU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116970 | PA      | $1178522.68   | 0.05%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520362.80    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH 5.905%                     | GE HEALTHCARE TECH 5.905%                     | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645607.50    | 0.03%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.80%                     | GENERAL MOTORS FINL 5.80%                     | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518134.19    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICH 3.875%                     | LANDWIRTSCHAFTLICH 3.875%                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $502578.05    | 0.02%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBRE SERVS. INC 5.95%                         | CBRE SERVS. INC 5.95%                         | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213327.15    | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 5.33%                     | CHILE GOV. INTL. BO 5.33%                     | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $484325.00    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC 5.95%                              | NASDAQ INC 5.95%                              | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314074.95    | 0.01%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XLLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237643 | PA      | $242214.35    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1253354 | PA      | $1270389.44   | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC 6.655%                     | MUNICIPAL ELECTRIC 6.655%                     | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     92000 | PA      | $100102.94    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 3.50%                     | FANNIE MAE OR FREDD 3.50%                     | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $730816.95    | 0.03%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1745000.00   | 0.08%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4825390.60   | 0.21%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5050781.25   | 0.22%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5015820.30   | 0.22%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5016015.60   | 0.22%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5017382.80   | 0.22%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5032421.90   | 0.22%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $640390.63    | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1007421.88   | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $982617.19    | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $774335.94    | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.50%                      | UNITED STATES TSY. 2.50%                      | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1411796.88   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2001562.50   | 0.09%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3291328.13   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5040625.00   | 0.22%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5031445.30   | 0.22%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6537832.02   | 0.28%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5031640.60   | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5007031.25   | 0.22%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8073750.00   | 0.35%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5030664.05   | 0.22%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5030078.10   | 0.22%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4974218.75   | 0.22%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 6.625%                     | UNITED STATES TSY. 6.625%                     | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5211523.45   | 0.23%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.50%                      | UNITED STATES TSY. 1.50%                      | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9717187.50   | 0.42%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4953710.95   | 0.21%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5034179.70   | 0.22%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5048242.20   | 0.22%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9917187.50   | 0.43%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5057226.55   | 0.22%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5014843.75   | 0.22%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5025781.25   | 0.22%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS DEPT. OF TRA 5.178%                     | TEXAS DEPT. OF TRA 5.178%                     | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306145.44    | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $932148.44    | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $811289.06    | 0.04%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $816210.94    | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $722968.75    | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNIA 7.30%                     | STATE OF CALIFORNIA 7.30%                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $1076331.09   | 0.05%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| COUNTY OF CLARK DEP 6.82%                     | COUNTY OF CLARK DEP 6.82%                     | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $224540.48    | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC 7.055%                     | MUNICIPAL ELECTRIC 7.055%                     | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    279000 | PA      | $313935.24    | 0.01%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNI 7.625%                     | STATE OF CALIFORNI 7.625%                     | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $491185.38    | 0.02%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNIA 7.60%                     | STATE OF CALIFORNIA 7.60%                     | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $122983.86    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF 4.926%                      | PORT AUTHORITY OF 4.926%                      | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $234778.00    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1812304.70   | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2228925.79   | 0.10%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4748046.90   | 0.21%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5066406.25   | 0.22%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3184757.80   | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5316562.50   | 0.23%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2006875.00   | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4999804.70   | 0.22%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITY OF SAN ANTONI 5.985%                     | CITY OF SAN ANTONI 5.985%                     | CUSIP: 796253T93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $212250.70    | 0.01%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| STATE OF MISSISSIP 5.245%                     | STATE OF MISSISSIP 5.245%                     | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102941.27    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.50%                      | UNITED STATES TSY. 2.50%                      | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1406328.12   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2452539.05   | 0.11%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2556093.75   | 0.11%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3014062.50   | 0.13%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $759882.81    | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $2691035.15   | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4346484.40   | 0.19%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5000781.25   | 0.22%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4428949.23   | 0.19%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5076171.90   | 0.22%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5066406.25   | 0.22%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5015234.40   | 0.22%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 5.00%                      | UNITED STATES TSY. 5.00%                      | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2076875.00   | 0.09%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5040625.00   | 0.22%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $605085.94    | 0.03%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $612843.75    | 0.03%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC. AU 6.637%                     | MUNICIPAL ELEC. AU 6.637%                     | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     63000 | PA      | $69042.82     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| BOARD OF REGENTS O 4.794%                     | BOARD OF REGENTS O 4.794%                     | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95307.43     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.50%                      | UNITED STATES TSY. 2.50%                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1790722.65   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1167304.68   | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5039062.50   | 0.22%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5054101.55   | 0.22%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5052148.45   | 0.22%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.50%                      | UNITED STATES TSY. 1.50%                      | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4559570.30   | 0.20%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREA 3.125%                     | UNITED STATES TREA 3.125%                     | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4897656.25   | 0.21%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5049023.45   | 0.22%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5058593.75   | 0.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PUGET SOUN 5.491%                     | CENTRAL PUGET SOUN 5.491%                     | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $82610.86     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY WATER 5.75%                     | NEW YORK CITY WATER 5.75%                     | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204486.90    | 0.01%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS SCHO 5.715%                     | MASSACHUSETTS SCHO 5.715%                     | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104754.40    | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4782031.25   | 0.21%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                     | UNITED STATES TSY. 1.625%                     | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4638867.20   | 0.20%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4951953.10   | 0.21%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2934257.82   | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 5.65%                     | ELEVANCE HEALTH INC 5.65%                     | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294850.24    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 3.75%                       | SHELL FIN. US INC 3.75%                       | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $182609.03    | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5079492.20   | 0.22%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3133CV2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    917698 | PA      | $938725.45    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAREX GRP. PLC 6.404%                         | MAREX GRP. PLC 6.404%                         | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51556.15     | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BUJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $149604.47    | 0.01%             | 2035-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.80%                     | FLORIDA POWER & LIG 5.80%                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314238.70    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRES 5.55%                     | DUKE ENERGY PROGRES 5.55%                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301200.22    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS. INC 5.20%                          | LPL HLDGS. INC 5.20%                          | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255291.05    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP 4.729%                      | STATE STREET CORP 4.729%                      | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510887.13    | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP F2F                        | FIRST HORIZON CORP F2F                        | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102936.79    | 0.00%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $984531.25    | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1017773.44   | 0.04%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUT 6.20%                     | CHICAGO TRANSIT AUT 6.20%                     | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    140000 | PA      | $147453.63    | 0.01%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COMMUNI 6.75%                     | LOS ANGELES COMMUNI 6.75%                     | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $168674.28    | 0.01%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSI 4.91%                     | OHIO STATE UNIVERSI 4.91%                     | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    190000 | PA      | $189321.34    | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1770859.38   | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1601328.12   | 0.07%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1123125.00   | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4906445.30   | 0.21%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4897851.55   | 0.21%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.60%                     | UNITED PARCEL SERV. 5.60%                     | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197119.02    | 0.01%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XNHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649727 | PA      | $1710372.54   | 0.07%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAP. INC 4.25%                      | ACCENTURE CAP. INC 4.25%                      | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199701.43    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BGC GRP. INC 6.60%                            | BGC GRP. INC 6.60%                            | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104005.71    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    957078 | PA      | $990680.28    | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL. HLDGS 6.35%                     | FAIRFAX FINL. HLDGS 6.35%                     | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211372.44    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.35%                     | TOYOTA MOTOR CREDIT 4.35%                     | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504239.33    | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 4.40%                     | TOYOTA AUTO RECEIVA 4.40%                     | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50341.36     | 0.00%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5.00%                           | AMPHENOL CORP 5.00%                           | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306090.69    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP. P F2V                     | LLOYDS BANKING GRP. P F2V                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508903.62    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ALIBABA GRP. HLDG. 5.25%                      | ALIBABA GRP. HLDG. 5.25%                      | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209400.94    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5080468.75   | 0.22%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRE 6.15%                     | MORGAN STANLEY DIRE 6.15%                     | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206959.71    | 0.01%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.85%                            | SYNOPSYS INC 4.85%                            | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018570.86   | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE 4.95%                          | HERSHEY CO/THE 4.95%                          | CUSIP: 427866BM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206202.91    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 6.00%                     | FANNIE MAE OR FREDD 6.00%                     | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $8172701.36   | 0.35%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 6.50%                     | FANNIE MAE OR FREDD 6.50%                     | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $5063580.08   | 0.22%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 4.00%                     | FANNIE MAE OR FREDD 4.00%                     | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $848126.21    | 0.04%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNI 5.724%                     | NEW YORK CITY MUNI 5.724%                     | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254511.63    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SALT RIVER PROJECT 4.839%                     | SALT RIVER PROJECT 4.839%                     | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    110000 | PA      | $108060.58    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF 5.647%                      | PORT AUTHORITY OF 5.647%                      | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213151.98    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH 6.907%                     | BAY AREA TOLL AUTH 6.907%                     | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $171093.78    | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANS 6.814%                     | METROPOLITAN TRANS 6.814%                     | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $38835.03     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1025742.19   | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.50%                     | FANNIE MAE OR FREDD 2.50%                     | CUSIP: 01F0224A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $658234.72    | 0.03%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4923828.10   | 0.21%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NI US GOV T PORTFOLIO                         | NI US GOV T PORTFOLIO                         | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  47076998 | NS      | $47076997.84  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3031875.00   | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5080859.40   | 0.22%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARES CAP. CORP 5.95%                          | ARES CAP. CORP 5.95%                          | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309947.42    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS. INC 5.15%                       | PAYPAL HLDGS. INC 5.15%                       | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515540.21    | 0.02%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2784609.36   | 0.12%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48 5.053%                        | BANK 2024-BNK48 5.053%                        | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203552.54    | 0.01%             | 2057-10-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 5.70%                     | ELEVANCE HEALTH INC 5.70%                     | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296925.10    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2021929 | PA      | $2013487.76   | 0.09%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1526740.11   | 0.07%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2972109.36   | 0.13%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125%                          | APPLOVIN CORP 5.125%                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511503.11    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5029492.20   | 0.22%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY L 6.34%                     | OAKTREE SPECIALTY L 6.34%                     | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100443.65    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.85%                        | GEORGIA POWER CO 4.85%                        | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308035.55    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.10%                              | FEDEX CORP 4.10%                              | CUSIP: 31428XCQ7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238781.83    | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ILLINOIS 5.10%                       | STATE OF ILLINOIS 5.10%                       | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    615147 | PA      | $625779.32    | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 5.00%                     | FANNIE MAE OR FREDD 5.00%                     | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2479142.90   | 0.11%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TRANSPO 6.561%                     | NEW JERSEY TRANSPO 6.561%                     | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    200000 | PA      | $221970.22    | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH 7.043%                     | BAY AREA TOLL AUTH 7.043%                     | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $172329.62    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CITY OF NEW YORK N 5.517%                     | CITY OF NEW YORK N 5.517%                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102592.73    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4899609.40   | 0.21%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1522656.24   | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4860937.50   | 0.21%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4900976.55   | 0.21%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5141210.95   | 0.22%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5112500.00   | 0.22%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15346875.00  | 0.66%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT C 5.85%                     | FORD MOTOR CREDIT C 5.85%                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012362.39   | 0.04%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.10%                            | COMCAST CORP 5.10%                            | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1550771.30   | 0.07%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1646105 | PA      | $1677199.52   | 0.07%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 4.456%                     | FREDDIE MAC MULTIF 4.456%                     | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $101346.84    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 4.125%                      | SHELL FIN. US INC 4.125%                      | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288099.34    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 4.375%                      | SHELL FIN. US INC 4.375%                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $340719.09    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA F2F                      | ROYAL BANK OF CANADA F2F                      | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008273.33   | 0.04%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GM FINL. CONSUMER A 4.40%                     | GM FINL. CONSUMER A 4.40%                     | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100688.43    | 0.00%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 5.14%                     | SANTANDER DRIVE AUT 5.14%                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25172.17     | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP. CORP 8.45%                      | BLUE OWL CAP. CORP 8.45%                      | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103595.92    | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL. 4.75%                     | PHILIP MORRIS INTL. 4.75%                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406856.62    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75%                                 | HCA INC 5.75%                                 | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313642.27    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.875%                            | EXELON CORP 5.875%                            | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203470.23    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INS. GRP. 5.90%                     | SELECTIVE INS. GRP. 5.90%                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103876.63    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 5.20%                        | GEORGIA POWER CO 5.20%                        | CUSIP: 373334LB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $307420.74    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.75%                              | FEDEX CORP 4.75%                              | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172813.49    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $512071.09    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE OF CONNECTICU 5.85%                     | STATE OF CONNECTICU 5.85%                     | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    300000 | PA      | $322558.59    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EMPIRE STATE DEV. C 5.77%                     | EMPIRE STATE DEV. C 5.77%                     | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77560.78     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL 6.449%                     | AMERICAN MUNICIPAL 6.449%                     | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213649.38    | 0.01%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DALLAS INDEPENDENT 6.45%                      | DALLAS INDEPENDENT 6.45%                      | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202631.78    | 0.01%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.50%                     | FANNIE MAE OR FREDD 2.50%                     | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2190082.96   | 0.09%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1736015.62   | 0.08%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4904492.20   | 0.21%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2265468.75   | 0.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2313281.25   | 0.10%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4985546.90   | 0.22%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 5.30%                     | COMMONWEALTH EDISON 5.30%                     | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313126.12    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATL. GRP. 5.75%                     | AMERICAN NATL. GRP. 5.75%                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155163.34    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.70%                             | ORACLE CORP 4.70%                             | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976581.57    | 0.04%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15%                            | BROADCOM INC 4.15%                            | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002608.14   | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 4.55%                       | SHELL FIN. US INC 4.55%                       | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54368.01     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5103113.27   | 0.22%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 5.532%                     | BBCMS MTGE. TST. 2 5.532%                     | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $210590.58    | 0.01%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303248.78    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VULCAN MATS. CO 5.35%                         | VULCAN MATS. CO 5.35%                         | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309457.62    | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5041015.60   | 0.22%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.125%                            | EXELON CORP 5.125%                            | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515520.11    | 0.02%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.20%                                 | HCA INC 6.20%                                 | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206456.49    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| MERITAGE HOMES CORP 5.65%                     | MERITAGE HOMES CORP 5.65%                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101536.94    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 5.50%                      | PUBLIC SERV. ELEC. 5.50%                      | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150660.03    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED 5.30%                      | BLACKSTONE SECURED 5.30%                      | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201402.92    | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 5.10%                     | MARRIOTT INTL. INC/ 5.10%                     | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307892.92    | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 6.125%                        | TARGA RES. CORP 6.125%                        | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201111.83    | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBI 4.42%                     | WORLD OMNI AUTOMOBI 4.42%                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50375.83     | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $524980.47    | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN I 7.25%                     | REYNOLDS AMERICAN I 7.25%                     | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $287675.75    | 0.01%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31402Q5T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25993 | PA      | $27001.14     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 5.625%                     | FEDERAL NATL. MTGE 5.625%                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $276544.67    | 0.01%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36292LBW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3258 | PA      | $3382.97      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 5.00%                      | UNITED STATES TSY. 5.00%                      | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $536054.69    | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36241KL71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16272 | PA      | $16817.28     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31371NLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3927 | PA      | $4137.96      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M44B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4217 | PA      | $4440.33      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORID 6.35%                      | DUKE ENERGY FLORID 6.35%                      | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    340000 | PA      | $377866.87    | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31410KLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5571 | PA      | $5899.17      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $991875.00    | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.00%                       | GINNIE MAE I POOL 4.00%                       | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69285 | PA      | $67009.07     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 6.55%                     | KINDER MORGAN ENERG 6.55%                     | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    205000 | PA      | $222543.15    | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORM 5.60%                     | NEW YORK STATE DORM 5.60%                     | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257584.98    | 0.01%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP 6.22%                                | CSX CORP 6.22%                                | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $403391.85    | 0.02%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERG 5.75%                     | CONSTELLATION ENERG 5.75%                     | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441384.01    | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 5.95%                      | HOME DEPOT INC/THE 5.95%                      | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    405000 | PA      | $436645.01    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTI 5.60%                     | MASSACHUSETTS INSTI 5.60%                     | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192353.88    | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP INC 6.00%                                  | HP INC 6.00%                                  | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284286.84    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $832968.75    | 0.04%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 4.25%                             | EQUINOR ASA 4.25%                             | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $316598.25    | 0.01%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. 4.375%                      | UNITEDHEALTH GRP. 4.375%                      | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    219000 | PA      | $194635.36    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.50%                                | RTX CORP 4.50%                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226072.42    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138W7F66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56548 | PA      | $50802.44     | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9811718.80   | 0.43%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1806933.60   | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2008300.78   | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4713085.95   | 0.20%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3716718.75   | 0.16%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5108007.80   | 0.22%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5204687.50   | 0.23%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5159570.30   | 0.22%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LL 5.75%                     | ENTERGY ARKANSAS LL 5.75%                     | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307131.92    | 0.01%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP 6.05%                      | REGAL REXNORD CORP 6.05%                      | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517216.08    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5350000 | PA      | $5256375.00   | 0.23%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POW 5.65%                     | NORTHERN STATES POW 5.65%                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412632.84    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC 5.65%                     | CHENIERE ENERGY INC 5.65%                     | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257710.07    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WF CARD ISSUANCE TR 4.29%                     | WF CARD ISSUANCE TR 4.29%                     | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100826.12    | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 MTGE. TR VAR                     | BMO 2024-C10 MTGE. TR VAR                     | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209070.24    | 0.01%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20225781.20  | 0.88%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO 5.40%                     | MARSH & MCLENNAN CO 5.40%                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294126.48    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME A 4.62%                     | CAPITAL ONE PRIME A 4.62%                     | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100797.59    | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOV. INTL. 5.625%                      | ISRAEL GOV. INTL. 5.625%                      | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $516847.99    | 0.02%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.687%                        | CHEVRON USA INC 4.687%                        | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511649.12    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.32%                     | HYUNDAI AUTO RECEIV 4.32%                     | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100763.83    | 0.00%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAI 6.375%                     | CANADIAN NATL. RAI 6.375%                     | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $22420.46     | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31371NMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26242 | PA      | $27653.89     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EPZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5572 | PA      | $6065.46      | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN GOV. 6.731%                      | METROPOLITAN GOV. 6.731%                      | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107708.74    | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1335250.00   | 0.06%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2631562.50   | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2995000.00   | 0.13%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREA 2.625%                     | UNITED STATES TREA 2.625%                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4837890.60   | 0.21%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2233984.38   | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5065234.40   | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $908789.06    | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.519%                     | FREDDIE MAC MULTIF 2.519%                     | CUSIP: 3137FNB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $285222.69    | 0.01%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 MTGE. VAR                      | COMM 2019-GC44 MTGE. VAR                      | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $122975.16    | 0.01%             | 2057-08-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FIN. L F2V                     | AXIS SPECIALTY FIN. L F2V                     | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194123.81    | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5032226.55   | 0.22%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128LXUQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1514 | PA      | $1596.83      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA 7.00%                        | HSBC BANK USA NA 7.00%                        | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    350000 | PA      | $412713.05    | 0.02%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIAN 6.35%                      | DUKE ENERGY INDIAN 6.35%                      | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27776.24     | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SEMPRA 6.00%                                  | SEMPRA 6.00%                                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259998.91    | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC 6.35%                              | HASBRO INC 6.35%                              | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52306.12     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202FB62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36402 | PA      | $38255.98     | 0.00%             | 2039-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416YCE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131835 | PA      | $131936.00    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138AEL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2538 | PA      | $2528.07      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306191 | PA      | $296360.04    | 0.01%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 3.65%                      | PUBLIC SERV. ELEC. 3.65%                      | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24182.00     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 4.00%                         | ASTRAZENECA PLC 4.00%                         | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $217361.34    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WQRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205636 | PA      | $189134.56    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.75%                        | DUKE ENERGY CORP 3.75%                        | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91992.11     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGREDION INC 3.20%                           | INGREDION INC 3.20%                           | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247396.05    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA 3.375%                                | BPCE SA 3.375%                                | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248054.47    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XYGU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    572835 | PA      | $552076.98    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3720410.15   | 0.16%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEV. BANK/TH 4.375%                     | KOREA DEV. BANK/TH 4.375%                     | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $798374.37    | 0.03%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501272 | PA      | $427014.38    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEV 4.393%                     | ADVANCED MICRO DEV 4.393%                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128989.09    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5003515.60   | 0.22%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DQHM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    318276 | PA      | $318812.42    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPE 5.125%                     | PUBLIC STORAGE OPE 5.125%                     | CUSIP: 74460WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309767.56    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 5.33%                     | TOYOTA AUTO RECEIVA 5.33%                     | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101522.33    | 0.00%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL. INFO 5.10%                     | FIDELITY NATL. INFO 5.10%                     | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409924.43    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PG&E WILDFIRE REC. 5.099%                     | PG&E WILDFIRE REC. 5.099%                     | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71138.21     | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132D6DM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     58294 | PA      | $59632.40     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179X5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258019 | PA      | $244687.38    | 0.01%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 5.69%                     | CARMAX AUTO OWNER T 5.69%                     | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103073.49    | 0.00%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CANADA GOV. INTL. 4.625%                      | CANADA GOV. INTL. 4.625%                      | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $1237361.12   | 0.05%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133W9D99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    946895 | PA      | $957538.78    | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $841637.91    | 0.04%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1548127.95   | 0.07%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.375%                     | REPUBLIC OF POLAND 5.375%                     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $415029.13    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INC 5.80%                     | BLUE OWL CREDIT INC 5.80%                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405621.05    | 0.02%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GM FINL. AUTOMOBILE 4.58%                     | GM FINL. AUTOMOBILE 4.58%                     | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50461.40     | 0.00%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.57%                     | EXETER AUTOMOBILE R 5.57%                     | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25404.97     | 0.00%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 4.86%                     | EXETER AUTOMOBILE R 4.86%                     | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50619.97     | 0.00%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3138MTKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923684 | PA      | $1909975.93   | 0.08%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINL. 4.90%                     | RAYMOND JAMES FINL. 4.90%                     | CUSIP: 754730AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148355.82    | 0.01%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV F2F                              | ING GROEP NV F2F                              | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216327.50    | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 5.24%                     | AMERICAN EXPRESS CR 5.24%                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104348.69    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ROPER TECHS. INC 4.90%                        | ROPER TECHS. INC 4.90%                        | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400455.04    | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK 4.577%                      | COMMONWEALTH BANK 4.577%                      | CUSIP: 20271RAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251827.54    | 0.01%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOA 4.50%                     | VOLKSWAGEN AUTO LOA 4.50%                     | CUSIP: 92868MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50500.82     | 0.00%             | 2029-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 6.00%                      | BLACKSTONE PRIVATE 6.00%                      | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204809.40    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY CARD FNDG 4.49%                     | SYNCHRONY CARD FNDG 4.49%                     | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101198.60    | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.39%                     | DRIVE AUTO RECEIVAB 4.39%                     | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24944.26     | 0.00%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.80%                             | ORACLE CORP 4.80%                             | CUSIP: 68389XDK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2202645.43   | 0.10%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138NX3Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221383 | PA      | $217880.25    | 0.01%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.854%                     | FREDDIE MAC MULTIF 3.854%                     | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $149718.93    | 0.01%             | 2028-06-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5HY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    104829 | PA      | $97619.50     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140X5EL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324427 | PA      | $319726.85    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1670320 | PA      | $1359288.94   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388219 | PA      | $366304.84    | 0.02%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MTGE. 1.926%                      | DBJPM 20-C9 MTGE. 1.926%                      | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89228.37     | 0.00%             | 2053-08-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 2.45%                       | JOHNSON & JOHNSON 2.45%                       | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    120000 | PA      | $68394.39     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.521%                     | FREDDIE MAC MULTIF 1.521%                     | CUSIP: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $176411.68    | 0.01%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.914%                     | FREDDIE MAC MULTIF 1.914%                     | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $267949.92    | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 5.90%                     | PACIFIC GAS AND ELE 5.90%                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $836374.28    | 0.04%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 6.75%                     | SIMON PROP. GRP. LP 6.75%                     | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    242000 | PA      | $278791.12    | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CA 5.875%                     | SOUTHERN CO GAS CA 5.875%                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311057.14    | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887%                           | COMCAST CORP 2.887%                           | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61597.10     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS 2.043%                     | HUNTINGTON INGALLS 2.043%                     | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187840.84    | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSI 4.80%                     | OHIO STATE UNIVERSI 4.80%                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $170362.40    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNME 5.00%                     | PHILIPPINE GOVERNME 5.00%                     | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $507734.77    | 0.02%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 5.03%                     | FORD CREDIT AUTO OW 5.03%                     | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25161.47     | 0.00%             | 2028-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2717460.93   | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XL7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1745505 | PA      | $1751668.95   | 0.08%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAP. CORP 4.875%                     | UNILEVER CAP. CORP 4.875%                     | CUSIP: 904764BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410999.66    | 0.02%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON 5.65%                           | UBS AG/LONDON 5.65%                           | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    800000 | PA      | $836361.59    | 0.04%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.60%                          | ELI LILLY & CO 4.60%                          | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501873.62    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.93%                     | SANTANDER DRIVE AUT 4.93%                     | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50402.54     | 0.00%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.65%                           | KROGER CO/THE 5.65%                           | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97543.23     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EW62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11791 | PA      | $12606.83     | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47206 | PA      | $48355.49     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12 VAR                           | BANK 2018-BNK12 VAR                           | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299052.63    | 0.01%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D55W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    786679 | PA      | $727379.02    | 0.03%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINA 2.70%                     | GENERAL MOTORS FINA 2.70%                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    658000 | PA      | $639598.69    | 0.03%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D6NS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    493242 | PA      | $456984.06    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AMTQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2750522 | PA      | $2217804.57   | 0.10%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QMDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1387541 | PA      | $1192271.48   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP 3.55%                               | LEAR CORP 3.55%                               | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135709.64    | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 2.979%                             | NUCOR CORP 2.979%                             | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $174095.28    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987%                           | COMCAST CORP 2.987%                           | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $285508.48    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1545347 | PA      | $1545106.40   | 0.07%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 4.05%                     | FREDDIE MAC MULTIFA 4.05%                     | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $196221.86    | 0.01%             | 2033-07-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEV. BANK 4.50%                         | ASIAN DEV. BANK 4.50%                         | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $715767.68    | 0.03%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN. U 5.50%                     | BHP BILLITON FIN. U 5.50%                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $304656.71    | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1065387.06   | 0.05%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 3.875%                     | INTERNATIONAL BANK 3.875%                     | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $490537.53    | 0.02%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.09%                     | EXETER AUTOMOBILE R 5.09%                     | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25307.30     | 0.00%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| APA CORP 6.10%                                | APA CORP 6.10%                                | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204399.83    | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CA 5.375%                     | GLAXOSMITHKLINE CA 5.375%                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158447.57    | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP/THE 6.50%                       | LUBRIZOL CORP/THE 6.50%                       | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56549.52     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTNCS. GRP 7.125%                     | TYCO ELECTNCS. GRP 7.125%                     | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $59199.10     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS 3.90%                     | ILLINOIS TOOL WORKS 3.90%                     | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85364.23     | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3033750.00   | 0.13%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 8.00%                     | ANHEUSER-BUSCH INBE 8.00%                     | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $397448.01    | 0.02%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO 5.60%                     | JPMORGAN CHASE & CO 5.60%                     | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $423540.57    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36213FZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212966 | PA      | $199815.73    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36211EPU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6480 | PA      | $6642.61      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.70%                     | EXETER AUTOMOBILE R 5.70%                     | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50703.17     | 0.00%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTS. INC 5.00%                      | FERGUSON ENTS. INC 5.00%                      | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100685.58    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.85%                         | CONCENTRIX CORP 6.85%                         | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207563.80    | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP 6.05%                         | CVS HEALTH CORP 6.05%                         | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202307.28    | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410KDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23844 | PA      | $25126.71     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC. 3.90%                      | SOUTHWESTERN ELEC. 3.90%                      | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    170000 | PA      | $131871.86    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC 5.314%                     | INGERSOLL RAND INC 5.314%                     | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523079.98    | 0.02%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING COR 5.05%                     | WESTPAC BANKING COR 5.05%                     | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $516101.05    | 0.02%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 4.45%                     | NORFOLK SOUTHERN CO 4.45%                     | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240326.20    | 0.01%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94511 | PA      | $88085.97     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP 3.80%                      | SOUTHWEST GAS CORP 3.80%                      | CUSIP: 844895AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $38375.57     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WELLS FAR C40 A4 3.581%                       | WELLS FAR C40 A4 3.581%                       | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98619.58     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMER. 4.009%                      | CITIGROUP COMMER. 4.009%                      | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98981.27     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131XHAF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    341844 | PA      | $342176.96    | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131WREZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122509 | PA      | $118692.24    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 2.50%                        | BLACK HILLS CORP 2.50%                        | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460497.57    | 0.02%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISO 5.375%                     | CONSOLIDATED EDISO 5.375%                     | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312717.61    | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CRH SMW FIN. DAC 5.20%                        | CRH SMW FIN. DAC 5.20%                        | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206197.67    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1531221 | PA      | $1321280.55   | 0.06%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 1.50%                             | CUMMINS INC 1.50%                             | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442390.05    | 0.02%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9QB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865940 | PA      | $698669.31    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY REC. F 2.822%                     | PG&E ENERGY REC. F 2.822%                     | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $35689.01     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.259%                          | BOEING CO/THE 6.259%                          | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2572294.15   | 0.11%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5032226.55   | 0.22%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 2.375%                      | SHELL FIN. US INC 2.375%                      | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $269291.27    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.33%                     | HONDA AUTO RECEIVAB 4.33%                     | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100543.61    | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 5.00%                              | CABOT CORP 5.00%                              | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70819.17     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 4.80%                             | TARGET CORP 4.80%                             | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363224.37    | 0.02%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0CU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    879339 | PA      | $894066.43    | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XLVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388384 | PA      | $395425.46    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.75%                             | PROLOGIS LP 4.75%                             | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408522.32    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 6.00%                         | CIGNA GROUP/THE 6.00%                         | CUSIP: 125523DA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311190.43    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 3.82%                     | CAPITAL ONE MULTI-A 3.82%                     | CUSIP: 14041NGF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74960.92     | 0.00%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC 7.50%                      | PROVINCE OF QUEBEC 7.50%                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    375000 | PA      | $424515.08    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XMBE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272257 | PA      | $278482.86    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC 4.50%                      | PROVINCE OF QUEBEC 4.50%                      | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $506275.19    | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 7.875%                      | VODAFONE GRP. PLC 7.875%                      | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $2283.83      | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA STP                                 | ORANGE SA STP                                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $741124.82    | 0.03%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 5.84%                     | SANTANDER DRIVE AUT 5.84%                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51152.63     | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP 5.75%                       | DEVON ENERGY CORP 5.75%                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463788.23    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL 8.00%                     | NATIONAL RURAL UTIL 8.00%                     | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59317.74     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138532 | PA      | $131485.95    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.50%                               | APPLE INC 4.50%                               | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306158.35    | 0.01%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 5.41%                     | DRIVE AUTO RECEIVAB 5.41%                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25312.48     | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE T 4.43%                     | BMW VEHICLE LEASE T 4.43%                     | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100764.18    | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.14%                     | DRIVE AUTO RECEIVAB 4.14%                     | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24955.33     | 0.00%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304126.85    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.63%                     | SANTANDER DRIVE AUT 4.63%                     | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25146.78     | 0.00%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA 5.803%                      | NATIONAL GRID USA 5.803%                      | CUSIP: 49337WAJ9<br>LEI: IITLLQEWVF9O8A7S8169 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51686.08     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138Y53X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204612 | PA      | $196932.53    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.15%                      | ENERGY TRANSFER LP 5.15%                      | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    309000 | PA      | $280489.77    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL F 5.25%                     | LYB INTERNATIONAL F 5.25%                     | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    565000 | PA      | $506423.61    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS I 4.375%                     | ESTEE LAUDER COS I 4.375%                     | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126713.39    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212490 | PA      | $197693.70    | 0.01%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2773593.75   | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5027539.05   | 0.22%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA 3.40%                     | DUKE ENERGY FLORIDA 3.40%                     | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $214685.72    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.15%                     | GILEAD SCIENCES INC 4.15%                     | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50618.25     | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2722851.57   | 0.12%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INT 4.625%                     | JAPAN BANK FOR INT 4.625%                     | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $204289.46    | 0.01%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 4.302%                     | WELLS FARGO COMMER 4.302%                     | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99962.50     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    349360 | PA      | $344513.99    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520950.56    | 0.02%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824264.32    | 0.04%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    656892 | PA      | $589090.96    | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.00%                                | VISA INC 2.00%                                | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $277767.10    | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365637 | PA      | $364072.70    | 0.02%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    821184 | PA      | $844845.25    | 0.04%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESOR 3.50%                     | HOST HOTELS & RESOR 3.50%                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110785.06    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP 5.25%                                | KLA CORP 5.25%                                | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240106.30    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 3.25%                              | BIOGEN INC 3.25%                              | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131017.85    | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS IN 5.386%                     | NOMURA HOLDINGS IN 5.386%                     | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1221790.38   | 0.05%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418EGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141212 | PA      | $132792.93    | 0.01%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP 4.50%                        | HF SINCLAIR CORP 4.50%                        | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246304.30    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP F2F                         | STATE STREET CORP F2F                         | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303984.91    | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AAXC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    259022 | PA      | $210732.58    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QSQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925329 | PA      | $937669.74    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XLPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784839 | PA      | $805905.92    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 6.10%                     | CHARTER COMMS. OPER 6.10%                     | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1574089.88   | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DS3Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    775358 | PA      | $794035.20    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XMKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261103 | PA      | $212752.73    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.00%                                 | HCA INC 6.00%                                 | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300587.55    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO 5.05%                     | PROVINCE OF ONTARIO 5.05%                     | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $524506.21    | 0.02%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 6.28%                     | SANTANDER DRIVE AUT 6.28%                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25812.13     | 0.00%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.50%                           | KROGER CO/THE 5.50%                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194932.05    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP F2F                     | INDEPENDENT BANK CORP F2F                     | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51989.58     | 0.00%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTBL. INFRA. 6.375%                      | HA SUSTBL. INFRA. 6.375%                      | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101772.73    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.99%                     | DRIVE AUTO RECEIVAB 4.99%                     | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25245.51     | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.70%                                | AT&T INC 4.70%                                | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406807.56    | 0.02%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CAR 6.15%                     | CITIBANK CREDIT CAR 6.15%                     | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $55189.15     | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALI 4.858%                     | UNIVERSITY OF CALI 4.858%                     | CUSIP: 91412GHA6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    500000 | PA      | $424228.30    | 0.02%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418NCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82151 | PA      | $85474.93     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.70%                      | INTERNATIONAL BANK 4.70%                      | CUSIP: 45906M5V9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500455.34    | 0.02%             | 2034-11-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FIN. LLC 4.125%                      | BLUE OWL FIN. LLC 4.125%                      | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146282.04    | 0.01%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GRO 5.75%                     | PHILLIPS EDISON GRO 5.75%                     | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104046.00    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3142GS7F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    472580 | PA      | $471570.57    | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36178D5C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42520 | PA      | $38974.54     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPART 4.375%                     | PRECISION CASTPART 4.375%                     | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87698.24     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2477159.40   | 0.11%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.56%                     | AMERICAN EXPRESS CR 4.56%                     | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101469.28    | 0.00%             | 2029-12-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 4.48%                     | CARMAX AUTO OWNER T 4.48%                     | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101050.29    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209813.56    | 0.01%             | 2036-04-24      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.25%                             | PROLOGIS LP 5.25%                             | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206009.42    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.79%                     | DRIVE AUTO RECEIVAB 4.79%                     | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25187.11     | 0.00%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG. LTD 6.625%                       | ATHENE HLDG. LTD 6.625%                       | CUSIP: 04686JAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107014.37    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 3.88%                     | HYUNDAI AUTO RECEIV 3.88%                     | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99886.31     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107687 | PA      | $103309.39    | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119105 | PA      | $1048389.70   | 0.05%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 4.45%                              | SYSCO CORP 4.45%                              | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255637.87    | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP/TH 4.20%                     | PROGRESSIVE CORP/TH 4.20%                     | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254988.57    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140X7EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789334 | PA      | $672816.84    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65%                                 | MPLX LP 2.65%                                 | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275424.74    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QFNS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023782 | PA      | $871048.53    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1056307 | PA      | $812149.96    | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 2.25%                          | PUBLIC STORAGE 2.25%                          | CUSIP: 74460DAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176972.82    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XGGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231383 | PA      | $1002587.49   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QFNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381475 | PA      | $307669.12    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 5.20%                                | CSX CORP 5.20%                                | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208935.86    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 5.34%                     | VERIZON MASTER TRUS 5.34%                     | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102190.80    | 0.00%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.57%                     | HONDA AUTO RECEIVAB 4.57%                     | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100793.70    | 0.00%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.75%                      | EUROPEAN INV. BANK 3.75%                      | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500525.83    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 3.91%                     | FORD CREDIT AUTO OW 3.91%                     | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99972.72     | 0.00%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 3.95%                     | FORD CREDIT AUTO OW 3.95%                     | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99897.25     | 0.00%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.5%                           | LOWE S COS INC 4.5%                           | CUSIP: 548661EW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297559.43    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITY OF SAN FRANCIS 6.95%                     | CITY OF SAN FRANCIS 6.95%                     | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     75000 | PA      | $84585.14     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203769 | PA      | $184775.47    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140HBFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191825 | PA      | $193969.49    | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140JVTA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167836 | PA      | $149905.33    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MAT 5.50%                     | MARTIN MARIETTA MAT 5.50%                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197914.21    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS 5.98%                     | EMBRAER NETHERLANDS 5.98%                     | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106088.00    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY 1.65%                       | EVERSOURCE ENERGY 1.65%                       | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144856.43    | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.30%                         | CVS HEALTH CORP 1.30%                         | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36947.40     | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION B 4.456%                     | TORONTO-DOMINION B 4.456%                     | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $399696.43    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306108.54    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP 5.60%                      | UNION PACIFIC CORP 5.60%                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101551.82    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.90%                          | ELI LILLY & CO 4.90%                          | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033028.34   | 0.04%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4802734.40   | 0.21%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 4.375%                     | KREDITANSTALT FUER 4.375%                     | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1500000 | PA      | $1530622.62   | 0.07%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSU 4.78%                     | SYNCHRONY CARD ISSU 4.78%                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $76309.47     | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN. 4.80%                     | AMERICAN HONDA FIN. 4.80%                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508544.80    | 0.02%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2363168 | PA      | $2386645.60   | 0.10%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO REC 4.43%                     | WORLD OMNI AUTO REC 4.43%                     | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50268.55     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP 4.65%                           | MCKESSON CORP 4.65%                           | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508553.31    | 0.02%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARES STRAT. INC. FU 6.20%                     | ARES STRAT. INC. FU 6.20%                     | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154977.83    | 0.01%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.36%                     | HYUNDAI AUTO RECEIV 4.36%                     | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100950.59    | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUS 4.31%                     | BA CREDIT CARD TRUS 4.31%                     | CUSIP: 05522RDK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101144.32    | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC 5.50%                           | DR HORTON INC 5.50%                           | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207359.69    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $313084.45    | 0.01%             | 2036-02-25      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138X0ZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51032 | PA      | $50098.38     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169095 | PA      | $152811.98    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464425 | PA      | $421294.15    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 1.875%                     | FEDERAL NATL. MTGE 1.875%                     | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $982299.19    | 0.04%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIE VAR                     | GS MORTGAGE SECURITIE VAR                     | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148635.41    | 0.01%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334XML0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173940 | PA      | $162133.49    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3133KGKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    628668 | PA      | $601888.49    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB 1.85%                     | COCA-COLA FEMSA SAB 1.85%                     | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166709.82    | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BCB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    343680 | PA      | $301919.73    | 0.01%             | 2030-10-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QHER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668800 | PA      | $618372.27    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4968408 | PA      | $4268616.26   | 0.18%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 2.25%                       | GENERAL MILLS INC 2.25%                       | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    432000 | PA      | $380680.59    | 0.02%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 4.50%                     | FANNIE MAE OR FREDD 4.50%                     | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1745744.13   | 0.08%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 5.50%                     | FANNIE MAE OR FREDD 5.50%                     | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3629656.69   | 0.16%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1506157 | PA      | $1345081.34   | 0.06%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1682797 | PA      | $1479098.42   | 0.06%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANC F2V                     | MITSUBISHI UFJ FINANC F2V                     | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205694.44    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 5.212%                     | PG&E WILDFIRE REC. 5.212%                     | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96672.37     | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FI 5.808%                     | SUMITOMO MITSUI FI 5.808%                     | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $536558.85    | 0.02%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVA 4.49%                     | NISSAN AUTO RECEIVA 4.49%                     | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151789.67    | 0.01%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TSY. 5.777%                     | SMURFIT KAPPA TSY. 5.777%                     | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203943.16    | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WF CARD ISSUANCE TR 4.34%                     | WF CARD ISSUANCE TR 4.34%                     | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101068.74    | 0.00%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 3.00%                     | FANNIE MAE OR FREDD 3.00%                     | CUSIP: 01F0304A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $478898.81    | 0.02%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1958593.75   | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STATE OF TEXAS 5.517%                         | STATE OF TEXAS 5.517%                         | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207821.98    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138AVRP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2652 | PA      | $2637.34      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B6 MTG VAR                     | BENCHMARK 2018-B6 MTG VAR                     | CUSIP: 08162CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $117571.24    | 0.01%             | 2051-10-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4369140.60   | 0.19%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC 6.50%                       | GXO LOGISTICS INC 6.50%                       | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215030.98    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DSPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    428407 | PA      | $455425.08    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $745822.46    | 0.03%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 6.55%                     | CHARTER COMMS. OPER 6.55%                     | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532858.32    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL 5.10%                     | NATIONAL RURAL UTIL 5.10%                     | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711394.82    | 0.03%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728562.86    | 0.03%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 4.85%                     | DUKE ENERGY CAROLIN 4.85%                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513561.83    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310633.07    | 0.01%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316951.13    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314835.34    | 0.01%             | 2036-04-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 4.78%                      | VERIZON COMMS. INC 4.78%                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1441137.83   | 0.06%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 6.05%                            | COMCAST CORP 6.05%                            | CUSIP: 20030NEQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103346.73    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| DTE ELEC. CO 5.25%                            | DTE ELEC. CO 5.25%                            | CUSIP: 23338VAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205781.00    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPL 4.63%                     | FORD CREDIT FLOORPL 4.63%                     | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101410.12    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO 4.61%                      | MERCEDES-BENZ AUTO 4.61%                      | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50697.19     | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MERCK INC 5.70%                               | MERCK INC 5.70%                               | CUSIP: 58933YBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $412773.88    | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 6.50%                         | XCEL ENERGY INC 6.50%                         | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110396.59    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.625%                              | AETNA INC 6.625%                              | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43979.48     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128LXUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43716 | PA      | $46111.02     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 3620ARNT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111484 | PA      | $107679.07    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD 5.25%                            | XL GROUP LTD 5.25%                            | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $48534.60     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138EM6P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917535 | PA      | $891329.67    | 0.04%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212138 | PA      | $197605.05    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223562 | PA      | $201153.93    | 0.01%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 1.27%                         | FANNIE MAE-ACES 1.27%                         | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $175810.38    | 0.01%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140X8QD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405805 | PA      | $365130.58    | 0.02%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2207187.50   | 0.10%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GRP. TR 4.75%                     | KITE REALTY GRP. TR 4.75%                     | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100283.67    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9FL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502792 | PA      | $466287.81    | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049967 | PA      | $857031.21    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XJYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319083 | PA      | $317739.25    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3133BKFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    732142 | PA      | $713592.72    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL. IN 4.40%                     | COREBRIDGE FINL. IN 4.40%                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247827.75    | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DQMX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    801212 | PA      | $812812.44    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN B 5.50%                     | FEDERAL HOME LOAN B 5.50%                     | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $547333.95    | 0.02%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 6.20%                     | BURLINGTON NORTHERN 6.20%                     | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $506789.77    | 0.02%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HLDGS 5.75%                     | RENAISSANCERE HLDGS 5.75%                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $209917.80    | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    789381 | PA      | $799295.33    | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.125%                          | CITIGROUP INC 6.125%                          | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133484.84    | 0.01%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132819 | PA      | $135929.65    | 0.01%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418EN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147083 | PA      | $148795.76    | 0.01%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES F2F                     | HUNTINGTON BANCSHARES F2F                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526218.78    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 6.04%                     | SANTANDER DRIVE AUT 6.04%                     | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51361.70     | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0DS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    783341 | PA      | $820839.62    | 0.04%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157347 | PA      | $149430.69    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428602.47    | 0.02%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 7.00%                      | GINNIE MAE II POOL 7.00%                      | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186126 | PA      | $192153.05    | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QTHW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788246 | PA      | $829325.26    | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORP 5.75%                                | LKQ CORP 5.75%                                | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206720.18    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FNDG 5.74%                     | SYNCHRONY CARD FNDG 5.74%                     | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101848.06    | 0.00%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA 6.00%                      | BANK OF AMERICA NA 6.00%                      | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271261.69    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. 5.95%                      | GOLDMAN SACHS GRP. 5.95%                      | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    613000 | PA      | $628069.87    | 0.03%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN PO 6.05%                     | INDIANA MICHIGAN PO 6.05%                     | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216936.10    | 0.01%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31411ASB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38743 | PA      | $40311.91     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GBL. MGT. I 6.375%                     | APOLLO GBL. MGT. I 6.375%                     | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220750.01    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING COR 6.82%                     | WESTPAC BANKING COR 6.82%                     | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $335770.06    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 5.488%                            | CITIBANK NA 5.488%                            | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015841.81   | 0.04%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 7.00%                         | FANNIE MAE POOL 7.00%                         | CUSIP: 3140XNKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211433 | PA      | $1267228.38   | 0.05%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 5.06%                      | INTERNATIONAL BANK 5.06%                      | CUSIP: 45906M4V0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1029980.26   | 0.04%             | 2039-02-28      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL. INC 5.25%                     | HONEYWELL INTL. INC 5.25%                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192503.56    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 6.75%                     | CONSOLIDATED EDISON 6.75%                     | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114559.30    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP/THE 6.50%                          | CHUBB CORP/THE 6.50%                          | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $96548.93     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.50%                       | GINNIE MAE I POOL 6.50%                       | CUSIP: 36295NDQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3503 | PA      | $3677.54      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16834 | PA      | $17516.47     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1037603.22   | 0.04%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER IN 5.05%                     | KEURIG DR PEPPER IN 5.05%                     | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508961.88    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 1.50%                     | FANNIE MAE OR FREDD 1.50%                     | CUSIP: 01F0126A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $230291.81    | 0.01%             | 2049-12-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3427265.64   | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.60%                     | SOUTHERN CALIFORNIA 5.60%                     | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150521.38    | 0.01%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG. LTD 6.25%                        | ATHENE HLDG. LTD 6.25%                        | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101948.68    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138ENNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543320 | PA      | $528060.37    | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328417 | PA      | $298158.66    | 0.01%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AU 5.25%                     | TENNESSEE VALLEY AU 5.25%                     | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1050000 | PA      | $1111290.03   | 0.05%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.40%                           | KROGER CO/THE 5.40%                           | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100028.62    | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WFRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249502 | PA      | $234456.25    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.85%                          | HALLIBURTON CO 4.85%                          | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270842.99    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN 4.125%                      | FEDERAL HOME LOAN 4.125%                      | CUSIP: 3130ATHW0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    875000 | PA      | $882873.11    | 0.04%             | 2027-09-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36180AAH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    713561 | PA      | $733926.53    | 0.03%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WF5Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319911 | PA      | $299825.29    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WG5T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185509 | PA      | $167799.59    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3142GRLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    840760 | PA      | $860874.86    | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.78%                     | SANTANDER DRIVE AUT 4.78%                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25145.99     | 0.00%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DMFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    516436 | PA      | $462530.41    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6JH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721327 | PA      | $648088.29    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416X7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137690 | PA      | $137696.78    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.375%                            | ORACLE CORP 5.375%                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $578831.49    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 4.60%                     | CARMAX AUTO OWNER T 4.60%                     | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50486.99     | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2V                             | CITIGROUP INC F2V                             | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2046586.42   | 0.09%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ADEV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1018024 | PA      | $828021.22    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140QHPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111593 | PA      | $100402.94    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.62%                     | VERIZON MASTER TRUS 4.62%                     | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101276.71    | 0.00%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 5.50%                       | CONOCOPHILLIPS CO 5.50%                       | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195929.50    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QKLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1434232 | PA      | $1165053.77   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1170610 | PA      | $1167912.56   | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5129296.90   | 0.22%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727278.02    | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XK6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534683 | PA      | $551696.04    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133C8AQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    826734 | PA      | $837048.12    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.60%                          | ELI LILLY & CO 5.60%                          | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511932.53    | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC 6.20%                       | FLOWERS FOODS INC 6.20%                       | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198286.31    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $326786.75    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INC 7.75%                     | BLUE OWL CREDIT INC 7.75%                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210149.90    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BERRY GBL. INC 5.80%                          | BERRY GBL. INC 5.80%                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317187.77    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 5.65%                      | VIRGINIA ELEC. AND 5.65%                      | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201164.15    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LENNOX INTL. INC 5.50%                        | LENNOX INTL. INC 5.50%                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206752.79    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 5.15%                     | AMERICAN EXPRESS CR 5.15%                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103410.84    | 0.00%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC 4.95%                       | CISCO SYSTEMS INC 4.95%                       | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413575.98    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140W0XN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798499 | PA      | $1838107.38   | 0.08%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 2.4%                               | FEDEX CORP 2.4%                               | CUSIP: 31428XCK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $359748.53    | 0.02%             | 2031-05-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $203073.26    | 0.01%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    718178 | PA      | $717546.54    | 0.03%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 6.20%                         | ALTRIA GRP. INC 6.20%                         | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528037.27    | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256044 | PA      | $263403.59    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.80%                     | TOYOTA MOTOR CREDIT 4.80%                     | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508842.15    | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PAR 5.95%                     | CHENIERE ENERGY PAR 5.95%                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529298.78    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.40%                              | ABBVIE INC 5.40%                              | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696033.70    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FNDG 5.04%                     | SYNCHRONY CARD FNDG 5.04%                     | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101476.64    | 0.00%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.95%                            | ENBRIDGE INC 5.95%                            | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102705.74    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AG2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93424 | PA      | $93447.92     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W7UG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142874 | PA      | $131364.58    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.55%                     | SOUTHERN CALIFORNIA 5.55%                     | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276320.58    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.75%                     | MEXICO GOV. INTL. B 4.75%                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $830750.00    | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138ECTY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32554 | PA      | $32157.35     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410VDW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7019 | PA      | $7374.21      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR 6.11%                     | BANK OF AMERICA COR 6.11%                     | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161800.31    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31412LJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24661 | PA      | $24841.58     | 0.00%             | 2036-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1167363.29   | 0.05%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 6.15%                       | VODAFONE GRP. PLC 6.15%                       | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $64288.51     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410V2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13836 | PA      | $14186.32     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUVIAN GOV. INTL. 6.55%                     | PERUVIAN GOV. INTL. 6.55%                     | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $556000.00    | 0.02%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CSX CORP 6.15%                                | CSX CORP 6.15%                                | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $209817.00    | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN. USA 4.125%                     | RIO TINTO FIN. USA 4.125%                     | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $260419.01    | 0.01%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 3.95%                     | CONSOLIDATED EDISON 3.95%                     | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99772.64     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 6.10%                              | PACIFICORP 6.10%                              | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214003.40    | 0.01%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE F2F                         | ALLSTATE CORP/THE F2F                         | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237060.90    | 0.01%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 6.00%                      | VIRGINIA ELEC. AND 6.00%                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16119.99     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/T 6.25%                     | TRAVELERS COS INC/T 6.25%                     | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    375000 | PA      | $416670.58    | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 6.10%                     | DUKE ENERGY CAROLIN 6.10%                     | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161179.77    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4516 | PA      | $4704.11      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN I 6.15%                     | REYNOLDS AMERICAN I 6.15%                     | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66720.13     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 5.70%                        | VENTAS REALTY LP 5.70%                        | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99874.03     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244736 | PA      | $225150.34    | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31417GEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34885 | PA      | $31289.59     | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31411YN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24751 | PA      | $25313.56     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31413HJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3672 | PA      | $3808.75      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5.95%                       | JOHNSON & JOHNSON 5.95%                       | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35779.62     | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 6.45%                         | ASTRAZENECA PLC 6.45%                         | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $512978.86    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 6.80%                       | SUNCOR ENERGY INC 6.80%                       | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $143338.03    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KRWV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55432 | PA      | $57743.57     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 9.40%                        | DOW CHEM. CO/THE 9.40%                        | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $227053.21    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31412N3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113328 | PA      | $111482.96    | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.30%                         | CVS HEALTH CORP 5.30%                         | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140396.23    | 0.01%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 5.55%                     | MEXICO GOV. INTL. B 5.55%                     | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $465575.00    | 0.02%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELIN 6.10%                     | TRANSCANADA PIPELIN 6.10%                     | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211590.47    | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS IN 5.95%                     | JUNIPER NETWORKS IN 5.95%                     | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100759.76    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138XDS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157236 | PA      | $152436.89    | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JNTD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148115 | PA      | $136528.65    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KGU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115403 | PA      | $102598.13    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140JXRB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375516 | PA      | $320163.54    | 0.01%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A6GU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431707 | PA      | $366081.53    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    356604 | PA      | $303664.61    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DMQU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    524719 | PA      | $424453.71    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1104195 | PA      | $901304.82    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3456376 | PA      | $2793387.05   | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970938 | PA      | $1960158.75   | 0.08%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96864 | PA      | $91657.89     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP 4.125%                             | LOEWS CORP 4.125%                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63731.87     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & C 5.625%                     | JPMORGAN CHASE & C 5.625%                     | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154985.09    | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3515039.05   | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK 2.50%                      | EXPORT-IMPORT BANK 2.50%                      | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $366343.98    | 0.02%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4424804.70   | 0.19%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5058203.10   | 0.22%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4986718.75   | 0.22%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4854101.55   | 0.21%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5001367.20   | 0.22%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHS. INC 5.40%                     | L3HARRIS TECHS. INC 5.40%                     | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016405.52   | 0.04%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5095117.20   | 0.22%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL. GRP. I F2F                     | CITIZENS FINL. GRP. I F2F                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220061.92    | 0.01%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS COR 6.20%                     | LAS VEGAS SANDS COR 6.20%                     | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209293.11    | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    954612 | PA      | $963016.86    | 0.04%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST NATL. MASTER 4.85%                      | FIRST NATL. MASTER 4.85%                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101914.61    | 0.00%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET M 5.795%                     | BROOKFIELD ASSET M 5.795%                     | CUSIP: 113004AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209400.17    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.00%                            | ALPHABET INC 4.00%                            | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305733.31   | 0.06%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. CO 5.85%                            | DTE ELEC. CO 5.85%                            | CUSIP: 23338VAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $210130.97    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.51%                     | AMERICAN EXPRESS CR 4.51%                     | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101960.92    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GM FINL. CONSUMER A 4.28%                     | GM FINL. CONSUMER A 4.28%                     | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100761.94    | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2290039.08   | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FI 5.776%                     | SUMITOMO MITSUI FI 5.776%                     | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $855297.43    | 0.04%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140NAVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320009 | PA      | $318975.26    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735280.77    | 0.03%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: —       |
| HEICO CORP 5.35%                              | HEICO CORP 5.35%                              | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155611.54    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313318.65    | 0.01%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    584159 | PA      | $596352.44    | 0.03%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1578155 | PA      | $1615535.69   | 0.07%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132D6EE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    176975 | PA      | $176979.52    | 0.01%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.375%                             | FISERV INC 5.375%                             | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515563.19    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309223 | PA      | $318634.88    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM S PRIDE CO 6.875%                     | PILGRIM S PRIDE CO 6.875%                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $386431.50    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465064 | PA      | $475425.57    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 6.00%                            | ENBRIDGE INC 6.00%                            | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $420783.71    | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 7.00%                        | FREDDIE MAC POOL 7.00%                        | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245614 | PA      | $256848.53    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINL. INC F2F                            | ALLY FINL. INC F2F                            | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528921.28    | 0.02%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.15%                     | WILLIAMS COS INC/TH 5.15%                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507610.58    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP. P F2V                     | LLOYDS BANKING GRP. P F2V                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507450.15    | 0.02%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.80%                              | PACIFICORP 5.80%                              | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98012.09     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA 5.125%                      | AON NORTH AMERICA 5.125%                      | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027783.90   | 0.09%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA I 5.30%                     | AON NORTH AMERICA I 5.30%                     | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312466.01    | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    384034 | PA      | $395974.71    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.50%                     | UNITEDHEALTH GRP. I 5.50%                     | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95856.41     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31417SYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56724 | PA      | $56965.44     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138A55L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1314 | PA      | $1307.95      | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVE 4.643%                     | NORTHWESTERN UNIVE 4.643%                     | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47542.37     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIO 5.45%                     | ROGERS COMMUNICATIO 5.45%                     | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $46997.21     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044214.56   | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON 4.90%                       | JOHNSON & JOHNSON 4.90%                       | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521207.16    | 0.02%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE 5.45%                           | MOSAIC CO/THE 5.45%                           | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257996.23    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 4.375%                      | JOHNSON & JOHNSON 4.375%                      | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    332000 | PA      | $335787.43    | 0.01%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138EPF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208995 | PA      | $197651.18    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 5.60%                              | PFIZER INC 5.60%                              | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    194000 | PA      | $202150.68    | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC 4.15%                                | VISA INC 4.15%                                | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96618.95     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138EQU91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122936 | PA      | $120520.37    | 0.01%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3132KFP89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176474 | PA      | $170415.95    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31339SQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    303873 | PA      | $272258.77    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWME 2.498%                     | CALIFORNIA ENDOWME 2.498%                     | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58048.83     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140LPEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1728486 | PA      | $1405160.98   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 1.50%                      | GINNIE MAE II POOL 1.50%                      | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373163 | PA      | $295638.90    | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 3.10%                      | REALTY INCOME CORP 3.10%                      | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117996.05    | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    520500 | PA      | $521690.81    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3742 | PA      | $3935.72      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639468 | PA      | $647080.86    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.00%                         | CVS HEALTH CORP 6.00%                         | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394047.14    | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CO 5.05%                     | NORFOLK SOUTHERN CO 5.05%                     | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414695.60    | 0.02%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QKDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613592 | PA      | $534515.16    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 5.08%                     | CHASE ISSUANCE TRUS 5.08%                     | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103100.61    | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 6.00%                        | T-MOBILE USA INC 6.00%                        | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207073.98    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA 6.938%                     | BANCO SANTANDER SA 6.938%                     | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $457719.14    | 0.02%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XMTX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314918 | PA      | $325327.32    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROP. TRUST 5.85%                      | CAMDEN PROP. TRUST 5.85%                      | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508900.00    | 0.02%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.40%                                | RTX CORP 6.40%                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335643.82    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5.80%                        | CROWN CASTLE INC 5.80%                        | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315663.79    | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS. USA F2F                      | SANTANDER HLDGS. USA F2F                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520810.51    | 0.02%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 5.35%                      | VIRGINIA ELEC. AND 5.35%                      | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288290.09    | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XMTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2327824 | PA      | $2142917.17   | 0.09%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140XNTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437521 | PA      | $457659.39    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WF CARD ISSUANCE TR 4.94%                     | WF CARD ISSUANCE TR 4.94%                     | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101449.14    | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.95%                              | ABBVIE INC 4.95%                              | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516813.11    | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 5.45%                     | AMERICAN TOWER CORP 5.45%                     | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311680.23    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN. 4.90%                     | AMERICAN HONDA FIN. 4.90%                     | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011497.60   | 0.04%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138E9P79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112589 | PA      | $107129.47    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBA 5.75%                     | COOPERATIEVE RABOBA 5.75%                     | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255043.23    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128PWVZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9383 | PA      | $9311.77      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276211 | PA      | $250792.64    | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.75%                     | GILEAD SCIENCES INC 4.75%                     | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    168000 | PA      | $154405.33    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132850 | PA      | $128170.05    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2.98%                         | FANNIE MAE-ACES 2.98%                         | CUSIP: 3136AX3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    103836 | PA      | $99668.65     | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q7DQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197820 | PA      | $184612.50    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31346YGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173855 | PA      | $154313.55    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140K4SJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368593 | PA      | $327713.09    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133A8ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1843786 | PA      | $1500610.42   | 0.07%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 3.729%                     | WELLS FARGO COMMER 3.729%                     | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194147.78    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131Y3Q41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67010 | PA      | $66178.08     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEU 6.60%                     | OCCIDENTAL PETROLEU 6.60%                     | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104547.80    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPE79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    317318 | PA      | $319485.62    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587890 | PA      | $595284.99    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.00%                      | INTERNATIONAL BANK 4.00%                      | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1402601.56   | 0.06%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.28%                     | AMERICAN EXPRESS CR 4.28%                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201910.60    | 0.01%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FIRST INDL. LP 5.25%                          | FIRST INDL. LP 5.25%                          | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102517.79    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404059.14    | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 6.15%                     | ABBOTT LABORATORIES 6.15%                     | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    202000 | PA      | $226793.42    | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31413RG34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28506 | PA      | $30037.34     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KGUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    347723 | PA      | $311425.78    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHS. INC 3.00%                     | KEYSIGHT TECHS. INC 3.00%                     | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190179.79    | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    601708 | PA      | $617092.35    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563995 | PA      | $572207.80    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 6.375%                            | NETFLIX INC 6.375%                            | CUSIP: 64110LAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $646466.54    | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTL. FIN. B 3.125%                     | SHELL INTL. FIN. B 3.125%                     | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $69104.11     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318499 | PA      | $325863.99    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418ERM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85546 | PA      | $87510.49     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133416 | PA      | $118781.03    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.013%                     | FREDDIE MAC MULTIF 2.013%                     | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $118693.14    | 0.01%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG. LUX 3.625%                      | JBS USA HLDG. LUX 3.625%                      | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $372865.33    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.80%                         | MCDONALD S CORP 4.80%                         | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714911.54    | 0.03%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $521176.01    | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 2.891%                     | UNION PACIFIC CORP 2.891%                     | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252545.93    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05%                               | ONEOK INC 6.05%                               | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318116.55    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XLVM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2399542 | PA      | $2479623.24   | 0.11%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XMFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2957594 | PA      | $2407863.72   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     63297 | PA      | $64750.02     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    663057 | PA      | $678016.48    | 0.03%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140A0R68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260951 | PA      | $267309.51    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    248152 | PA      | $251938.94    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $513515.15    | 0.02%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $103775.98    | 0.00%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 7.50%                        | FREDDIE MAC POOL 7.50%                        | CUSIP: 3132DWKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124165 | PA      | $131800.07    | 0.01%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE 5.90%                     | EXTRA SPACE STORAGE 5.90%                     | CUSIP: 30225VAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $318733.52    | 0.01%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    452643 | PA      | $471903.54    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION ELEC. CO 5.25%                          | UNION ELEC. CO 5.25%                          | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238973.48    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XNY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585410 | PA      | $601227.26    | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513734.24    | 0.02%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AGCO CORP 5.80%                               | AGCO CORP 5.80%                               | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103951.54    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.75%                               | AETNA INC 6.75%                               | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165816.31    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128M5KM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6917 | PA      | $7475.61      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ENT. G 5.20%                     | PUBLIC SERV. ENT. G 5.20%                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619119.26    | 0.03%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    721256 | PA      | $664727.42    | 0.03%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 6.45%                     | COMMONWEALTH EDISON 6.45%                     | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222802.50    | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.95%                     | FLORIDA POWER & LIG 5.95%                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163008.22    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285022 | PA      | $261858.72    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 4.875%                            | CUMMINS INC 4.875%                            | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86785.02     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC S 4.752%                     | WISCONSIN PUBLIC S 4.752%                     | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91308.68     | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC 4.625%                          | MEDTRONIC INC 4.625%                          | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    406000 | PA      | $372995.90    | 0.02%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO 4.25%                     | JPMORGAN CHASE & CO 4.25%                     | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    299000 | PA      | $301005.83    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3128MMT52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75611 | PA      | $73383.90     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.875%                        | MCDONALD S CORP 4.875%                        | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184954.98    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8B34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64222 | PA      | $61152.95     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q75V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397022 | PA      | $368381.36    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.903%                     | FREDDIE MAC MULTIF 2.903%                     | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $289288.62    | 0.01%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    485144 | PA      | $413071.83    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMN35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1075867 | PA      | $922440.72    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KQTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293202 | PA      | $240289.36    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9X59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1693195 | PA      | $1369635.24   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. 6.625%                      | UNITEDHEALTH GRP. 6.625%                      | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $724586.31    | 0.03%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIP 6.875%                     | KONINKLIJKE PHILIP 6.875%                     | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $254631.84    | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202ERT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30591 | PA      | $31625.61     | 0.00%             | 2038-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER C 7.00%                     | APPALACHIAN POWER C 7.00%                     | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84950.51     | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMER. MT 3.71%                     | BARCLAYS COMMER. MT 3.71%                     | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $132956.43    | 0.01%             | 2052-11-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7587011.70   | 0.33%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS. INC 6.07%                       | NOMURA HLDGS. INC 6.07%                       | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $523116.03    | 0.02%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAP. COR 4.95%                     | JOHN DEERE CAP. COR 4.95%                     | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026911.66   | 0.04%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINL. GR 2.625%                     | JEFFERIES FINL. GR 2.625%                     | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355768.53    | 0.02%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA F2V                        | BANCO SANTANDER SA F2V                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199700.99    | 0.01%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206274.53    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 4.90%                     | PROVINCE OF BRITISH 4.90%                     | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $518039.57    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418ES84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68231 | PA      | $68232.69     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 5.75%                     | AERCAP IRELAND CAP. 5.75%                     | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $310827.23    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD STP                           | SANDS CHINA LTD STP                           | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $679798.63    | 0.03%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $231788.43    | 0.01%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    272479 | PA      | $277152.63    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO 5.65%                           | OHIO POWER CO 5.65%                           | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313669.62    | 0.01%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP 6.25%                       | KINROSS GOLD CORP 6.25%                       | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109158.29    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EX 5.25%                     | INTERCONTINENTAL EX 5.25%                     | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417593.44    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5.25%                       | JOHNSON & JOHNSON 5.25%                       | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203831.82    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC 5.00%                             | PEPSICO INC 5.00%                             | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307092.36    | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.15%                     | HONDA AUTO RECEIVAB 4.15%                     | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100344.51    | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT 3.97%                     | FEDERAL FARM CREDIT 3.97%                     | CUSIP: 3133ETUY1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3918000 | PA      | $3922553.19   | 0.17%             | 2027-08-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEA 4.01%                     | VOLKSWAGEN AUTO LEA 4.01%                     | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50068.71     | 0.00%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 3.00%                     | FANNIE MAE OR FREDD 3.00%                     | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1053841.40   | 0.05%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 5.15%                      | UNION PACIFIC CORP 5.15%                      | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467993.09    | 0.02%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS CO 4.025%                      | CONOCOPHILLIPS CO 4.025%                      | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    405000 | PA      | $302342.03    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2V                              | BARCLAYS PLC F2V                              | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $573712.05    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO 5.85%                     | AMERICAN EXPRESS CO 5.85%                     | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518006.61    | 0.02%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138MQTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337706 | PA      | $318961.95    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WFDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90922 | PA      | $86633.09     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 3617A8RB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249866 | PA      | $238239.34    | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8CQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77854 | PA      | $74271.44     | 0.00%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XQVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     55068 | PA      | $52788.04     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y2FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    101106 | PA      | $97158.22     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XHTF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59796 | PA      | $56909.23     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XNVM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     72640 | PA      | $68510.11     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3131Y2FT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    120428 | PA      | $121650.39    | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329NU89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134336 | PA      | $129104.07    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X43S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200033 | PA      | $183990.95    | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KLHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556440 | PA      | $476873.88    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172872 | PA      | $151353.40    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140X7QH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5609904 | PA      | $4796782.26   | 0.21%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AKS84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1701808 | PA      | $1396004.51   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPS. LP 2.75%                        | TANGER PROPS. LP 2.75%                        | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89599.22     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP 3.25%                     | FS KKR CAPITAL CORP 3.25%                     | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193272.46    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP NO 2 4.00%                        | CINTAS CORP NO 2 4.00%                        | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146657.97    | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GA 5.05%                     | PIEDMONT NATURAL GA 5.05%                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181558.99    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   3172699 | PA      | $2577117.75   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INV. BANK 4.375%                       | NORDIC INV. BANK 4.375%                       | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $711007.21    | 0.03%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.35%                              | EATON CORP 4.35%                              | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505733.70    | 0.02%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECU 5.21%                     | CONSUMERS 2023 SECU 5.21%                     | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51511.63     | 0.00%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.375%                             | HUMANA INC 5.375%                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308583.23    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG. LTD 6.65%                        | ATHENE HLDG. LTD 6.65%                        | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325557.43    | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PG&E REC. FNDG. LL 5.536%                     | PG&E REC. FNDG. LL 5.536%                     | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50481.57     | 0.00%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 5.75%                      | DIAMONDBACK ENERGY 5.75%                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288777.37    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WORLD FINL. NETWORK 4.62%                     | WORLD FINL. NETWORK 4.62%                     | CUSIP: 981464HU7<br>LEI: 549300RSY3BGZS85SD04 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101000.80    | 0.00%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC 3.30%                         | BARINGS BDC INC 3.30%                         | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196481.73    | 0.01%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75%                              | LEIDOS INC 5.75%                              | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316852.10    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FTF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2911 | PA      | $2903.44      | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31417CVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161005 | PA      | $152069.17    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36178DXS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155727 | PA      | $142462.42    | 0.01%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36291PY42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8366 | PA      | $8641.26      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XYNZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    262097 | PA      | $243894.30    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    345569 | PA      | $324300.50    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WQVY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     84723 | PA      | $84770.45     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31329MUT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    184601 | PA      | $169729.13    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XMSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    527971 | PA      | $497791.57    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES 1.9                     | RAYTHEON TECHNOLOGIES 1.9                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61775.54     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS 2.061%                     | BAKER HUGHES HLDGS 2.061%                     | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488077.48    | 0.02%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XFE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314370 | PA      | $289338.95    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 2.75%                     | CHILE GOV. INTL. BO 2.75%                     | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $981790.00    | 0.04%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 3.375%                     | UNION PACIFIC CORP 3.375%                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79254.54     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1564765.62   | 0.07%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880499 | PA      | $857686.21    | 0.04%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.875%                     | VERIZON COMMS. INC 3.875%                     | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230275.75    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP 4.65%                          | ALBEMARLE CORP 4.65%                          | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300308.40    | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP 4.00%                      | UNITEDHEALTH GROUP 4.00%                      | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598027.22    | 0.03%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140XHWC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720699 | PA      | $682698.25    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436164 | PA      | $441414.96    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QSQH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769667 | PA      | $791274.86    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E REC. FNDG. LL 5.045%                     | PG&E REC. FNDG. LL 5.045%                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19193 | PA      | $19540.68     | 0.00%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128E4MM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30961 | PA      | $31107.79     | 0.00%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP 5.375%                      | FEDERAL REALTY OP 5.375%                      | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256612.38    | 0.01%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.30%                      | META PLATFORMS INC 4.30%                      | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759537.84    | 0.03%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES 4.80%                     | ESSENTIAL UTILITIES 4.80%                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606763.58    | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 36296QY94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83226 | PA      | $83154.70     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 36176K3H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22687 | PA      | $22590.73     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.00%                       | GINNIE MAE I POOL 4.00%                       | CUSIP: 36176RS45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162949 | PA      | $156670.39    | 0.01%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 3.125%                     | INTER-AMERICAN DEV 3.125%                     | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $984538.75    | 0.04%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31329JMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    783687 | PA      | $720792.33    | 0.03%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36178NB65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40184 | PA      | $37565.14     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP 3.00%                      | ESSEX PORTFOLIO LP 3.00%                      | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    154000 | PA      | $145893.81    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JJJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    258509 | PA      | $245281.75    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5DL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309000 | PA      | $290495.03    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132A2X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37832 | PA      | $38741.40     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131Y9ZL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111856 | PA      | $103414.24    | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329NGY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    473746 | PA      | $455472.57    | 0.02%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8MS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100880 | PA      | $901611.63    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    667737 | PA      | $545495.29    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.95%                             | PEPSICO INC 1.95%                             | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439547.56    | 0.02%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 1.86%                     | FREDDIE MAC MULTIFA 1.86%                     | CUSIP: 3137FXQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $78774.23     | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KLX93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1456274 | PA      | $1174216.90   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAP. LP / GLP F 3.25%                     | GLP CAP. LP / GLP F 3.25%                     | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269901.57    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DICK S SPORTING GOO 4.10%                     | DICK S SPORTING GOO 4.10%                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74451.95     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313701 | PA      | $320513.98    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514949.14    | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140JR6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289764 | PA      | $234313.40    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 3.30%                     | AERCAP IRELAND CAP. 3.30%                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $920893.48    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| NATURE CONSERVANCY 3.957%                     | NATURE CONSERVANCY 3.957%                     | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39861.56     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CH 2.742%                     | CHENIERE CORPUS CH 2.742%                     | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251623.84    | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| WORLD FINL. NETWORK 5.47%                     | WORLD FINL. NETWORK 5.47%                     | CUSIP: 981464HR4<br>LEI: 549300RSY3BGZS85SD04 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102173.33    | 0.00%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 5.75%                               | KELLANOVA 5.75%                               | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202388.43    | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA 4.50%                     | PROVINCE OF ALBERTA 4.50%                     | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $505381.77    | 0.02%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUR. DE 4.125%                     | COUNCIL OF EUR. DE 4.125%                     | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $506348.78    | 0.02%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 3.594%                     | PG&E WILDFIRE REC. 3.594%                     | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12845 | PA      | $12677.26     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 3.70%                      | UNITEDHEALTH GROUP 3.70%                      | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54787.88     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINL. I 3.85%                     | BRIGHTHOUSE FINL. I 3.85%                     | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $164776.42    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP 2.30%                     | INVITATION HOMES OP 2.30%                     | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188820.66    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IBM INTL. CAP. PTE 5.30%                      | IBM INTL. CAP. PTE 5.30%                      | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $287104.15    | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DSGK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    522356 | PA      | $546722.73    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS 2.85%                      | CHUBB INA HOLDINGS 2.85%                      | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65378.79     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO 2.85%                      | SONOCO PRODUCTS CO 2.85%                      | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270482.92    | 0.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP 5.50%                     | DOLLAR GENERAL CORP 5.50%                     | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191616.62    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132CWYX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    256434 | PA      | $252611.79    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140LQHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741189 | PA      | $657349.67    | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.75%                                | EQT CORP 5.75%                                | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209312.06    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.00%                        | COCA-COLA CO/THE 5.00%                        | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520483.56    | 0.02%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018390.62   | 0.09%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36292GPX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42267 | PA      | $43293.85     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36296JDN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13335 | PA      | $13807.12     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP 4.00%                             | AVISTA CORP 4.00%                             | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77904.13     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL 2.65%                        | BANK OF MONTREAL 2.65%                        | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $981433.20    | 0.04%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP. CORP 5.95%                      | BLUE OWL CAP. CORP 5.95%                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407731.43    | 0.02%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL. CORP F2F                         | TRUIST FINL. CORP F2F                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524685.51    | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 3.05%                     | TOYOTA MOTOR CREDIT 3.05%                     | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493821.34    | 0.02%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 3.625%                     | HOME DEPOT INC/THE 3.625%                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    643000 | PA      | $481727.38    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIV 4.95%                     | TAKE-TWO INTERACTIV 4.95%                     | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407211.96    | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUS 4.98%                     | BA CREDIT CARD TRUS 4.98%                     | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101227.08    | 0.00%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 7.50%                      | GINNIE MAE II POOL 7.50%                      | CUSIP: 36179YMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50314 | PA      | $52034.81     | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL. CORP F2F                         | TRUIST FINL. CORP F2F                         | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827763.18    | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15%                            | BROADCOM INC 4.15%                            | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490332.56    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1382680 | PA      | $1217233.90   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31401GKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23344 | PA      | $23662.44     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31405MW37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6532 | PA      | $6728.67      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC 4.95%                     | GLOBAL PAYMENTS INC 4.95%                     | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011955.18   | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.50%                        | DUKE ENERGY CORP 4.50%                        | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    551000 | PA      | $547525.87    | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209062.54    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5029882.80   | 0.22%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 4.63%                     | CHASE ISSUANCE TRUS 4.63%                     | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102209.21    | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 5.20%                     | LOCKHEED MARTIN COR 5.20%                     | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188729.08    | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31415XQZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7438 | PA      | $7691.75      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10235 | PA      | $10581.08     | 0.00%             | 2038-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    576093 | PA      | $592917.83    | 0.03%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512225.34    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $518915.25    | 0.02%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    794325 | PA      | $727173.56    | 0.03%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL 4.15%                      | JOHN DEERE CAPITAL 4.15%                      | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118555.76    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA F2V                      | BANCO BILBAO VIZCAYA F2V                      | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $413623.40    | 0.02%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202ESD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11860 | PA      | $12501.70     | 0.00%             | 2038-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31417MTV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24787 | PA      | $24779.93     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2222297 | PA      | $2165077.43   | 0.09%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 6.15%                     | CONSOLIDATED EDISON 6.15%                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538231.39    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| IBM INTL. CAP. PTE 4.90%                      | IBM INTL. CAP. PTE 4.90%                      | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $303894.26    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 4.60%                     | CHASE ISSUANCE TRUS 4.60%                     | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100946.81    | 0.00%             | 2029-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44 VAR                           | BANK 2022-BNK44 VAR                           | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $529249.75    | 0.02%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65%                               | AMGEN INC 5.65%                               | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997442.23    | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| REALTY INC. CORP 2.10%                        | REALTY INC. CORP 2.10%                        | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572439.56    | 0.02%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625854.46    | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 312939WA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57874 | PA      | $59339.41     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138A2NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2635 | PA      | $2625.07      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626538.64    | 0.03%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 7.00%                      | GINNIE MAE II POOL 7.00%                      | CUSIP: 36179YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270537 | PA      | $279610.66    | 0.01%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS IN 5.75%                     | VERISK ANALYTICS IN 5.75%                     | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318586.45    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.50%                              | HUMANA INC 5.50%                              | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277058.13    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202ECA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36139 | PA      | $37834.73     | 0.00%             | 2035-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407EPG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12074 | PA      | $12351.74     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138EJUX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3876 | PA      | $3980.59      | 0.00%             | 2042-08-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FHQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97009.07     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729080.98    | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA 3.25%                        | ZIONS BANCORP NA 3.25%                        | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234805.68    | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION 3.266%                      | KAISER FOUNDATION 3.266%                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $353998.08    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1347639 | PA      | $1206834.51   | 0.05%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1345754 | PA      | $1159542.07   | 0.05%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.95%                            | COMCAST CORP 4.95%                            | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205072.40    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.45%                     | SOUTHERN CALIFORNIA 5.45%                     | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311042.70    | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31407KQU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53590 | PA      | $55587.80     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36178DZZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122422 | PA      | $113530.53    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP 3.125%                      | TSMC ARIZONA CORP 3.125%                      | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406001.52    | 0.02%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2.875%                      | AMERICAN AIRLINES 2.875%                      | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251737 | PA      | $227905.91    | 0.01%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374981 | PA      | $310511.97    | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.375%                               | RTX CORP 2.375%                               | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60080.78     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138EL5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80860 | PA      | $79635.49     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417EKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283982 | PA      | $261042.24    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO 1.65%                     | AMERICAN EXPRESS CO 1.65%                     | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81902.30     | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 3.40%                      | REALTY INCOME CORP 3.40%                      | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60128.94     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 2.875%                     | BERKSHIRE HATHAWAY 2.875%                     | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    178000 | PA      | $166472.80    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL 3.703%                     | MANULIFE FINANCIAL 3.703%                     | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $287051.12    | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44654 | PA      | $40303.29     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69408 | PA      | $65213.43     | 0.00%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.35%                          | LOWE S COS INC 3.35%                          | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113875.99    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.80%                             | WORKDAY INC 3.80%                             | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286461.98    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.625%                            | NUTRIEN LTD 5.625%                            | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151297.33    | 0.01%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WPBG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     72326 | PA      | $72634.04     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132AAUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    365243 | PA      | $343367.38    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KLQD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472252 | PA      | $403605.83    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3261862 | PA      | $2801426.46   | 0.12%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4783178 | PA      | $4661498.98   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.125%                             | UNUM GROUP 4.125%                             | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152267.38    | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.00%                               | AMGEN INC 2.00%                               | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868026.14    | 0.04%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133AUP36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3601456 | PA      | $3064776.24   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.361%                     | FREDDIE MAC MULTIF 2.361%                     | CUSIP: 3137H4RG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $80575.79     | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.35%                               | APPLE INC 3.35%                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430214.71    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    848170 | PA      | $776314.47    | 0.03%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER IN 3.25%                     | TRITON CONTAINER IN 3.25%                     | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $178579.80    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BA 1.95%                     | TORONTO-DOMINION BA 1.95%                     | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2052000 | PA      | $2001881.09   | 0.09%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    322000 | PA      | $313701.06    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE MULTIFAMIL VAR                     | FANNIE MAE MULTIFAMIL VAR                     | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $218530.23    | 0.01%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO REC 3.68%                     | WORLD OMNI AUTO REC 3.68%                     | CUSIP: 98163TAE3<br>LEI: 5493001ZFJU3487OFZ50 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99680.54     | 0.00%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $286477.50    | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 4.60%                         | XCEL ENERGY INC 4.60%                         | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992137.27    | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.451%                     | PG&E WILDFIRE REC. 4.451%                     | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $120345.85    | 0.01%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 5.40%                            | QUALCOMM INC 5.40%                            | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318767.54    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CO 5.457%                     | WESTPAC BANKING CO 5.457%                     | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $515996.32    | 0.02%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31402J3U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9210 | PA      | $9133.35      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 5.55%                     | PACIFIC GAS AND ELE 5.55%                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514670.40    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 5.65%                          | PHILLIPS 66 CO 5.65%                          | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335310.44    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.55%                      | META PLATFORMS INC 4.55%                      | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019670.17   | 0.04%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVS. INC 5.25%                       | QUANTA SERVS. INC 5.25%                       | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205040.39    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5062 | PA      | $5186.02      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31407H6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3277 | PA      | $3461.88      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410PQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7721 | PA      | $7906.09      | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410PQT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16287 | PA      | $16668.30     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31412LUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78100 | PA      | $82701.76     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36241K2R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19407 | PA      | $19903.45     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31419EJT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40566 | PA      | $40676.66     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 3.875%                     | INTER-AMERICAN DEV 3.875%                     | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $179704.66    | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202F4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40509 | PA      | $41877.66     | 0.00%             | 2042-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M9BQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56012 | PA      | $59083.15     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YGML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10265 | PA      | $10199.37     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROU F2V                     | MIZUHO FINANCIAL GROU F2V                     | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $531385.95    | 0.02%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $782182.66    | 0.03%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35513 | PA      | $31206.37     | 0.00%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140GPHG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93515 | PA      | $92388.22     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.45%                          | S&P GLOBAL INC 2.45%                          | CUSIP: 78409VBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $293810.78    | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN CO 5.45%                     | MARSH & MCLENNAN CO 5.45%                     | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197912.84    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HCCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146537 | PA      | $140424.47    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q9ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95327 | PA      | $95216.56     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2.937%                        | FANNIE MAE-ACES 2.937%                        | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    125729 | PA      | $121640.41    | 0.01%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A37H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    414632 | PA      | $403264.44    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    161455 | PA      | $145906.01    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A3D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    104203 | PA      | $104935.61    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132CW4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    771200 | PA      | $728135.31    | 0.03%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT 7.122%                      | FORD MOTOR CREDIT 7.122%                      | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1923976.03   | 0.08%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    284932 | PA      | $273836.04    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131WRLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    180722 | PA      | $176216.06    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP 2.95%                              | DOVER CORP 2.95%                              | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9510.49      | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DMJE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208020 | PA      | $185794.68    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1551454 | PA      | $1389745.24   | 0.06%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DMS22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2825011 | PA      | $2292067.45   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.75%                              | HUMANA INC 5.75%                              | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520813.48    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3133C9KV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1109174 | PA      | $1104931.88   | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KNBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2240366 | PA      | $1900500.54   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315551.07    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIEN 5.00%                     | THERMO FISHER SCIEN 5.00%                     | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505734.36    | 0.02%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE F 4.55%                     | PEPSICO SINGAPORE F 4.55%                     | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1828968.79   | 0.08%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05%                              | ABBVIE INC 5.05%                              | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514512.15    | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 5.01%                     | FORD CREDIT AUTO OW 5.01%                     | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101977.10    | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17628.86     | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV C 4.15%                     | APTIV PLC / APTIV C 4.15%                     | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $151264.35    | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOV. INTL. 5.375%                      | ISRAEL GOV. INTL. 5.375%                      | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $1027376.82   | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 5.15%                      | TOTALENERGIES CAP. 5.15%                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $415144.19    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 5.203%                     | FREDDIE MAC MULTIF 5.203%                     | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $157401.14    | 0.01%             | 2031-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6894049 | PA      | $6961610.28   | 0.30%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300934.10    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO 3.85%                      | AMEREN ILLINOIS CO 3.85%                      | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479941.94    | 0.02%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS. USA F2F                      | SANTANDER HLDGS. USA F2F                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313005.48    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| S&P GBL. INC 3.70%                            | S&P GBL. INC 3.70%                            | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77096.43     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31416XKE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138997 | PA      | $135102.42    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PART 5.95%                     | SPECTRA ENERGY PART 5.95%                     | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90805.93     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140N6DV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677986 | PA      | $701005.23    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 4.90%                      | REALTY INCOME CORP 4.90%                      | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304040.10    | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.80%                     | WILLIAMS COS INC/TH 5.80%                     | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201768.83    | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 3622A2ZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    303763 | PA      | $287593.53    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INV. ENTS. P 4.75%                     | PFIZER INV. ENTS. P 4.75%                     | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $707176.16    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO BANK N 5.254%                     | WELLS FARGO BANK N 5.254%                     | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217242.31   | 0.05%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36241KLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11501 | PA      | $11942.87     | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138A7GY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2572 | PA      | $2561.22      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 3620ASBB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1902 | PA      | $1894.88      | 0.00%             | 2026-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82674 | PA      | $80019.35     | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498758 | PA      | $424610.12    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8HL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895949 | PA      | $828404.12    | 0.04%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128PWZU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11036 | PA      | $10953.48     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 36296XVF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178998 | PA      | $178844.58    | 0.01%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WJCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49848 | PA      | $47222.93     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.298%                     | FREDDIE MAC MULTIF 3.298%                     | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $293673.90    | 0.01%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.40%                                | AT&T INC 5.40%                                | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1766886.52   | 0.08%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    583191 | PA      | $584525.41    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    229925 | PA      | $216395.21    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131Y0JC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    215572 | PA      | $199866.97    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418ETS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69810 | PA      | $70454.36     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY U 6.125%                     | ASSURED GUARANTY U 6.125%                     | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126160.74    | 0.01%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610779 | PA      | $576691.09    | 0.02%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140QCSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349852 | PA      | $322980.55    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 5.05%                       | CONOCOPHILLIPS CO 5.05%                       | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206093.38    | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140XK5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462959 | PA      | $414492.00    | 0.02%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 1.35%                     | FREDDIE MAC MULTIFA 1.35%                     | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $445043.60    | 0.02%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QD7C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375047 | PA      | $333578.36    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0NF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    845921 | PA      | $866431.17    | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 5.67%                     | VERIZON MASTER TRUS 5.67%                     | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101942.71    | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    252206 | PA      | $216062.38    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ABVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    924112 | PA      | $751731.59    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140QFRT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276072 | PA      | $984800.90    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1830462 | PA      | $1501548.09   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 5.95%                     | NORFOLK SOUTHERN CO 5.95%                     | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211278.02    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140XNAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364723 | PA      | $381091.15    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC 3.55%                      | ROYALTY PHARMA PLC 3.55%                      | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $210771.31    | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1678972 | PA      | $1503245.57   | 0.07%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVS. INC 5.00%                     | REPUBLIC SERVS. INC 5.00%                     | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310006.59    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XNFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406396 | PA      | $419075.78    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 3.10%                     | GENERAL MOTORS FINL 3.10%                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29730.67     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HERCULES CAP. INC 3.375%                      | HERCULES CAP. INC 3.375%                      | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98136.52     | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GRP. 5.875%                     | TPG OPERATING GRP. 5.875%                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52739.84     | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GBL. CORP 6.20%                       | CARRIER GBL. CORP 6.20%                       | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81324.37     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TELUS CORP 3.40%                              | TELUS CORP 3.40%                              | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $368375.88    | 0.02%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPS. LP 5.625%                         | VICI PROPS. LP 5.625%                         | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190689.85    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ONEOK INC 5.15%                               | ONEOK INC 5.15%                               | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18251.52     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO IN 5.55%                     | DUKE ENERGY OHIO IN 5.55%                     | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399574.79    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EX 5.20%                     | INTERCONTINENTAL EX 5.20%                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569532.24    | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 5.375%                       | MICRON TECH. INC 5.375%                       | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031294.39   | 0.04%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132E0WX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    571769 | PA      | $592797.54    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GRP. PLC F2V                          | NATWEST GRP. PLC F2V                          | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $316360.30    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FNDG. INC 4.70%                     | BLACKROCK FNDG. INC 4.70%                     | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511443.40    | 0.02%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 4.96%                     | JOHN DEERE OWNER TS 4.96%                     | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50543.62     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CNH INDL. CAP. LLC 5.10%                      | CNH INDL. CAP. LLC 5.10%                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307187.92    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 5.40%                      | DIAMONDBACK ENERGY 5.40%                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408352.96    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31413UJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10096 | PA      | $10644.17     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M5GW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15471 | PA      | $16320.34     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 31297VKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18557 | PA      | $18977.02     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413EYN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9617 | PA      | $10026.59     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4T60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6613 | PA      | $6974.85      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KNCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21755 | PA      | $22553.27     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128L7FT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29003 | PA      | $29772.70     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36241KQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32192 | PA      | $32884.20     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36181LUW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368087 | PA      | $354213.57    | 0.02%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5HU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    379253 | PA      | $353423.67    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5HF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     57557 | PA      | $53758.46     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XUKF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    220125 | PA      | $199249.15    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132A9SR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     50604 | PA      | $48284.75     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN 3.55%                     | PLAINS ALL AMERICAN 3.55%                     | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    554000 | PA      | $534899.38    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132D55E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126169 | PA      | $119438.60    | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X7TF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2392140 | PA      | $2136520.02   | 0.09%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ6P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1158281 | PA      | $945448.99    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475513 | PA      | $365470.11    | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CI FINL. CORP 4.10%                           | CI FINL. CORP 4.10%                           | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72331.33     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2208788 | PA      | $1886614.58   | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 2.721%                     | BP CAP. MKTS. AMER 2.721%                     | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99751.44     | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO 4.05%                     | AMERICAN EXPRESS CO 4.05%                     | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72134.21     | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1543106 | PA      | $1463454.37   | 0.06%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 7.50%                         | FANNIE MAE POOL 7.50%                         | CUSIP: 31412ETX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3580 | PA      | $3614.34      | 0.00%             | 2037-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 4.90%                     | DOMINION ENERGY INC 4.90%                     | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32398.59     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138E2LG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439052 | PA      | $417673.60    | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 7.10%                             | OVINTIV INC 7.10%                             | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53993.29     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.80%                              | ABBVIE INC 4.80%                              | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511313.81    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138M0ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85192 | PA      | $80516.05     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311479 | PA      | $295572.10    | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $519499.00    | 0.02%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAP. CORP 4.625%                     | UNILEVER CAP. CORP 4.625%                     | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100491.40    | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL 5.85%                        | PARAMOUNT GLOBAL 5.85%                        | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    197000 | PA      | $179928.95    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CME GRP. INC 5.30%                            | CME GRP. INC 5.30%                            | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45955.44     | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138AMS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53826 | PA      | $52349.91     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128MD4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29766 | PA      | $29317.29     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5H57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    225923 | PA      | $218067.68    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JQ75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119262 | PA      | $112119.97    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3131X9CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    122500 | PA      | $119590.03    | 0.01%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JJC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    167330 | PA      | $159650.01    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3131WJY80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    246896 | PA      | $250285.21    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5EF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99615 | PA      | $95844.62     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WMPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12446 | PA      | $12441.81     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    241188 | PA      | $232359.66    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.25%                             | PROLOGIS LP 5.25%                             | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96682.29     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132D6DK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    117742 | PA      | $119114.55    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.15%                      | ENERGY TRANSFER LP 4.15%                      | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181329.79    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VAK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29867 | PA      | $28668.70     | 0.00%             | 2034-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVERNMENT I 4.50%                     | ISRAEL GOVERNMENT I 4.50%                     | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $174119.32    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2591926 | PA      | $2142815.12   | 0.09%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132CWT46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    972031 | PA      | $894245.53    | 0.04%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP 4.125%                      | ATMOS ENERGY CORP 4.125%                      | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64033.71     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR 4.25%                     | BANK OF AMERICA COR 4.25%                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47062.40     | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP 2.95%                            | VONTIER CORP 2.95%                            | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182679.00    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200798.34    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.95%                          | AMAZON.COM INC 4.95%                          | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154348.72    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234144 | PA      | $217985.73    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138AH2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5071 | PA      | $5220.69      | 0.00%             | 2041-11-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| J M SMUCKER CO/THE 4.375%                     | J M SMUCKER CO/THE 4.375%                     | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210647.79    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.674%                     | PG&E WILDFIRE REC. 4.674%                     | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88616.20     | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUND 5.256%                     | PG&E RECOVERY FUND 5.256%                     | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25526.88     | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447811 | PA      | $406293.71    | 0.02%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA L 3.05%                     | ENTERGY LOUISIANA L 3.05%                     | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    950000 | PA      | $891021.25    | 0.04%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.50%                             | WALMART INC 4.50%                             | CUSIP: 931142FE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $268701.63    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL 4.00%                     | JAPAN INTERNATIONAL 4.00%                     | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    400000 | PA      | $401099.93    | 0.02%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTNCS. IN 3.875%                     | ARROW ELECTNCS. IN 3.875%                     | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247161.37    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO 4.00%                     | AEP TRANSMISSION CO 4.00%                     | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161520.81    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 4.80%                     | MARRIOTT INTL. INC/ 4.80%                     | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407326.34    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.50%                                 | HCA INC 5.50%                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $314806.88    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70444.43     | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281455 | PA      | $270494.51    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG VAR                     | BENCHMARK 2018-B2 MTG VAR                     | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148115.51    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 3.25%                           | BOEING CO/THE 3.25%                           | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53693.48     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214890 | PA      | $212178.29    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5E43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169709 | PA      | $159055.80    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31329MVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    282923 | PA      | $260101.44    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132AAQA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    248705 | PA      | $233812.42    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276191 | PA      | $233178.80    | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2852030 | PA      | $2299662.62   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REIS. HLDG 3.125%                     | EVEREST REIS. HLDG 3.125%                     | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129114.23    | 0.01%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CO 1.953%                     | WESTPAC BANKING CO 1.953%                     | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    308000 | PA      | $290039.24    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2V                              | BARCLAYS PLC F2V                              | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    527800 | PA      | $516063.13    | 0.02%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 3.85%                          | AUTONATION INC 3.85%                          | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $281071.96    | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO/THE 4.125%                          | TIMKEN CO/THE 4.125%                          | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95753.48     | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANA 3.875%                     | ROYAL BANK OF CANA 3.875%                     | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $582176.96    | 0.03%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4406128 | PA      | $4167691.76   | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 3.25%                      | BLACKSTONE PRIVATE 3.25%                      | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294272.57    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600281 | PA      | $1516128.58   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HLDGS. INC 2.70%                      | KYNDRYL HLDGS. INC 2.70%                      | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476295.57    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 3.758%                      | CONOCOPHILLIPS CO 3.758%                      | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82064.50     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2236670 | PA      | $2179311.21   | 0.09%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA 6.80%                        | ARCELORMITTAL SA 6.80%                        | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $556216.13    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| TUCSON ELEC. POWER 5.50%                      | TUCSON ELEC. POWER 5.50%                      | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195400.49    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1041855.73   | 0.05%             | 2031-02-22      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR 4.375%                      | EUROPEAN BANK FOR 4.375%                      | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1015696.72   | 0.04%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO 5.50%                          | IDAHO POWER CO 5.50%                          | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98997.44     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM O 6.15%                     | WESTERN MIDSTREAM O 6.15%                     | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $739494.33    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 5.85%                          | LOWE S COS INC 5.85%                          | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302745.28    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT B 2.50%                     | ASIAN DEVELOPMENT B 2.50%                     | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $488210.92    | 0.02%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A35P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    162720 | PA      | $154393.91    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.059%                     | FREDDIE MAC MULTIF 3.059%                     | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $89988.08     | 0.00%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC 2.85%                     | PAYPAL HOLDINGS INC 2.85%                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286008.12    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE L 3.90%                     | SABRA HEALTH CARE L 3.90%                     | CUSIP: 78572XAG6<br>LEI: 5493008V2SV0789N9W56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145328.35    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE I 2.60%                     | DH EUROPE FINANCE I 2.60%                     | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1036088.65   | 0.04%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228935 | PA      | $220427.54    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    894516 | PA      | $799310.30    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC 2.80%                      | ANALOG DEVICES INC 2.80%                      | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222063.23    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1432209 | PA      | $1233592.12   | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PR 2.90%                     | CORPORATE OFFICE PR 2.90%                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169247.93    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37 VAR                           | BANK 2021-BNK37 VAR                           | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $177923.10    | 0.01%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT A 4.00%                     | CONNECTICUT LIGHT A 4.00%                     | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202289.26    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 4.091%                          | SUTTER HEALTH 4.091%                          | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409241.90    | 0.02%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARI 2.125%                     | PROVINCE OF ONTARI 2.125%                     | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     60000 | PA      | $53372.23     | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458611 | PA      | $420598.32    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIO 3.00%                     | MONDELEZ INTERNATIO 3.00%                     | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458644.01    | 0.02%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC 4.95%                       | BROWN & BROWN INC 4.95%                       | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176150.67    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RE 4.30%                     | AMERICAN HOMES 4 RE 4.30%                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160266.75    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 4.30%                     | GENERAL MOTORS FINL 4.30%                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81396.48     | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.875%                     | PHILIP MORRIS INTL 4.875%                     | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93175.74     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.40%                               | MYLAN INC 5.40%                               | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346553.50    | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 COMME VAR                     | CSAIL 2018-CX11 COMME VAR                     | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173642.93    | 0.01%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.125%                            | NUTRIEN LTD 4.125%                            | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $21297.05     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2700265 | PA      | $2324789.55   | 0.10%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK F2F                             | COMERICA BANK F2F                             | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249815.79    | 0.01%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD 6.125%                            | NUTRIEN LTD 6.125%                            | CUSIP: 008916AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210278.06    | 0.01%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 5.30%                      | CONAGRA BRANDS INC 5.30%                      | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192015.20    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528762.94    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 1.75%                             | PROLOGIS LP 1.75%                             | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178812.50    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5J63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     92222 | PA      | $88592.47     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KET 4.125%                     | MEMORIAL SLOAN-KET 4.125%                     | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81458.10     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 5.25%                     | LOCKHEED MARTIN COR 5.25%                     | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1261924.39   | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 6.00%                            | QUALCOMM INC 6.00%                            | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214988.87    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 4.25%                     | SIMON PROP. GRP. LP 4.25%                     | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $126433.60    | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES 4.65%                      | TRANE TECHNOLOGIES 4.65%                      | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $31815.01     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    789530 | PA      | $734423.99    | 0.03%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.65%                               | APPLE INC 4.65%                               | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    206000 | PA      | $192634.51    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC 4.50%                     | CARDINAL HEALTH INC 4.50%                     | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171519.49    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222894 | PA      | $202264.26    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75%                               | AMGEN INC 5.75%                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199525.16    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE C 4.60%                     | COLGATE-PALMOLIVE C 4.60%                     | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203958.86    | 0.01%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528468 | PA      | $478870.70    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERA 4.20%                     | MOLSON COORS BEVERA 4.20%                     | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244402.44    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.05%                     | UNITEDHEALTH GRP. I 5.05%                     | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687215.06    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AKGM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55022 | PA      | $55047.45     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138AP4N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2965 | PA      | $3057.16      | 0.00%             | 2041-11-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MO 3.5795%                     | UBS COMMERCIAL MO 3.5795%                     | CUSIP: 90276UAX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97931.24     | 0.00%             | 2050-12-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.47%                     | FREDDIE MAC MULTIFA 3.47%                     | CUSIP: 3137FLYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $96689.39     | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140JVTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98340 | PA      | $87894.40     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO 3.00%                        | WELLS FARGO & CO 3.00%                        | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    542000 | PA      | $536491.21    | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 3.75%                     | WILLIAMS COS INC/TH 3.75%                     | CUSIP: 96949LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548000 | PA      | $544279.10    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6965.97      | 0.00%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.60%                     | FREDDIE MAC MULTIFA 3.60%                     | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $148920.78    | 0.01%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    142150 | PA      | $140358.36    | 0.01%             | 2030-09-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132A9S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18230 | PA      | $17349.41     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.25%                          | AIR LEASE CORP 3.25%                          | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474820.23    | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WASHINGTON GAS LIGH 3.65%                     | WASHINGTON GAS LIGH 3.65%                     | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72968.15     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER. M VAR                     | WELLS FARGO COMMER. M VAR                     | CUSIP: 95001LAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148738.83    | 0.01%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 5.75%                     | CHARTER COMMS. OPER 5.75%                     | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    520000 | PA      | $471366.91    | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG 2.6866%                     | BENCHMARK 2020-IG 2.6866%                     | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $86662.65     | 0.00%             | 2043-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMN76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192441 | PA      | $164392.08    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    450841 | PA      | $396607.16    | 0.02%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BF4D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $173287.80    | 0.01%             | 2031-03-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.60%                          | EPR PROPERTIES 3.60%                          | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230729.11    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STORE CAP. CORP 2.70%                         | STORE CAP. CORP 2.70%                         | CUSIP: 862121AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175087.44    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140L8Z37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901987 | PA      | $728402.98    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132DNXZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    529951 | PA      | $504656.16    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66311 | PA      | $63651.80     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B5 4.2076%                     | BENCHMARK 2018-B5 4.2076%                     | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198883.36    | 0.01%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       900 | PA      | $879.45       | 0.00%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRE 2.387%                     | DUKE ENERGY PROGRE 2.387%                     | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42786.24     | 0.00%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193055 | PA      | $184698.93    | 0.01%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVO 5.00%                     | INTERNATIONAL FLAVO 5.00%                     | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36038.07     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    181511 | PA      | $178743.35    | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XJZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535309 | PA      | $540485.55    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.50%                              | FISERV INC 3.50%                              | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194387.87    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132AC2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    118936 | PA      | $114199.39    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5CV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88847 | PA      | $81587.17     | 0.00%             | 2044-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WNL69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    196638 | PA      | $196335.89    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OESTERREICHISCHE KO 4.25%                     | OESTERREICHISCHE KO 4.25%                     | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    500000 | PA      | $506239.82    | 0.02%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    846079 | PA      | $845768.13    | 0.04%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5076757.84   | 0.22%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14960742.15  | 0.65%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775941 | PA      | $785797.43    | 0.03%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132D6EU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64380 | PA      | $65102.80     | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 7.081%                          | BAT CAP. CORP 7.081%                          | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114620.03    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 5.45%                         | MCDONALD S CORP 5.45%                         | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297797.09    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $172403.96    | 0.01%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    742965 | PA      | $639931.35    | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS 3.00%                     | CBOE GLOBAL MARKETS 3.00%                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91753.79     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC 3.60%                          | APTARGROUP INC 3.60%                          | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139367.52    | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 7.25%                     | PROVINCE OF BRITISH 7.25%                     | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    175000 | PA      | $213095.14    | 0.01%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261104 | PA      | $247070.78    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 2.50%                      | INTERNATIONAL BANK 2.50%                      | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $917362.38    | 0.04%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926%                           | BROADCOM INC 4.926%                           | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199463.63    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1054677 | PA      | $1070471.39   | 0.05%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 6.20%                            | ENBRIDGE INC 6.20%                            | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $539563.70    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 4.45%                      | VIRGINIA ELEC. AND 4.45%                      | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65683.44     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| METLIFE INC STP                               | METLIFE INC STP                               | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    370000 | PA      | $338269.47    | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 2.45%                     | FREDDIE MAC MULTIFA 2.45%                     | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $449461.50    | 0.02%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.70%                              | EATON CORP 4.70%                              | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91480.80     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 4.80%                     | PROVINCE OF BRITISH 4.80%                     | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    750000 | PA      | $772247.24    | 0.03%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARES MGT. CORP 6.375%                         | ARES MGT. CORP 6.375%                         | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105753.57    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC 6.80%                         | HSBC HLDGS. PLC 6.80%                         | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $167229.43    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.60%                               | AMGEN INC 5.60%                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607951.40    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 4.90%                     | TEXAS INSTRUMENTS I 4.90%                     | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823956.39    | 0.04%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINL. GRP 5.50%                     | PRINCIPAL FINL. GRP 5.50%                     | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199383.68    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA 5.65%                     | BANK OF NOVA SCOTIA 5.65%                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $532200.23    | 0.02%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XL3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164427 | PA      | $167629.04    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $200421.64    | 0.01%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36178C7C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12514 | PA      | $11833.53     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 4.90%                     | WILLIAMS COS INC/TH 4.90%                     | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509259.46    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140XMF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374390 | PA      | $393251.72    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9E25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44369 | PA      | $43717.88     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    110000 | PA      | $107812.39    | 0.00%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DSF64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    606417 | PA      | $630498.90    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HLDGS. 6.10%                      | SAFEHOLD GL HLDGS. 6.10%                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105346.76    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A1A95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6228 | PA      | $6200.49      | 0.00%             | 2034-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MTGE. SECS. TST. 3.16%                     | GS MTGE. SECS. TST. 3.16%                     | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $142117.74    | 0.01%             | 2052-07-10      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| LAZARD GRP. LLC 6.00%                         | LAZARD GRP. LLC 6.00%                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132099.86    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.50%                      | REPUBLIC OF POLAND 5.50%                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $193362.91    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.311%                     | FREDDIE MAC MULTIF 1.311%                     | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $443638.40    | 0.02%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.438%                     | FREDDIE MAC MULTIF 2.438%                     | CUSIP: 3137FYTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    225000 | PA      | $185079.17    | 0.01%             | 2036-02-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP F2F                             | M&T BANK CORP F2F                             | CUSIP: 55261FAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106263.22    | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.92%                     | EXETER AUTOMOBILE R 5.92%                     | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51096.84     | 0.00%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ALJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    714614 | PA      | $576210.84    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 2.80%                          | LOWE S COS INC 2.80%                          | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144814.65    | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL. 5.75%                      | OLD REPUBLIC INTL. 5.75%                      | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156365.62    | 0.01%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.625%                           | ENBRIDGE INC 5.625%                           | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $313141.59    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPE 2.30%                     | SUN COMMUNITIES OPE 2.30%                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283644.01    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AN 3.10%                     | INTERSTATE POWER AN 3.10%                     | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196375.64    | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINL. GRP 6.20%                     | JEFFERIES FINL. GRP 6.20%                     | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212639.30    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 5.90%                      | DIAMONDBACK ENERGY 5.90%                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96268.25     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD 2.534%                     | HONDA MOTOR CO LTD 2.534%                     | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $978154.38    | 0.04%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 5.50%                     | CHARTER COMMS. OPER 5.50%                     | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167599.10    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNO 4.50%                     | FORTUNE BRANDS INNO 4.50%                     | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41113.26     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.75%                          | LOWE S COS INC 3.75%                          | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478272.03    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 3.85%                     | CONSOLIDATED EDISON 3.85%                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79983.85     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122652 | PA      | $117384.26    | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL B 3.45%                     | CANADIAN IMPERIAL B 3.45%                     | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496151.19    | 0.02%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 2.25%                     | FREDDIE MAC MULTIFA 2.25%                     | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $178528.82    | 0.01%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 4.875%                      | MEXICO GOV. INTL. 4.875%                      | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    257900 | PA      | $249500.20    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC 4.25%                             | ONE GAS INC 4.25%                             | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148339.66    | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925617 | PA      | $847031.77    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMI 4.60%                     | EASTERN GAS TRANSMI 4.60%                     | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174541.62    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132D6CN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    192723 | PA      | $186777.41    | 0.01%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 5.90%                         | NEVADA POWER CO 5.90%                         | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406907.12    | 0.02%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.15%                               | AMGEN INC 5.15%                               | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511672.48    | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MAGNA INTL. INC 5.50%                         | MAGNA INTL. INC 5.50%                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207731.42    | 0.01%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELE 5.35%                     | SAN DIEGO GAS & ELE 5.35%                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288362.14    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138AHZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1670 | PA      | $1715.67      | 0.00%             | 2041-09-01      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620C3S86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128342 | PA      | $127797.52    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36176XE62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203326 | PA      | $190834.53    | 0.01%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDL 3.75%                     | ARCHER-DANIELS-MIDL 3.75%                     | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $228538.39    | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14 VAR                           | BANK 2018-BNK14 VAR                           | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199411.42    | 0.01%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $200645.02    | 0.01%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XY7J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    188512 | PA      | $175800.74    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.25%                         | CATERPILLAR INC 3.25%                         | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $158686.22    | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS. FIN. COR 3.80%                     | TOLL BROS. FIN. COR 3.80%                     | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146834.52    | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY 2.875%                      | REPUBLIC OF ITALY 2.875%                      | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1200000 | PA      | $1146909.46   | 0.05%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    444071 | PA      | $410599.37    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BC7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $169235.60    | 0.01%             | 2032-11-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    836862 | PA      | $676615.59    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    339408 | PA      | $278744.24    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1413851 | PA      | $1168864.75   | 0.05%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    445000 | PA      | $434526.60    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $345901.93    | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDI 2.60%                     | ZIMMER BIOMET HOLDI 2.60%                     | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359453.94    | 0.02%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS. IN 3.05%                     | CHUBB INA HLDGS. IN 3.05%                     | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125253.82    | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2V                              | BARCLAYS PLC F2V                              | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $77238.93     | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878524.76    | 0.04%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176434.84    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    618150 | PA      | $604051.15    | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL. S 3.60%                     | CATERPILLAR FINL. S 3.60%                     | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497888.47    | 0.02%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/PROV F2F                     | CITIZENS BANK NA/PROV F2F                     | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502917.06    | 0.02%             | 2028-08-09      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215636 | PA      | $212959.49    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGA 3.456%                     | CD 2017-CD6 MORTGA 3.456%                     | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196135.60    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGA VAR                     | UBS COMMERCIAL MORTGA VAR                     | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98376.32     | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168709 | PA      | $166688.03    | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334WD81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    488323 | PA      | $451471.85    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5FL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    554096 | PA      | $500854.84    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y0SE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    155036 | PA      | $148973.82    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMER. MTG 3.3861%                     | JPMCC COMMER. MTG 3.3861%                     | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $188734.36    | 0.01%             | 2052-06-13      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138LQ3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26404 | PA      | $26153.74     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227392 | PA      | $219651.01    | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 6.75%                       | GENERAL MOTORS CO 6.75%                       | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    145000 | PA      | $155283.66    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304048 | PA      | $282939.76    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.35%                     | MEXICO GOV. INTL. B 4.35%                     | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $384850.00    | 0.02%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81774 | PA      | $78883.85     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA 4.00%                        | ENEL AMERICAS SA 4.00%                        | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199646.34    | 0.01%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WJUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542292 | PA      | $521372.10    | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    780445 | PA      | $762524.74    | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA L 4.75%                     | ENTERGY LOUISIANA L 4.75%                     | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266888.63    | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORIX CORP 5.00%                               | ORIX CORP 5.00%                               | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $305194.73    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HALEON US CAPITAL 3.625%                      | HALEON US CAPITAL 3.625%                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568584.49    | 0.02%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.875%                     | EUROPEAN INV. BANK 3.875%                     | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1005007.45   | 0.04%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 5.25%                      | CENTERPOINT ENERGY 5.25%                      | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512884.45    | 0.02%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN P 5.625%                     | INDIANA MICHIGAN P 5.625%                     | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501642.39    | 0.02%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL. REALT 5.00%                     | REXFORD INDL. REALT 5.00%                     | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203348.86    | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.50%                      | REPUBLIC OF POLAND 5.50%                      | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $484178.00    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA 3.25%                                  | SEMPRA 3.25%                                  | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147352.52    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC 3.50%                            | AUTODESK INC 3.50%                            | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133847.14    | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    579000 | PA      | $574835.78    | 0.02%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 3.25%                              | SYSCO CORP 3.25%                              | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    523000 | PA      | $515853.17    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP 4.30%                            | FORTIVE CORP 4.30%                            | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88182.29     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27752.95     | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 3.65%                            | STRYKER CORP 3.65%                            | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150607.74    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC 4.20%                        | EVERGY METRO INC 4.20%                        | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246868.42    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BAN 6.125%                     | FIRST-CITIZENS BAN 6.125%                     | CUSIP: 125581GX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51877.34     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PSNH FNDG. LLC 3 3.814%                       | PSNH FNDG. LLC 3 3.814%                       | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97809.90     | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MO 4.3344%                     | UBS COMMERCIAL MO 4.3344%                     | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198006.64    | 0.01%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC 4.30%                      | WISCONSIN ELECTRIC 4.30%                      | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85032.43     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRAND 4.65%                     | CONSTELLATION BRAND 4.65%                     | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44484.27     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q9T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280081 | PA      | $268926.24    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMER. M 3.583%                     | BARCLAYS COMMER. M 3.583%                     | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194583.18    | 0.01%             | 2052-05-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TST. 3.60%                     | DIGITAL REALTY TST. 3.60%                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292592.82    | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401756 | PA      | $369515.62    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130282 | PA      | $122317.33    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WGPQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417103 | PA      | $391594.92    | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396144 | PA      | $368847.20    | 0.02%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363110 | PA      | $328295.79    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATI 2.50%                     | HONEYWELL INTERNATI 2.50%                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    461000 | PA      | $453585.71    | 0.02%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 3.25%                     | BURLINGTON NORTHERN 3.25%                     | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $321492.42    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    204493 | PA      | $201516.70    | 0.01%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378080 | PA      | $350964.74    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    108356 | PA      | $105908.62    | 0.00%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 4.101%                     | ELEVANCE HEALTH IN 4.101%                     | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244867.30    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNI 4.125%                     | SOUTHERN CALIFORNI 4.125%                     | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68765.22     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05%                         | CVS HEALTH CORP 5.05%                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    319000 | PA      | $283826.28    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.875%                            | NUTRIEN LTD 5.875%                            | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $28373.93     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136AY2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    182120 | PA      | $177762.71    | 0.01%             | 2027-11-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199819.06    | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC 5.10%                         | TYSON FOODS INC 5.10%                         | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276812.51    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 4.80%                     | ENTERPRISE PRODS. O 4.80%                     | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178484.92    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 3.80%                     | AMERICAN TOWER CORP 3.80%                     | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490505.49    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17884 | PA      | $18965.96     | 0.00%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH 5.267%                         | DIGNITY HEALTH 5.267%                         | CUSIP: 254010AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180894.35    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN COR 4.45%                     | PARKER-HANNIFIN COR 4.45%                     | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266313.06    | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & 4.685%                     | BECTON DICKINSON & 4.685%                     | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188067.75    | 0.01%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE 4.40%                         | SOUTHERN CO/THE 4.40%                         | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $852300.06    | 0.04%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WHM66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213238 | PA      | $191562.78    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.75%                                | RTX CORP 3.75%                                | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    750000 | PA      | $587282.68    | 0.03%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138WJC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560342 | PA      | $540533.36    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MAT 3.45%                     | MARTIN MARIETTA MAT 3.45%                     | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494685.95    | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179230 | PA      | $177858.70    | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 3.85%                     | CANADIAN NATURAL RE 3.85%                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $392385.72    | 0.02%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.243%                     | FREDDIE MAC MULTIF 3.243%                     | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    350000 | PA      | $346290.63    | 0.02%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CQC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117888 | PA      | $116424.88    | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187833 | PA      | $182914.32    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    146450 | PA      | $144359.51    | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B3 4.025%                      | BENCHMARK 2018-B3 4.025%                      | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99064.96     | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC 3.80%                     | ABB FINANCE USA INC 3.80%                     | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200619.61    | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     70586 | PA      | $69260.58     | 0.00%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335635 | PA      | $321108.23    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CAR 3.96%                     | CITIBANK CREDIT CAR 3.96%                     | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100038.78    | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 4.85%                      | CONAGRA BRANDS INC 4.85%                      | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101060.37    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 4.234%                     | BP CAP. MKTS. AMER 4.234%                     | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    428000 | PA      | $430025.63    | 0.02%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRAND 5.25%                     | CONSTELLATION BRAND 5.25%                     | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    167000 | PA      | $155434.31    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTL. FIN. B 3.875%                     | SHELL INTL. FIN. B 3.875%                     | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      9000 | PA      | $8992.38      | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM 3.80%                      | MARATHON PETROLEUM 3.80%                      | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37628.79     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125%                                | HCA INC 5.125%                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192712.55    | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WKTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38456 | PA      | $38786.20     | 0.00%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36290UHQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2586 | PA      | $2679.76      | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB 6.125%                      | AMERICA MOVIL SAB 6.125%                      | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    505000 | PA      | $542913.08    | 0.02%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA 6.60%                     | WELLS FARGO BANK NA 6.60%                     | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56464.33     | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31412MAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1896 | PA      | $1986.83      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202 | PA      | $212.39       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 0.00%                      | KREDITANSTALT FUER 0.00%                      | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $319550.86    | 0.01%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31413YRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3300 | PA      | $3495.08      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 7.50%                      | ENERGY TRANSFER LP 7.50%                      | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $360229.51    | 0.02%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8260 | PA      | $8823.71      | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTH TEXAS TOLLWA 6.718%                     | NORTH TEXAS TOLLWA 6.718%                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $139237.55    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89288 | PA      | $85979.66     | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $829687.50    | 0.04%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.60%                          | MERCK & CO INC 3.60%                          | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20310.37     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1548984.38   | 0.07%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 31306X4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43876 | PA      | $43311.50     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 5.40%                     | KINDER MORGAN ENERG 5.40%                     | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47694.71     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.50%                     | GILEAD SCIENCES INC 4.50%                     | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134410.32    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487723 | PA      | $468283.35    | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 3.70%                       | JOHNSON & JOHNSON 3.70%                       | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    600000 | PA      | $493597.04    | 0.02%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 3.95%                     | ENTERPRISE PRODS. O 3.95%                     | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    529000 | PA      | $528665.43    | 0.02%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500934 | PA      | $453009.40    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN 4.50%                     | PLAINS ALL AMERICAN 4.50%                     | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139239.72    | 0.01%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLECO COR. HLDGS. LLC STP                     | CLECO COR. HLDGS. LLC STP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87011.74     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138WKVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112634 | PA      | $111257.32    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CO 3.80%                     | LINCOLN NATIONAL CO 3.80%                     | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115559.52    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIRBY CORP 4.20%                              | KIRBY CORP 4.20%                              | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99782.19     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWI 4.20%                     | CH ROBINSON WORLDWI 4.20%                     | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100070.48    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO 4.464%                      | BELL TELEPHONE CO 4.464%                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $334215.60    | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELIN 5.10%                     | TRANSCANADA PIPELIN 5.10%                     | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $371459.07    | 0.02%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CORNING INC 5.35%                             | CORNING INC 5.35%                             | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290570.17    | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP 5.00%                             | MARKEL CORP 5.00%                             | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180101.31    | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84654 | PA      | $78265.49     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25%                                 | HCA INC 5.25%                                 | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45799.46     | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XPUD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    190406 | PA      | $184829.90    | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.10%                                 | UDR INC 2.10%                                 | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248561.80    | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.65%                     | AMERICAN EXPRESS CR 4.65%                     | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101399.52    | 0.00%             | 2029-07-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5G74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    152096 | PA      | $142106.01    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 31329LCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19608 | PA      | $19333.32     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 5.00%                     | FREDDIE MAC MULTIFA 5.00%                     | CUSIP: 3137HDUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $156209.88    | 0.01%             | 2034-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258305.68    | 0.01%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AU 6.899%                     | CHICAGO TRANSIT AU 6.899%                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    272179 | PA      | $304102.11    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIK 7.414%                     | NEW JERSEY TURNPIK 7.414%                     | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    125000 | PA      | $150957.29    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEU 6.05%                     | OCCIDENTAL PETROLEU 6.05%                     | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97580.67     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FNDG 4.93%                     | SYNCHRONY CARD FNDG 4.93%                     | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101644.76    | 0.00%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| EAST BAY MUNICIPAL 5.874%                     | EAST BAY MUNICIPAL 5.874%                     | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $320343.66    | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1088527.34   | 0.05%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282740 | PA      | $264111.58    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1058712 | PA      | $913862.63    | 0.04%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF MAS 4.50%                     | COMMONWEALTH OF MAS 4.50%                     | CUSIP: 57582PWH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252226.83    | 0.01%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $971601.56    | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 3.379%                     | BP CAP. MKTS. AMER 3.379%                     | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $533706.11    | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIRST NATL. MASTER 5.34%                      | FIRST NATL. MASTER 5.34%                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102131.62    | 0.00%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.60%                     | FLORIDA POWER & LIG 5.60%                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306712.00    | 0.01%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.84%                     | HYUNDAI AUTO RECEIV 4.84%                     | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50548.54     | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 3.55%                      | CENTERPOINT ENERGY 3.55%                      | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31768.37     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO 6.25%                       | GENERAL MOTORS CO 6.25%                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355925.84    | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 4.83%                     | TOYOTA AUTO RECEIVA 4.83%                     | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101717.42    | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.15%                     | UNITEDHEALTH GRP. I 5.15%                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307907.05    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2406394 | PA      | $1990217.55   | 0.09%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57600.03     | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 2.45%                        | ALTRIA GROUP INC 2.45%                        | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176054.06    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 5.00%                         | MCDONALD S CORP 5.00%                         | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411813.98    | 0.02%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 2.07%                      | BENCHMARK 2021-B23 2.07%                      | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $174734.36    | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1323646.50   | 0.06%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    639290 | PA      | $573599.67    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GES82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    706638 | PA      | $651136.66    | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/TH 4.25%                      | DOW CHEMICAL CO/TH 4.25%                      | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    470000 | PA      | $433935.65    | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.35%                      | ENERGY TRANSFER LP 5.35%                      | CUSIP: 86765BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73381.78     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FNDG. INC 4.90%                     | BLACKROCK FNDG. INC 4.90%                     | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204549.22    | 0.01%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102264 | PA      | $97127.29     | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS 4.875%                      | KRAFT HEINZ FOODS 4.875%                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $699843.26    | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.00%                             | PROLOGIS LP 5.00%                             | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304031.34    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171134 | PA      | $160427.83    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER COR 3.375%                     | AMERICAN TOWER COR 3.375%                     | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25809.92     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE T 4.92%                     | NISSAN AUTO LEASE T 4.92%                     | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101169.30    | 0.00%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 5.25%                             | PEPSICO INC 5.25%                             | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394426.68    | 0.02%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| VOYA FINANCIAL INC 4.80%                      | VOYA FINANCIAL INC 4.80%                      | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89620.52     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES L 2.75%                     | BOSTON PROPERTIES L 2.75%                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29522.01     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLE INC 3.85%                               | APPLE INC 3.85%                               | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16550.92     | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP/TH 2.45%                     | PROGRESSIVE CORP/TH 2.45%                     | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245344.95    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310768 | PA      | $281203.04    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.80%                          | MASTERCARD INC 3.80%                          | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405597.28    | 0.02%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 3.125%                        | ASTRAZENECA PLC 3.125%                        | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $30655.47     | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.30%                         | CVS HEALTH CORP 4.30%                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    234000 | PA      | $234154.20    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 4.90%                            | ASSURANT INC 4.90%                            | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217518.29    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNION ELEC. CO 4.00%                          | UNION ELEC. CO 4.00%                          | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200852.43    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP. I VAR                     | MORGAN STANLEY CAP. I VAR                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199599.74    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS 4.90%                      | ANHEUSER-BUSCH COS 4.90%                      | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1405244.79   | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    274467 | PA      | $262997.82    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 31329MJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158092 | PA      | $152665.38    | 0.01%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3131WLP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54251 | PA      | $55623.51     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36296DGJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14782 | PA      | $15094.58     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620ARCX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90546 | PA      | $89634.68     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35362 | PA      | $36274.63     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.00%                       | GINNIE MAE I POOL 4.00%                       | CUSIP: 36241LQ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227203 | PA      | $218362.82    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4NE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228729 | PA      | $241261.64    | 0.01%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3132J2WA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18700 | PA      | $18387.45     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125415 | PA      | $118208.25    | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138Y6LV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260900 | PA      | $245276.77    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YPTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232537 | PA      | $210721.16    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 20 5.875%                     | UNITED AIRLINES 20 5.875%                     | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    193104 | PA      | $196985.61    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.81%                     | EXETER AUTOMOBILE R 5.81%                     | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50897.21     | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.80%                     | UNITEDHEALTH GRP. I 4.80%                     | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021516.54   | 0.04%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 1.50%                     | AMERICAN TOWER CORP 1.50%                     | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36728.36     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC/THE 1.15%                         | TJX COS INC/THE 1.15%                         | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68928.66     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 2.036%                        | BANK 2021-BNK31 2.036%                        | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $176332.66    | 0.01%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41470 | PA      | $39983.52     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q9QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79512 | PA      | $78415.20     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418E4Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64196 | PA      | $65670.61     | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.75%                     | UNITEDHEALTH GRP. I 5.75%                     | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896047.85    | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 2.95%                     | AMERICAN TOWER CORP 2.95%                     | CUSIP: 03027XBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $64787.20     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9EG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256536 | PA      | $221892.46    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HDJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70798 | PA      | $67989.36     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QHMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400254 | PA      | $346973.30    | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825837 | PA      | $634917.36    | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS 3.875%                      | KRAFT HEINZ FOODS 3.875%                      | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398216.43    | 0.02%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HLDG. C 5.60%                     | ALLEGION US HLDG. C 5.60%                     | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208745.10    | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PG&E REC. FNDG. LL 4.838%                     | PG&E REC. FNDG. LL 4.838%                     | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91867 | PA      | $93518.11     | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2816499 | PA      | $2332011.71   | 0.10%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 3.10%                     | CHILE GOV. INTL. BO 3.10%                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $308925.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.375%                              | APPLE INC 2.375%                              | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $154559.26    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC 1.85%                     | ELECTRONIC ARTS INC 1.85%                     | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284852.89    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| FEDERAL FARM CREDI 3.375%                     | FEDERAL FARM CREDI 3.375%                     | CUSIP: 3133ENL99<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1475000 | PA      | $1466095.91   | 0.06%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONS. INC 5.45%                     | COCA-COLA CONS. INC 5.45%                     | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209114.77    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 4.375%                     | EUROPEAN INV. BANK 4.375%                     | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $923965.66    | 0.04%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5.95%                       | KINDER MORGAN INC 5.95%                       | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201420.83    | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KTQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    753394 | PA      | $651785.19    | 0.03%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133GDC73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1334960 | PA      | $1197770.81   | 0.05%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XA2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1054173 | PA      | $868653.02    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133AW4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    977612 | PA      | $874335.56    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1523292 | PA      | $1259318.34   | 0.05%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KN3G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2451164 | PA      | $1993170.02   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.50%                     | FREDDIE MAC GOLD PO 6.50%                     | CUSIP: 3128M6QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19984 | PA      | $21136.74     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418SZF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67941 | PA      | $68105.10     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138EEP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23231 | PA      | $22601.61     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 31294NP52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39092 | PA      | $38857.87     | 0.00%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36178DT35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424471 | PA      | $389630.67    | 0.02%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417D2J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794642 | PA      | $731036.15    | 0.03%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138E9K33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145250 | PA      | $136697.37    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140E7GV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66775 | PA      | $65309.88     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.537%                     | FREDDIE MAC MULTIF 2.537%                     | CUSIP: 3137FQKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $236858.35    | 0.01%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KKGL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374356 | PA      | $320971.61    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ACDL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    661193 | PA      | $544959.61    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INT 1.875%                     | JAPAN BANK FOR INT 1.875%                     | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500200 | PA      | $447795.23    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AYL32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    780312 | PA      | $635461.23    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.65%                                 | MPLX LP 5.65%                                 | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94387.20     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717859.36    | 0.03%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK/COLUM 5.625%                     | SYNOVUS BANK/COLUM 5.625%                     | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255238.96    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3138A4SQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34386 | PA      | $35215.05     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W9JV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80350 | PA      | $77510.38     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418BXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79743 | PA      | $77403.27     | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36183W5Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55676 | PA      | $51666.54     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1622162 | PA      | $1583910.59   | 0.07%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/STAMFORD CT 7.50%                      | UBS AG/STAMFORD CT 7.50%                      | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $269163.33    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT A 5.25%                     | CONNECTICUT LIGHT A 5.25%                     | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481871.43    | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488685 | PA      | $441780.14    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q9TY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65180 | PA      | $60319.12     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512865 | PA      | $439727.72    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133KKVA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1642758 | PA      | $1266061.32   | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140XBHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175181 | PA      | $157422.17    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AGJK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    422809 | PA      | $346485.47    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC 4.375%                     | COTERRA ENERGY INC 4.375%                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199585.06    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV. INTL 5.65%                     | INDONESIA GOV. INTL 5.65%                     | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $303759.77    | 0.01%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.10%                             | EXELON CORP 4.10%                             | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $430070.41    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 6.125%                        | TARGA RES. CORP 6.125%                        | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531729.67    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 5.40%                     | MEXICO GOV. INTL. B 5.40%                     | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1024300.00   | 0.04%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELI 4.15%                     | ONCOR ELECTRIC DELI 4.15%                     | CUSIP: 68233JCF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195584.05    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335350 | PA      | $274816.46    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CO 2.85%                     | GENERAL DYNAMICS CO 2.85%                     | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $119905.57    | 0.01%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140XJDV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385730 | PA      | $368352.66    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 5.22%                     | FORD CREDIT AUTO OW 5.22%                     | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25156.66     | 0.00%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 6.50%                         | TARGA RES. CORP 6.50%                         | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210553.57    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 6.35%                     | MEXICO GOV. INTL. B 6.35%                     | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $528010.00    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XJNC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405263 | PA      | $1427827.82   | 0.06%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPORT DEV. CANADA 3.875%                     | EXPORT DEV. CANADA 3.875%                     | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $502197.58    | 0.02%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL. CORP F2F                         | TRUIST FINL. CORP F2F                         | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015045.00   | 0.04%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA/CLEVELAN 5.00%                     | KEYBANK NA/CLEVELAN 5.00%                     | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503221.53    | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.80%                                | AT&T INC 3.80%                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $855657.04    | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 2.987%                     | VERIZON COMMS. INC 2.987%                     | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $431613.27    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.70%                     | TOYOTA MOTOR CREDIT 4.70%                     | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506761.48    | 0.02%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.25%                               | APPLE INC 3.25%                               | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36219.71     | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC 1.65%                          | AMAZON.COM INC 1.65%                          | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    533000 | PA      | $504881.11    | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD 3.10%                        | ENSTAR GROUP LTD 3.10%                        | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $133972.45    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE IN 3.00%                     | HOWMET AEROSPACE IN 3.00%                     | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192967.41    | 0.01%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2072070 | PA      | $1784724.10   | 0.08%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC 1.80%                             | WALMART INC 1.80%                             | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1764508.10   | 0.08%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP 2.80%                          | FLOWSERVE CORP 2.80%                          | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88534.75     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS I 2.95%                     | WASTE CONNECTIONS I 2.95%                     | CUSIP: 94106BAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $196360.87    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 2.25%                             | REVVITY INC 2.25%                             | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260451.78    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65%                                | AT&T INC 3.65%                                | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $341852.38    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL. FINL 3.20%                     | FIDELITY NATL. FINL 3.20%                     | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128108.30    | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2V                            | MORGAN STANLEY F2V                            | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $838783.98    | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    404866 | PA      | $355383.30    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS & TRA 4.70%                     | MANUFACTURERS & TRA 4.70%                     | CUSIP: 55279HAW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $506685.82    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502479.17    | 0.02%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW F2F                      | DEUTSCHE BANK AG/NEW F2F                      | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    900000 | PA      | $989319.00    | 0.04%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMEN 4.375%                     | AFRICAN DEVELOPMEN 4.375%                     | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1015953.33   | 0.04%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1559293 | PA      | $1562180.55   | 0.07%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $485167.15    | 0.02%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5.25%                             | METLIFE INC 5.25%                             | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97428.03     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GRP. HLD F2F                     | SANTANDER UK GRP. HLD F2F                     | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $732634.32    | 0.03%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 6.00%                     | GENERAL MOTORS FINL 6.00%                     | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517877.88    | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT B 4.00%                     | ASIAN DEVELOPMENT B 4.00%                     | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1997731.88   | 0.09%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 3.25%                     | AMERICAN WATER CAP. 3.25%                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     58000 | PA      | $40081.55     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROC 1.70%                     | AUTOMATIC DATA PROC 1.70%                     | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284097.93    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC 2.60%                                | EBAY INC 2.60%                                | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    167000 | PA      | $151968.42    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC 3.75%                      | CENOVUS ENERGY INC 3.75%                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $142102.75    | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31417YYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42832 | PA      | $42148.33     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31417AXX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268328 | PA      | $255317.72    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3138EJBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97438 | PA      | $103639.22    | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W1GA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175096 | PA      | $160934.20    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GRP. INC 3.45%                         | MARKEL GRP. INC 3.45%                         | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68734.39     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF A 3.05%                     | PACKAGING CORP OF A 3.05%                     | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130715.24    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138X2QS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77716 | PA      | $75024.92     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138MNRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212750 | PA      | $201599.41    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    354548 | PA      | $318581.79    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATI 1.68%                     | VERIZON COMMUNICATI 1.68%                     | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    818000 | PA      | $719286.84    | 0.03%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WKR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155266 | PA      | $151123.70    | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146136 | PA      | $143756.60    | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE CAP. FNDG. LLC 4.55%                       | GE CAP. FNDG. LLC 4.55%                       | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    700300 | PA      | $707826.59    | 0.03%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3320625.00   | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.00%                     | FANNIE MAE OR FREDD 2.00%                     | CUSIP: 01F0204A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1102617.29   | 0.05%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3511328.10   | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREA 1.625%                     | UNITED STATES TREA 1.625%                     | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4898789.05   | 0.21%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4860351.55   | 0.21%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4851367.20   | 0.21%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.50%                      | UNITED STATES TSY. 1.50%                      | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4681835.95   | 0.20%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4908421.88   | 0.21%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2.469%                        | FANNIE MAE-ACES 2.469%                        | CUSIP: 3136B56M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     90356 | PA      | $85586.90     | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316334 | PA      | $269121.35    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140J56Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103759 | PA      | $99875.07     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31405QTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13239 | PA      | $13732.89     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTE 3.50%                     | JAPAN BANK FOR INTE 3.50%                     | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    301000 | PA      | $298063.73    | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3128MFXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71747 | PA      | $70785.22     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140X5R39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517692 | PA      | $478292.51    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QFAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204240 | PA      | $1794223.17   | 0.08%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XHHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797382 | PA      | $648727.06    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31409GY83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15029 | PA      | $15654.60     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36200DF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48986 | PA      | $49152.60     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31371NP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58648 | PA      | $62106.34     | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36295WUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46806 | PA      | $48494.76     | 0.00%             | 2040-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WG5K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485037 | PA      | $440736.70    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12589 | PA      | $13798.00     | 0.00%             | 2039-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QB4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317479 | PA      | $284338.80    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31334YCU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    289318 | PA      | $277083.45    | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.50%                     | FREDDIE MAC GOLD PO 6.50%                     | CUSIP: 3128M5PW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86906 | PA      | $92133.73     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138EJEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405294 | PA      | $384555.49    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70084 | PA      | $62255.83     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48811 | PA      | $47391.09     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94757 | PA      | $91027.65     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138EMW56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63527 | PA      | $61643.54     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178598 | PA      | $161548.91    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63310 | PA      | $59786.29     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334XHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    170800 | PA      | $157821.11    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6CQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865553 | PA      | $773072.03    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XCBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1157274 | PA      | $1069970.17   | 0.05%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140QN7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388315 | PA      | $1269154.68   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31403DQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101892 | PA      | $103075.83    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. 4.448%                      | UBS COMMER. MTGE. 4.448%                      | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99984.91     | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 3.143%                        | FANNIE MAE-ACES 3.143%                        | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    154596 | PA      | $149478.13    | 0.01%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    706322 | PA      | $650075.60    | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 2.61%                        | EXXON MOBIL CORP 2.61%                        | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $942467.56    | 0.04%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELL 2.517%                     | PRESIDENT AND FELL 2.517%                     | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $184846.73    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $898837.15    | 0.04%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC 3.10%                             | SNAP-ON INC 3.10%                             | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69204.04     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 3.15%                              | BIOGEN INC 3.15%                              | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    400000 | PA      | $260113.16    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8KM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661406 | PA      | $541068.77    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460587 | PA      | $384561.86    | 0.02%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146086 | PA      | $137619.43    | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVR INC 3.00%                                 | NVR INC 3.00%                                 | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94516.10     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP 1.90%                       | LAM RESEARCH CORP 1.90%                       | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $632241.47    | 0.03%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY 2.682%                        | DUKE UNIVERSITY 2.682%                        | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146581.31    | 0.01%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849634 | PA      | $732212.69    | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE COR 3.362%                     | OTIS WORLDWIDE COR 3.362%                     | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143193.87    | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $383209.23    | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 2.252%                      | PANAMA GOV. INTL. 2.252%                      | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    102000 | PA      | $82436.40     | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144600 | PA      | $1649684.80   | 0.07%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC 3.30%                      | SPIRE MISSOURI INC 3.30%                      | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68811.65     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179V5Z9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262810 | PA      | $244158.71    | 0.01%             | 2036-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAXV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388298 | PA      | $1135698.10   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 1.95%                          | SALESFORCE INC 1.95%                          | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266207.94    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 2.05%                        | WELLTOWER OP LLC 2.05%                        | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62739.09     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XBPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713101 | PA      | $586133.83    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.70%                              | INTEL CORP 5.70%                              | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676951.34    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 2.44%                     | NEXTERA ENERGY CAP. 2.44%                     | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    439000 | PA      | $387903.29    | 0.02%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC 2.65%                         | DOLLAR TREE INC 2.65%                         | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178306.29    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38 2.521%                        | BANK 2021-BNK38 2.521%                        | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $264449.64    | 0.01%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.40%                     | MEXICO GOV. INTL. B 4.40%                     | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $521885.00    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1540255 | PA      | $1505364.15   | 0.07%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 2.65%                          | TD SYNNEX CORP 2.65%                          | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134572.30    | 0.01%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAIL 4.40%                     | CANADIAN NATL. RAIL 4.40%                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $257677.89    | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.65%                          | AMAZON.COM INC 4.65%                          | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512915.90    | 0.02%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56860 | PA      | $58302.39     | 0.00%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48812 | PA      | $49101.26     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36295GLK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142055 | PA      | $127842.00    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199605.62    | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.988%                     | FREDDIE MAC MULTIF 2.988%                     | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $94214.83     | 0.00%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 2.725%                     | WELLS FARGO COMMER 2.725%                     | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93198.82     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2500 | PA      | $2313.76      | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 4.00%                            | AUTOZONE INC 4.00%                            | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127339.33    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO 3.125%                       | CAMPBELL SOUP CO 3.125%                       | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    350000 | PA      | $230773.55    | 0.01%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 1.95%                     | INTERNATIONAL BUSIN 1.95%                     | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    796900 | PA      | $721717.47    | 0.03%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 2.90%                            | STRYKER CORP 2.90%                            | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134088.18    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356091 | PA      | $313035.51    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT 2.00%                            | LINDE INC/CT 2.00%                            | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $109080.44    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347313 | PA      | $295865.87    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857071 | PA      | $792462.01    | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340635 | PA      | $307535.22    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XJX81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311468 | PA      | $310429.57    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202ET33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23288 | PA      | $24473.29     | 0.00%             | 2038-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC 1.875%                        | ROSS STORES INC 1.875%                        | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174522.62    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 2.625%                              | IDEX CORP 2.625%                              | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90528.60     | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1283292 | PA      | $1105339.69   | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP F2F                     | TRUIST FINANCIAL CORP F2F                     | CUSIP: 89788MAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53715.87     | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36230MB22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155659 | PA      | $153220.55    | 0.01%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288398 | PA      | $253207.19    | 0.01%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    149980 | PA      | $141571.90    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINA 3.276%                     | CDW LLC / CDW FINA 3.276%                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $482975.30    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 1.70%                          | MERCK & CO INC 1.70%                          | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    263000 | PA      | $254035.48    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SY 3.45%                     | FACTSET RESEARCH SY 3.45%                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92387.54     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLS. INC 5.60%                      | MOTOROLA SOLS. INC 5.60%                      | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421073.86    | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FNDG. 3.40%                      | NXP BV / NXP FNDG. 3.40%                      | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $958843.89    | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HJK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133251 | PA      | $128068.39    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418C3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21687 | PA      | $21312.94     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. TST VAR                     | UBS COMMER. MTGE. TST VAR                     | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149283.08    | 0.01%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-C C14 A4 VAR                       | CSAIL 2018-C C14 A4 VAR                       | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297726.39    | 0.01%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GR 2.55%                     | PNC FINL. SERVS. GR 2.55%                     | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    545000 | PA      | $509368.15    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.30%                        | CROWN CASTLE INC 3.30%                        | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189471.04    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EOG RES. INC 4.95%                            | EOG RES. INC 4.95%                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91030.02     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC 1.90%                           | BLACKROCK INC 1.90%                           | CUSIP: 09247XAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $641735.45    | 0.03%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334X5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    874078 | PA      | $807936.73    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A8YM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320670 | PA      | $273199.63    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2800 | PA      | $2594.72      | 0.00%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.705%                          | BOEING CO/THE 5.705%                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204076.43    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 2.25%                     | NEXTERA ENERGY CAP. 2.25%                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365208.90    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCI 3.65%                     | CAPITAL ONE FINANCI 3.65%                     | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142853.61    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| EMORY UNIVERSITY 2.969%                       | EMORY UNIVERSITY 2.969%                       | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    500000 | PA      | $333240.51    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75%                                | AT&T INC 2.75%                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    359000 | PA      | $329028.83    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2062629 | PA      | $1679809.38   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 1.018%                        | CHEVRON USA INC 1.018%                        | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29496.77     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3147383 | PA      | $2823178.15   | 0.12%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137592 | PA      | $933171.36    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1841284 | PA      | $1585957.29   | 0.07%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.875%                         | AMAZON.COM INC 2.875%                         | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $460384.48    | 0.02%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.50%                        | T-MOBILE USA INC 4.50%                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336487.53    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 1.39%                     | CAPITAL ONE MULTI-A 1.39%                     | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $140115.48    | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APTS. 2.875%                      | MID-AMERICA APTS. 2.875%                      | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128702.02    | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIEN 2.80%                     | THERMO FISHER SCIEN 2.80%                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $369414.10    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 2.35%                             | EQUIFAX INC 2.35%                             | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $335951.62    | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL COR 3.10%                     | WESTERN DIGITAL COR 3.10%                     | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226108.60    | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1117175 | PA      | $963369.13    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GBL. 3.90%                     | AON CORP / AON GBL. 3.90%                     | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227286.81    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BANK 2022-BNK42 VAR                           | BANK 2022-BNK42 VAR                           | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196244.68    | 0.01%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MOODY S CORP 4.25%                            | MOODY S CORP 4.25%                            | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493704.31    | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    289479 | PA      | $260459.81    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1080478 | PA      | $882120.58    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 6.00%                                | FLEX LTD 6.00%                                | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $309925.48    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1393556 | PA      | $1413455.76   | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39468 | PA      | $38301.12     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140JHJW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87719 | PA      | $86241.61     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132DV4C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    283928 | PA      | $278493.67    | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80016 | PA      | $74752.32     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132CWPT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    499011 | PA      | $461393.92    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133L8B20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    431830 | PA      | $387455.62    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK 2.70%                           | DISCOVER BANK 2.70%                           | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234176.23    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.253%                     | FREDDIE MAC MULTIF 2.253%                     | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $233382.58    | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111342 | PA      | $101332.50    | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 2.80%                     | CHARTER COMMS. OPER 2.80%                     | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    650000 | PA      | $586463.70    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.625%                            | PEPSICO INC 1.625%                            | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69035.14     | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 1.65%                        | COCA-COLA CO/THE 1.65%                        | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    179000 | PA      | $160983.63    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.15%                           | BOEING CO/THE 5.15%                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44124.69     | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP 3.70%                      | REGENCY CENTERS LP 3.70%                      | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389354.58    | 0.02%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA 2.375%                            | EQUINOR ASA 2.375%                            | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    870000 | PA      | $804993.83    | 0.03%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82434 | PA      | $77006.90     | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779008 | PA      | $720287.08    | 0.03%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 2.343%                        | CHEVRON USA INC 2.343%                        | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119005.81    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC 2.60%                     | GILEAD SCIENCES INC 2.60%                     | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73420.08     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARI 1.125%                     | PROVINCE OF ONTARI 1.125%                     | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    426000 | PA      | $372303.07    | 0.02%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPS. LP 2.95%                     | ESSENTIAL PROPS. LP 2.95%                     | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90125.26     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATI 1.10%                     | HONEYWELL INTERNATI 1.10%                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    182000 | PA      | $174813.54    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRAND 2.25%                     | CONSTELLATION BRAND 2.25%                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    284000 | PA      | $250340.33    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625%                           | CENTENE CORP 2.625%                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859025.15    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRU 2.375%                     | LXP INDUSTRIAL TRU 2.375%                     | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86749.94     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP 2.00%                     | KIMBERLY-CLARK CORP 2.00%                     | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178229.10    | 0.01%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO 2.20%                     | SHERWIN-WILLIAMS CO 2.20%                     | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $414128.42    | 0.02%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MERCK INC 1.90%                               | MERCK INC 1.90%                               | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    279000 | PA      | $262067.23    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP/DE 5.10%                       | BRUNSWICK CORP/DE 5.10%                       | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160355.77    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5049467 | PA      | $4089217.91   | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1433539.35   | 0.06%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5.60%                       | GENERAL MOTORS CO 5.60%                       | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    183000 | PA      | $190050.79    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES F2F                     | HUNTINGTON BANCSHARES F2F                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502182.83    | 0.02%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $290942.40    | 0.01%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GBSF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    450712 | PA      | $416476.77    | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895109 | PA      | $735742.44    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    711633 | PA      | $615427.19    | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140QP2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481488 | PA      | $455508.49    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.90%                     | FREDDIE MAC MULTIFA 3.90%                     | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $149979.29    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH 2.532%                       | ASCENSION HEALTH 2.532%                       | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704996.43    | 0.03%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUT 2.805%                     | UNIVERSITY OF SOUT 2.805%                     | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324859.77    | 0.01%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYTD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60584 | PA      | $55121.29     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 2.875%                      | GENERAL MILLS INC 2.875%                      | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    218000 | PA      | $204603.03    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.05%                                | VISA INC 2.05%                                | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367887.65    | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    283234 | PA      | $240578.31    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 6.40%                      | WALT DISNEY CO/THE 6.40%                      | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     31000 | PA      | $35209.75     | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. INC 4.35%                     | BROOKFIELD FIN. INC 4.35%                     | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499604.76    | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 3.45%                     | AMERICAN WATER CAP. 3.45%                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8712.14      | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 2.25%                              | BIOGEN INC 2.25%                              | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36494.05     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.805%                          | BOEING CO/THE 5.805%                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1059007.60   | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.20%                        | PARAMOUNT GLOBAL 4.20%                        | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558946.04    | 0.02%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 6.80%                       | GENERAL MOTORS CO 6.80%                       | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123102.83    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418DKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221508 | PA      | $216118.76    | 0.01%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130738 | PA      | $113028.92    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 4.95%                      | WALT DISNEY CO/THE 4.95%                      | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1139644.33   | 0.05%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133695 | PA      | $113959.55    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOV INC 3.60%                                 | NOV INC 3.60%                                 | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144889.59    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25%                              | INTEL CORP 3.25%                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132897.72    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418ELD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173573 | PA      | $173577.72    | 0.01%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KAZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365419 | PA      | $336728.33    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS I 1.75%                     | APPLIED MATERIALS I 1.75%                     | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449496.08    | 0.02%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X45C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202032 | PA      | $181011.98    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1388776 | PA      | $1246360.85   | 0.05%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC 3.45%                      | STEEL DYNAMICS INC 3.45%                      | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288875.09    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    663847 | PA      | $571997.88    | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 1.375%                     | CONAGRA BRANDS INC 1.375%                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80070.07     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    251346 | PA      | $214296.94    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681412 | PA      | $643406.59    | 0.03%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GRP. INC 4.625%                       | EXPEDIA GRP. INC 4.625%                       | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302036.87    | 0.01%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2843455 | PA      | $2350782.15   | 0.10%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703903 | PA      | $645251.95    | 0.03%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140QAA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241243 | PA      | $237896.25    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC 2.50%                     | EAGLE MATERIALS INC 2.50%                     | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90131.15     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELL INTL. LLC / EM 8.35%                     | DELL INTL. LLC / EM 8.35%                     | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    223000 | PA      | $289824.13    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 3.40%                            | ENBRIDGE INC 3.40%                            | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $205726.26    | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMB 3.125%                     | SUZANO AUSTRIA GMB 3.125%                     | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $358934.36    | 0.02%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.20%                              | INTEL CORP 5.20%                              | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306709.45    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INV. BANK 3.75%                      | EUROPEAN INV. BANK 3.75%                      | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1900000 | PA      | $1870336.31   | 0.08%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.90%                             | ORACLE CORP 4.90%                             | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302714.46    | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140LXGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728556 | PA      | $710248.36    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    827869 | PA      | $739755.65    | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC 2.375%                              | BAIDU INC 2.375%                              | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $271385.42    | 0.01%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV. 3.50%                     | INTER-AMERICAN DEV. 3.50%                     | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $288746.66    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128KLNV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20500 | PA      | $20703.18     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 5.55%                        | DOW CHEM. CO/THE 5.55%                        | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182323.78    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV4W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287155 | PA      | $243909.16    | 0.01%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3603205 | PA      | $2941045.34   | 0.13%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FIN. LP 2.639%                       | EMERA US FIN. LP 2.639%                       | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $267800.88    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECUR 2.9106%                     | GS MORTGAGE SECUR 2.9106%                     | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $281070.39    | 0.01%             | 2053-02-13      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132CWBR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    339630 | PA      | $328436.91    | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.15%                          | MERCK & CO INC 2.15%                          | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    688000 | PA      | $607798.27    | 0.03%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCI 1.70%                     | CATERPILLAR FINANCI 1.70%                     | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181088.63    | 0.01%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138134 | PA      | $117330.93    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JD.COM INC 3.375%                             | JD.COM INC 3.375%                             | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $290800.41    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO COUNTY W 6.138%                     | SAN DIEGO COUNTY W 6.138%                     | CUSIP: 79741TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104437.98    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DOR 5.628%                     | NEW YORK STATE DOR 5.628%                     | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77854.23     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.75%                      | UNITED STATES TSY. 0.75%                      | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4682031.25   | 0.20%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.722%                     | PG&E WILDFIRE REC. 4.722%                     | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98912.28     | 0.00%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505901.68    | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATI 2.70%                     | HONEYWELL INTERNATI 2.70%                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130499.79    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127664 | PA      | $113505.01    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199947.86    | 0.01%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN B 3.25%                     | FEDERAL HOME LOAN B 3.25%                     | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $991145.92    | 0.04%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EPL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4057 | PA      | $4194.16      | 0.00%             | 2037-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241138 | PA      | $228379.39    | 0.01%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417ESX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626539 | PA      | $576126.19    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 2.50%                       | GINNIE MAE I POOL 2.50%                       | CUSIP: 3622A2EM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10942 | PA      | $10788.13     | 0.00%             | 2027-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344862 | PA      | $298891.14    | 0.01%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 2.20%                      | NOVARTIS CAP. CORP 2.20%                      | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    524000 | PA      | $481736.04    | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WGDC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279188 | PA      | $262236.14    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132CWLK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    291158 | PA      | $269217.65    | 0.01%             | 2035-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78586.66     | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CH 2.80%                     | AIR PRODUCTS AND CH 2.80%                     | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $195266.28    | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVERNMENT I 3.25%                     | MEXICO GOVERNMENT I 3.25%                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    742100 | PA      | $698612.94    | 0.03%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285759 | PA      | $246753.31    | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL. GRP 4.375%                     | AMERICAN INTL. GRP 4.375%                     | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254550.54    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO 3.50%                     | VULCAN MATERIALS CO 3.50%                     | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193199.12    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.20%                                 | MPLX LP 5.20%                                 | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    407000 | PA      | $364080.01    | 0.02%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3045585.93   | 0.13%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10339062.50  | 0.45%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    719085 | PA      | $594494.20    | 0.03%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.10%                          | AMAZON.COM INC 3.10%                          | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $556551.64    | 0.02%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886675 | PA      | $754765.97    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751053 | PA      | $610989.87    | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133A9RU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    622713 | PA      | $507008.58    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8UM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456903 | PA      | $372948.65    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8YG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657688 | PA      | $544521.22    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    219169 | PA      | $201957.86    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B26 2.613%                     | BENCHMARK 2021-B26 2.613%                     | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $179046.74    | 0.01%             | 2054-06-15      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2.30%                      | UNITEDHEALTH GROUP 2.30%                      | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179287.08    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14770312.50  | 0.64%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4987890.60   | 0.22%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.50%                             | ORACLE CORP 4.50%                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604425.80    | 0.03%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPQK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    602314 | PA      | $601237.15    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & 4.693%                     | BECTON DICKINSON & 4.693%                     | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810086.62    | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MCCORMICK INC/MD 4.95%                        | MCCORMICK INC/MD 4.95%                        | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203935.87    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE 5.665%                      | RUTGERS THE STATE 5.665%                      | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    145000 | PA      | $151041.08    | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL 8.084%                     | AMERICAN MUNICIPAL 8.084%                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    300000 | PA      | $385216.74    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 1.50%                          | SALESFORCE INC 1.50%                          | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1221522.87   | 0.05%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 2.20%                              | VMWARE LLC 2.20%                              | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264606.74    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413SGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16013 | PA      | $16874.87     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36290TJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158956 | PA      | $148943.10    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416HWK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81770 | PA      | $83824.04     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138XYRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53949 | PA      | $53083.66     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8A35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62464 | PA      | $59409.74     | 0.00%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418C7C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22007 | PA      | $21623.62     | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    327204 | PA      | $278697.77    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140L8ZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211315 | PA      | $995639.34    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5010351.55   | 0.22%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1527187.50   | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10097265.60  | 0.44%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATL. CORP 6.30%                      | LINCOLN NATL. CORP 6.30%                      | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107130.76    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 6.35%                      | VIRGINIA ELEC. AND 6.35%                      | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44025.50     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOU 6.05%                     | DOMINION ENERGY SOU 6.05%                     | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $285572.83    | 0.01%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.95%                     | SOUTHERN CALIFORNIA 5.95%                     | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    710000 | PA      | $723935.00    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. 6.875%                      | UNITEDHEALTH GRP. 6.875%                      | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $197004.12    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31410G4H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50774 | PA      | $52829.29     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 6.90%                           | KROGER CO/THE 6.90%                           | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114696.26    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18092 | PA      | $19013.85     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36241KV21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33200 | PA      | $34889.82     | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYS. INC 5.50%                          | CISCO SYS. INC 5.50%                          | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93968.32     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HLDGS 8.00%                     | TRANSATLANTIC HLDGS 8.00%                     | CUSIP: 893521AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $87805.72     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2553359.38   | 0.11%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DALLAS AREA RAPID 5.022%                      | DALLAS AREA RAPID 5.022%                      | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    180000 | PA      | $172553.33    | 0.01%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1763196 | PA      | $1519227.20   | 0.07%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES 2.95%                      | FRANKLIN RESOURCES 2.95%                      | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95698.30     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $4984875.00   | 0.22%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 2.00%                              | INTEL CORP 2.00%                              | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43736.78     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELEC. CO 2.80%                        | EMERSON ELEC. CO 2.80%                        | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $192710.05    | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 5.625%                      | VODAFONE GRP. PLC 5.625%                      | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $389337.14    | 0.02%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502189.34    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133BU4E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    798350 | PA      | $808063.61    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP. TST. 202 4.81%                     | CNH EQUIP. TST. 202 4.81%                     | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138M96K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244577 | PA      | $224896.19    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W0MC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60185 | PA      | $59428.61     | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3138WHJ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41500 | PA      | $39600.80     | 0.00%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    421297 | PA      | $376881.58    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 4.65%                     | WILLIAMS COS INC/TH 4.65%                     | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599168.06    | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214817 | PA      | $216989.28    | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 2.732%                     | BENCHMARK 2020-B16 2.732%                     | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $185827.70    | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| LYB INTL. FIN. III 4.20%                      | LYB INTL. FIN. III 4.20%                      | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25924.83     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140QBBJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250847 | PA      | $240239.13    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.477%                     | FREDDIE MAC MULTIF 1.477%                     | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    335000 | PA      | $301102.56    | 0.01%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 1.94%                     | FREDDIE MAC MULTIFA 1.94%                     | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $80938.31     | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140X7UT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565045 | PA      | $485581.75    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH & 3.008%                      | ADVOCATE HEALTH & 3.008%                      | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $177212.41    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 3.60%                      | WALT DISNEY CO/THE 3.60%                      | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226941.93    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KCFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111528 | PA      | $94912.45     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.406%                     | FREDDIE MAC MULTIF 1.406%                     | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $88467.32     | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QFS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1016910 | PA      | $867510.69    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AC5F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    306945 | PA      | $251877.19    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 7.15%                               | ONEOK INC 7.15%                               | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448169.93    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 3.50%                          | STARBUCKS CORP 3.50%                          | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $427480.99    | 0.02%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140L4WC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1776196 | PA      | $1442653.76   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GCQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    242957 | PA      | $225093.21    | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $511141.18    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2.00%                      | UNITEDHEALTH GROUP 2.00%                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    216000 | PA      | $195793.03    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ALAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    406428 | PA      | $330887.80    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC. DELIVER 4.60%                     | ONCOR ELEC. DELIVER 4.60%                     | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256191.18    | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    206830 | PA      | $186098.03    | 0.01%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY H 2.00%                     | HEALTHCARE REALTY H 2.00%                     | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86800.27     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.55%                             | ORACLE CORP 5.55%                             | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473112.26    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QPDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198116 | PA      | $190004.59    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.716%                     | FREDDIE MAC MULTIF 1.716%                     | CUSIP: 3137FWHF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $157199.40    | 0.01%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.00%                          | LOWE S COS INC 3.00%                          | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $452887.91    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| HORMEL FOODS CORP 1.70%                       | HORMEL FOODS CORP 1.70%                       | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471063.74    | 0.02%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP 3.05%                       | HORMEL FOODS CORP 3.05%                       | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66952.28     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.875%                       | T-MOBILE USA INC 3.875%                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490294.27    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1993824 | PA      | $1717948.76   | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 1.125%                     | INTER-AMERICAN DEV 1.125%                     | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    197000 | PA      | $183769.33    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 2.10%                          | AIR LEASE CORP 2.10%                          | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    131000 | PA      | $122530.25    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1462787 | PA      | $1209312.49   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP 5.25%                       | DEVON ENERGY CORP 5.25%                       | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250018.43    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4.00%                         | WEYERHAEUSER CO 4.00%                         | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155373.49    | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524808 | PA      | $469224.13    | 0.02%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5.45%                       | KINDER MORGAN INC 5.45%                       | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282983.78    | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 6.25%                      | DIAMONDBACK ENERGY 6.25%                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204823.87    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399593 | PA      | $358101.52    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 3.25%                      | UNION PACIFIC CORP 3.25%                      | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $563326.76    | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379767 | PA      | $365373.75    | 0.02%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 2.15%                               | ADOBE INC 2.15%                               | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    419000 | PA      | $410109.22    | 0.02%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP 3.10%                            | OSHKOSH CORP 3.10%                            | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94309.15     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.10%                              | INTEL CORP 3.10%                              | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118516.97    | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.25%                              | FEDEX CORP 4.25%                              | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95017.62     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FOX CORP 5.576%                               | FOX CORP 5.576%                               | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292081.10    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.00%                             | EQUINOR ASA 3.00%                             | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     52000 | PA      | $51338.16     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CO 1.75%                     | COSTCO WHOLESALE CO 1.75%                     | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259667.82    | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77628.73     | 0.00%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PPG INDS. INC 2.55%                           | PPG INDS. INC 2.55%                           | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92582.76     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEU 1.75%                     | REGENERON PHARMACEU 1.75%                     | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264597.72    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1176612.37   | 0.05%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KEM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503638 | PA      | $428713.69    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI H 3.75%                     | ANGLOGOLD ASHANTI H 3.75%                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $190806.63    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 1.20%                     | GILEAD SCIENCES INC 1.20%                     | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $995810.26    | 0.04%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D56E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    629291 | PA      | $581852.61    | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3560724 | PA      | $2738971.06   | 0.12%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.00%                        | T-MOBILE USA INC 3.00%                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225426.92    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIEN 1.75%                     | THERMO FISHER SCIEN 1.75%                     | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35559.89     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING P 2.50%                     | BRIXMOR OPERATING P 2.50%                     | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266417.87    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTL. FIN. BV 3.00%                     | SHELL INTL. FIN. BV 3.00%                     | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $99730.04     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.75%                              | ECOLAB INC 2.75%                              | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $185422.81    | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 3.50%                     | MEXICO GOV. INTL. B 3.50%                     | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300 | PA      | $260.55       | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.022%                     | PG&E WILDFIRE REC. 4.022%                     | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58334 | PA      | $57937.67     | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33436.31     | 0.00%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521594.11   | 0.07%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYTQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77204 | PA      | $70142.77     | 0.00%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1019600 | PA      | $843270.09    | 0.04%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1334843 | PA      | $1103989.97   | 0.05%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 2.95%                              | ABBVIE INC 2.95%                              | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    663000 | PA      | $655388.65    | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL. 1.75%                     | PHILIP MORRIS INTL. 1.75%                     | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    181000 | PA      | $160159.96    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31398.42     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1211299 | PA      | $1043723.22   | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.50%                            | BROADCOM INC 3.50%                            | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164585.40    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC 6.00%                     | SOUTHWESTERN PUBLIC 6.00%                     | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312417.20    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.15%                              | FISERV INC 5.15%                              | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505976.32    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q8Q81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152022 | PA      | $146062.65    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25%                              | ABBVIE INC 4.25%                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421240.45    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    888390 | PA      | $734474.84    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.80%                                | RTX CORP 4.80%                                | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370663.19    | 0.02%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GATX CORP 6.05%                               | GATX CORP 6.05%                               | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155876.36    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.95%                                 | HCA INC 5.95%                                 | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99780.72     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307028 | PA      | $265824.35    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLE 6.125%                     | OCCIDENTAL PETROLE 6.125%                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1221904.53   | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QUNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647865 | PA      | $655482.55    | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JVJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71465 | PA      | $66035.04     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 3.875%                          | OWENS CORNING 3.875%                          | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488512.79    | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJJC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    463434 | PA      | $394537.34    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GBL. CORP 2.722%                      | CARRIER GBL. CORP 2.722%                      | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937185.13    | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45%                            | BROADCOM INC 2.45%                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $931340.96    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XQA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529493 | PA      | $539963.27    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 6.014%                     | BBCMS MTGE. TST. 2 6.014%                     | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $526077.80    | 0.02%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 3.25%                           | BOEING CO/THE 3.25%                           | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1334197.13   | 0.06%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1393319 | PA      | $1200555.95   | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.75%                            | BROADCOM INC 3.75%                            | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $547824.51    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.80%                        | DUKE ENERGY CORP 5.80%                        | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202055.28    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 1.35%                          | MICROSOFT CORP 1.35%                          | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265827.56    | 0.01%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| GNMA POOL #MA6654 2% 05-2                     | GNMA POOL #MA6654 2% 05-2                     | CUSIP: 36179VMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1016280 | PA      | $843578.50    | 0.04%             | 2050-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 4.75%                      | HOME DEPOT INC/THE 4.75%                      | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614438.29    | 0.03%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 5.55%                     | ENTERPRISE PRODS. O 5.55%                     | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296516.30    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHS. INC 5.50%                     | L3HARRIS TECHS. INC 5.50%                     | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99394.53     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL CAP. FNDG. INC 5.25%                      | PPL CAP. FNDG. INC 5.25%                      | CUSIP: 69352PAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $357963.56    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KYSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    222502 | PA      | $207865.43    | 0.01%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE MGT. INC 2.50%                          | WASTE MGT. INC 2.50%                          | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303697.81    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049510 | PA      | $1072800.13   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 5.90%                              | MASTEC INC 5.90%                              | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104667.55    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF MANITOB 4.90%                     | PROVINCE OF MANITOB 4.90%                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $516334.92    | 0.02%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC 5.90%                      | ROYALTY PHARMA PLC 5.90%                      | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99546.10     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 4.50%                          | MICROSOFT CORP 4.50%                          | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    900000 | PA      | $829224.18    | 0.04%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUS 4.93%                     | BA CREDIT CARD TRUS 4.93%                     | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127118.74    | 0.01%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 5.875%                      | VODAFONE GRP. PLC 5.875%                      | CUSIP: 92857WCB4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $298615.13    | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.90%                             | ORACLE CORP 3.90%                             | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    336000 | PA      | $306228.87    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 4.50%                        | ERP OPERATING LP 4.50%                        | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48638.31     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE 4.65%                        | COCA-COLA CO/THE 4.65%                        | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508876.05    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KEGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520259 | PA      | $480759.00    | 0.02%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.05%                              | ABBVIE INC 4.05%                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178987.07    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DEC 2.75%                     | STANLEY BLACK & DEC 2.75%                     | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    300000 | PA      | $178010.23    | 0.01%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    305107 | PA      | $267438.25    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QF5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613604 | PA      | $524158.42    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HLDGS. INC 2.50%                          | MDC HLDGS. INC 2.50%                          | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176486.82    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 5.50%                     | BURLINGTON NORTHERN 5.50%                     | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150337.48    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.50%                          | MICROSOFT CORP 2.50%                          | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125363.35    | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6.05%                      | ENERGY TRANSFER LP 6.05%                      | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196376.18    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 5.716%                        | BANK 2024-BNK47 5.716%                        | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $212856.46    | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FIN. 4.25%                      | INTERNATIONAL FIN. 4.25%                      | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1018065.19   | 0.04%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XQBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789648 | PA      | $807202.16    | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231042 | PA      | $216566.97    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206752 | PA      | $187757.84    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 1.20%                     | PROCTER & GAMBLE CO 1.20%                     | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262547.47    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.85%                              | ABBVIE INC 4.85%                              | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $707395.60    | 0.03%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1360892 | PA      | $1388531.90   | 0.06%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. IN 5.675%                     | BROOKFIELD FIN. IN 5.675%                     | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $311171.41    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196652 | PA      | $186806.52    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS IN 4.15%                     | ESTEE LAUDER COS IN 4.15%                     | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56418.97     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 3.45%                         | CMS ENERGY CORP 3.45%                         | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493384.31    | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.90%                               | APPLE INC 2.90%                               | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393910.34    | 0.02%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVI 3.75%                     | UNITED PARCEL SERVI 3.75%                     | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140328.70    | 0.01%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147095 | PA      | $140637.70    | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.95%                             | WALMART INC 3.95%                             | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185508.21    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.125%                             | PACIFICORP 4.125%                             | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38898.23     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMS. 5.125%                      | BRITISH TELECOMS. 5.125%                      | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204912.51    | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 4.314%                     | BBCMS MTGE. TST. 2 4.314%                     | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150086.43    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGA VAR                     | UBS COMMERCIAL MORTGA VAR                     | CUSIP: 90276CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96589.10     | 0.00%             | 2050-08-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN 3.741%                     | MITSUBISHI UFJ FIN 3.741%                     | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1480619.90   | 0.06%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 2.25%                     | TEXAS INSTRUMENTS I 2.25%                     | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187305.67    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.20%                               | APPLE INC 2.20%                               | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    188000 | PA      | $176378.49    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 3.00%                     | PROCTER & GAMBLE CO 3.00%                     | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    794000 | PA      | $761959.20    | 0.03%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.40%                            | COMCAST CORP 3.40%                            | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1325420.16   | 0.06%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 1.15%                     | ABBOTT LABORATORIES 1.15%                     | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376765.34    | 0.02%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN 2.13%                     | SUMITOMO MITSUI FIN 2.13%                     | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $362213.88    | 0.02%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARM. CO L 3.025%                     | TAKEDA PHARM. CO L 3.025%                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $381497.05    | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN I 4.625%                     | FREEPORT-MCMORAN I 4.625%                     | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495141.28    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.30%                                | AT&T INC 3.30%                                | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $368774.25    | 0.02%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.10%                                | AT&T INC 3.10%                                | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $666251.47    | 0.03%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    408258 | PA      | $353575.97    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $346172.46    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721039.13    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF 4.70%                      | LABORATORY CORP OF 4.70%                      | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269339.18    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 3.60%                     | LOCKHEED MARTIN COR 3.60%                     | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124496.13    | 0.01%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INST 3.885%                     | MASSACHUSETTS INST 3.885%                     | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213907.04    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188782 | PA      | $170602.04    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.35%                               | APPLE INC 3.35%                               | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343044.77    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISION 4.103%                     | TELEFONICA EMISION 4.103%                     | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    469000 | PA      | $468054.00    | 0.02%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. 3.426%                      | UBS COMMER. MTGE. 3.426%                      | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $170736.32    | 0.01%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN C 4.30%                     | AMERISOURCEBERGEN C 4.30%                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83266.23     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 3.587%                     | MORGAN STANLEY CAP 3.587%                     | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197460.74    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 3.589%                     | WELLS FARGO COMMER 3.589%                     | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98150.04     | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.926%                     | FREDDIE MAC MULTIF 3.926%                     | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199937.26    | 0.01%             | 2028-06-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59488.24     | 0.00%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.794%                     | FREDDIE MAC MULTIF 3.794%                     | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $95350.94     | 0.00%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $644150.79    | 0.03%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST 4.85%                     | ALEXANDRIA REAL EST 4.85%                     | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173859.96    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42357 | PA      | $40986.37     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 3.40%                        | FIRSTENERGY CORP 3.40%                        | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $209443.76    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.375%                              | AMGEN INC 3.375%                              | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144795.02    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEERE & CO 3.75%                              | DEERE & CO 3.75%                              | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    633000 | PA      | $500425.27    | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORTINET INC 2.20%                            | FORTINET INC 2.20%                            | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89076.30     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 1.50%                        | COCA-COLA CO/THE 1.50%                        | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76739.68     | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1188127 | PA      | $1023743.42   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.875%                            | ORACLE CORP 2.875%                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    509000 | PA      | $467382.35    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266186 | PA      | $236653.27    | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC 3.318%                      | NOVANT HEALTH INC 3.318%                      | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78731.70     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP I F2F                     | GOLDMAN SACHS GROUP I F2F                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    808000 | PA      | $624715.70    | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100184 | PA      | $93559.36     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138MQCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20030 | PA      | $19713.09     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.375%                            | ORACLE CORP 4.375%                            | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19628.57     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31411EUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27599 | PA      | $28627.80     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31416XJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217043 | PA      | $207283.88    | 0.01%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138AXXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9345 | PA      | $9268.30      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 3620AQQV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379274 | PA      | $346974.20    | 0.02%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19496 | PA      | $17203.52     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 4.95%                     | ANHEUSER-BUSCH INBE 4.95%                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182622.21    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140J6GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66614 | PA      | $62349.42     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 3.80%                      | VIRGINIA ELEC. AND 3.80%                      | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96683.88     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7 3.435%                         | BANK 2017-BNK7 3.435%                         | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245991.40    | 0.01%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406823 | PA      | $377644.30    | 0.02%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 3.25%                     | NORTHROP GRUMMAN CO 3.25%                     | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491723.33    | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.424%                     | FREDDIE MAC MULTIF 3.424%                     | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97560.01     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES I 3.95%                     | REPUBLIC SERVICES I 3.95%                     | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    432000 | PA      | $432107.66    | 0.02%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MO 4.3134%                     | UBS COMMERCIAL MO 4.3134%                     | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198872.54    | 0.01%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.375%                              | APPLE INC 4.375%                              | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144736.08    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137652 | PA      | $119483.84    | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL ELEC. UTILITIES 4.15%                     | PPL ELEC. UTILITIES 4.15%                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248940.65    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 4.25%                     | DOMINION ENERGY INC 4.25%                     | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500808.67    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71658 | PA      | $70739.02     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M4YS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28310 | PA      | $29018.59     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.75%                            | AUTOZONE INC 3.75%                            | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119085.83    | 0.01%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XNCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    253870 | PA      | $233312.16    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XTRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140415 | PA      | $135158.65    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5JN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    118004 | PA      | $113682.41    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5EA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    489018 | PA      | $444199.17    | 0.02%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. 3.125%                      | ENTERPRISE PRODS. 3.125%                      | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    138000 | PA      | $133119.73    | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132AEKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47825 | PA      | $46426.45     | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 3.55%                     | BURLINGTON NORTHERN 3.55%                     | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $299652.84    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 2.70%                           | BOEING CO/THE 2.70%                           | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    219000 | PA      | $214536.44    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    435376 | PA      | $391028.63    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.60%                             | ORACLE CORP 3.60%                             | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $703959.52    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.30%                     | UNITED PARCEL SERV. 5.30%                     | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    377000 | PA      | $365266.64    | 0.02%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBE 3.50%                     | ANHEUSER-BUSCH INBE 3.50%                     | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1265667.23   | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1329690 | PA      | $1146134.85   | 0.05%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER COR 3.125%                     | AMERICAN TOWER COR 3.125%                     | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126225.48    | 0.01%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REALTY INC. CORP 3.00%                        | REALTY INC. CORP 3.00%                        | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55211.10     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.675%                         | MICROSOFT CORP 2.675%                         | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59807.71     | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 2.448%                     | WELLS FARGO COMMER 2.448%                     | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $460613.05    | 0.02%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 3.625%                         | MORGAN STANLEY 3.625%                         | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26904.70     | 0.00%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993180.70    | 0.04%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31414C6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28408 | PA      | $29124.45     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 8.875%                     | VIRGINIA ELEC. AND 8.875%                     | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $134679.12    | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELE 4.50%                     | SAN DIEGO GAS & ELE 4.50%                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138067.88    | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 5.05%                     | NORTHROP GRUMMAN CO 5.05%                     | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245431.72    | 0.01%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437289 | PA      | $372007.87    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    223687 | PA      | $201264.63    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS. IN 4.15%                     | CHUBB INA HLDGS. IN 4.15%                     | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87440.96     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 31307AJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13113 | PA      | $12925.32     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102989 | PA      | $93463.95     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140X6PK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724830 | PA      | $667208.54    | 0.03%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KPQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809755 | PA      | $654686.16    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132DNXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    659066 | PA      | $623098.60    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 6.338%                      | MEXICO GOV. INTL. 6.338%                      | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $485750.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RA 4.95%                     | CANADIAN PACIFIC RA 4.95%                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93764.69     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK INC 5.15%                               | MERCK INC 5.15%                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188335.97    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M6N46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43482 | PA      | $45726.51     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418TD79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99797 | PA      | $102202.79    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONA 3.50%                     | BAXTER INTERNATIONA 3.50%                     | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $249992.65    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138ET5M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264893 | PA      | $239551.17    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER IN 4.42%                     | KEURIG DR PEPPER IN 4.42%                     | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243075.76    | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 3.45%                      | UNITEDHEALTH GROUP 3.45%                      | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298199.90    | 0.01%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL STP                     | JOHNSON CONTROLS INTL STP                     | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $95867.80     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156430 | PA      | $150955.08    | 0.01%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS 3.279%                     | BP CAPITAL MARKETS 3.279%                     | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    138000 | PA      | $136294.06    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $564391.42    | 0.02%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MOR 3.983%                     | UBS COMMERCIAL MOR 3.983%                     | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148357.92    | 0.01%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33914.95     | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| INTEL CORP 3.734%                             | INTEL CORP 3.734%                             | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    741000 | PA      | $547313.51    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147146 | PA      | $145561.80    | 0.01%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELEC. CO 4.30%                          | TAMPA ELEC. CO 4.30%                          | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83894.10     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15 VAR                           | BANK 2018-BNK15 VAR                           | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299885.46    | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 3.875%                     | UNITEDHEALTH GROUP 3.875%                     | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216807.21    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.45%                      | BERKSHIRE HATHAWAY 4.45%                      | CUSIP: 084659AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $170538.32    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348419 | PA      | $331256.99    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND E 3.75%                     | BALTIMORE GAS AND E 3.75%                     | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    475000 | PA      | $367421.38    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES 3.375%                      | REPUBLIC SERVICES 3.375%                      | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    296000 | PA      | $292526.93    | 0.01%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. 3.679%                      | UBS COMMER. MTGE. 3.679%                      | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148140.81    | 0.01%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139722 | PA      | $133453.96    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99682 | PA      | $98383.21     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 5.95%                         | ALTRIA GRP. INC 5.95%                         | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    517000 | PA      | $528362.28    | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.50%                                | CSX CORP 4.50%                                | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86405.91     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS I 4.20%                     | QUEST DIAGNOSTICS I 4.20%                     | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59054.22     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XMSQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    150353 | PA      | $138240.92    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 3.50%                     | CHILE GOV. INTL. BO 3.50%                     | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    210000 | PA      | $152638.50    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.35%                               | ONEOK INC 4.35%                               | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11987.70     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123170 | PA      | $109541.77    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 3.50%                       | HEALTHPEAK OP LLC 3.50%                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    277000 | PA      | $268505.71    | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 4.20%                     | ENTERPRISE PRODS. O 4.20%                     | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $571015.89    | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 2.95%                     | SHERWIN-WILLIAMS CO 2.95%                     | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    167000 | PA      | $159491.47    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST 2.75%                     | ALEXANDRIA REAL EST 2.75%                     | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937161.36    | 0.04%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 4.906%                       | BAT CAPITAL CORP 4.906%                       | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407761.64    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 3.375%                       | COCA-COLA CO/THE 3.375%                       | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132243.91    | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC 2.85%                                | NIKE INC 2.85%                                | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712358.57    | 0.03%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP O 4.75%                     | INTERPUBLIC GROUP O 4.75%                     | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301359.13    | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 2.829%                     | TOTALENERGIES CAP. 2.829%                     | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $476819.34    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC 3.10%                        | WELLTOWER OP LLC 3.10%                        | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    218000 | PA      | $208221.81    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 4.95%                     | PACIFIC GAS AND ELE 4.95%                     | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85828.68     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XYLEM INC/NY 2.25%                            | XYLEM INC/NY 2.25%                            | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179668.69    | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC MULTIF 1.872%                     | FREDDIE MAC MULTIF 1.872%                     | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $183497.98    | 0.01%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIA 3.00%                     | PRUDENTIAL FINANCIA 3.00%                     | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233957.83    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 0.875%                     | FEDERAL NATL. MTGE 0.875%                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $524508.59    | 0.02%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2020-1 CLAS 4.00%                     | JETBLUE 2020-1 CLAS 4.00%                     | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |    141107 | PA      | $132704.12    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP 1.50%                              | MASCO CORP 1.50%                              | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470275.71    | 0.02%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINA 2.40%                     | GENERAL MOTORS FINA 2.40%                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113532.31    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747083.98    | 0.03%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136456 | PA      | $968797.34    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PAR 7.50%                     | ENBRIDGE ENERGY PAR 7.50%                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59003.52     | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 4.30%                          | MORGAN STANLEY 4.30%                          | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    784000 | PA      | $687699.86    | 0.03%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 3.80%                     | LOCKHEED MARTIN COR 3.80%                     | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187834.53    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 3.75%                     | DUKE ENERGY CAROLIN 3.75%                     | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    350000 | PA      | $277803.47    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QDDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758346 | PA      | $669217.29    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES 5.125%                     | SOUTHWEST AIRLINES 5.125%                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404836.11    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITI 3.90%                     | AVALONBAY COMMUNITI 3.90%                     | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241167.68    | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151962 | PA      | $137328.66    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.20%                      | ENERGY TRANSFER LP 4.20%                      | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159788.48    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP 3.85%                     | GOLDMAN SACHS GROUP 3.85%                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    623000 | PA      | $621204.96    | 0.03%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL I 3.75%                     | RPM INTERNATIONAL I 3.75%                     | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99250.19     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 3.95%                              | ZOETIS INC 3.95%                              | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200635.75    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3128MMW25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63614 | PA      | $62869.29     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.625%                         | AIR LEASE CORP 3.625%                         | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160511.55    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q7VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58083 | PA      | $55970.95     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCI 4.412%                     | CITIGROUP COMMERCI 4.412%                     | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198596.94    | 0.01%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| INDONESIA REP 5.35% 1                         | INDONESIA REP 5.35% 1                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $997115.66    | 0.04%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 3.20%                           | BOEING CO/THE 3.20%                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153421.94    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 4.125%                       | WELLTOWER OP LLC 4.125%                       | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259643.37    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.125%                       | COCA-COLA CO/THE 2.125%                       | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    243000 | PA      | $227433.72    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROU 2.45%                     | SIMON PROPERTY GROU 2.45%                     | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $939736.51    | 0.04%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC 2.75%                        | CARLISLE COS INC 2.75%                        | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281088.52    | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 1.323%                        | FANNIE MAE-ACES 1.323%                        | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    488190 | PA      | $438046.23    | 0.02%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2595543 | PA      | $2101717.42   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL 5.25%                      | AMERICAN FINANCIAL 5.25%                      | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156236.96    | 0.01%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS AND ELE 4.55%                     | PACIFIC GAS AND ELE 4.55%                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1909091 | PA      | $1895830.19   | 0.08%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1421451 | PA      | $1154099.36   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.80%                         | CIGNA GROUP/THE 4.80%                         | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    880000 | PA      | $788295.48    | 0.03%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.341%                     | FREDDIE MAC MULTIF 1.341%                     | CUSIP: 3137FV5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $444206.55    | 0.02%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 3.90%                     | CHARTER COMMS. OPER 3.90%                     | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    800000 | PA      | $541833.86    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PERUVIAN GOV. INTL. 3.30%                     | PERUVIAN GOV. INTL. 3.30%                     | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $388250.00    | 0.02%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.041%                         | MICROSOFT CORP 3.041%                         | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $650701.93    | 0.03%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN C 4.25%                     | AMERISOURCEBERGEN C 4.25%                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50397.40     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PART 4.50%                     | SPECTRA ENERGY PART 4.50%                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94218.50     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140EVVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159375 | PA      | $144026.58    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.25%                               | APPLE INC 4.25%                               | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9621.33      | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    482169 | PA      | $482532.47    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31405VJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26033 | PA      | $26815.81     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    155790 | PA      | $152614.37    | 0.01%             | 2027-12-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP 4.344%                     | LLOYDS BANKING GRP 4.344%                     | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $408831.01    | 0.02%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE 5.70%                     | EXTRA SPACE STORAGE 5.70%                     | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722968.89    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.95%                      | META PLATFORMS INC 4.95%                      | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1863700.52   | 0.08%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FI 3.544%                     | SUMITOMO MITSUI FI 3.544%                     | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1236659.03   | 0.05%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| ITC HLDGS. CORP 3.35%                         | ITC HLDGS. CORP 3.35%                         | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196327.32    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.80%                        | T-MOBILE USA INC 4.80%                        | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    785000 | PA      | $799297.74    | 0.03%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| APPLE INC 4.85%                               | APPLE INC 4.85%                               | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $875194.97    | 0.04%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ONEOK INC 4.55%                               | ONEOK INC 4.55%                               | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23191.39     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210160 | PA      | $194299.80    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KU6K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5659 | PA      | $5881.41      | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128KX3Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11887 | PA      | $12626.67     | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36296DGH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47286 | PA      | $48459.13     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416YTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52241 | PA      | $53501.65     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YUHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128585 | PA      | $117358.14    | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES 4.45%                     | BOARDWALK PIPELINES 4.45%                     | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150305.25    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMER. MTG 3.4092%                     | JPMDB COMMER. MTG 3.4092%                     | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $195573.60    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3.875%                     | AERCAP IRELAND CAP 3.875%                     | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    123500 | PA      | $122523.94    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERIC 2.95%                     | WILLIS NORTH AMERIC 2.95%                     | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474699.14    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PRO 3.10%                     | NATIONAL RETAIL PRO 3.10%                     | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196590.63    | 0.01%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q8AT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354944 | PA      | $330054.67    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137F4X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $149044.14    | 0.01%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHS. INC 4.40%                     | L3HARRIS TECHS. INC 4.40%                     | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    449000 | PA      | $451921.71    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199572.00    | 0.01%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.25%                      | BERKSHIRE HATHAWAY 4.25%                      | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257114.06    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC. DELIVER 4.10%                     | ONCOR ELEC. DELIVER 4.10%                     | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245332.36    | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROU F2F                     | MIZUHO FINANCIAL GROU F2F                     | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $923010.63    | 0.04%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 3.60%                               | AFLAC INC 3.60%                               | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489893.08    | 0.02%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132ACRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38417 | PA      | $37907.65     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5D85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     82105 | PA      | $79032.10     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5JS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36892 | PA      | $36434.10     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SE 3.30%                     | WISCONSIN PUBLIC SE 3.30%                     | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105361.23    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP 3.375%                             | WEIBO CORP 3.375%                             | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189132.72    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    650106 | PA      | $552955.65    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3133KHGT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200607 | PA      | $185259.74    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP 2.65%                     | AVERY DENNISON CORP 2.65%                     | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185358.63    | 0.01%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 1.925%                     | BENCHMARK 2020-B18 1.925%                     | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $440640.30    | 0.02%             | 2053-07-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 2.041%                     | MORGAN STANLEY CAP 2.041%                     | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $448080.95    | 0.02%             | 2053-07-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.75%                              | INTEL CORP 4.75%                              | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169424.33    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KHUK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    710548 | PA      | $634626.13    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 1.375%                        | ASTRAZENECA PLC 1.375%                        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    731000 | PA      | $643524.73    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LL 3.875%                     | BLOCK FINANCIAL LL 3.875%                     | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192699.79    | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINA 3.60%                     | GENERAL MOTORS FINA 3.60%                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94316.46     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186336 | PA      | $169305.01    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN 3.80%                     | PLAINS ALL AMERICAN 3.80%                     | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132074.78    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.15%                             | EQUINIX INC 2.15%                             | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902323.69    | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 1.125%                     | INTER-AMERICAN DEV 1.125%                     | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $871382.07    | 0.04%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFA 4.50%                     | SABINE PASS LIQUEFA 4.50%                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301046.46    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEM. COR 3.375%                     | WESTLAKE CHEM. COR 3.375%                     | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    249000 | PA      | $237222.68    | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3112364 | PA      | $2576985.89   | 0.11%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729535 | PA      | $635062.27    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.45%                               | APPLE INC 3.45%                               | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19847.05     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.00%                        | COCA-COLA CO/THE 2.00%                        | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1081826.47   | 0.05%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGI 2.75%                     | TELEDYNE TECHNOLOGI 2.75%                     | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183714.51    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP 5.024%                      | AHS HOSPITAL CORP 5.024%                      | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95510.29     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOU 5.10%                     | DOMINION ENERGY SOU 5.10%                     | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45541.70     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.40%                      | VERIZON COMMS. INC 3.40%                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237032.51    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5.75%                      | ARTHUR J GALLAGHER 5.75%                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248900.45    | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP 3.20%                     | KIMBERLY-CLARK CORP 3.20%                     | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18263.89     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PAR 3.375%                     | SPECTRA ENERGY PAR 3.375%                     | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357288.73    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE 4.25%                          | HERSHEY CO/THE 4.25%                          | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202011.85    | 0.01%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS AND E 5.40%                     | BALTIMORE GAS AND E 5.40%                     | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196319.49    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31404MPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20311 | PA      | $20333.04     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202D6F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14121 | PA      | $14795.23     | 0.00%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WJ5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183386 | PA      | $175467.54    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75%                               | APPLE INC 3.75%                               | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6433.16      | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC 3.50%                     | LEGGETT & PLATT INC 3.50%                     | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489969.98    | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMEN 3.50%                     | INDONESIA GOVERNMEN 3.50%                     | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $494266.57    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31402QYT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6558 | PA      | $6707.86      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 312929KV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78260 | PA      | $80741.92     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258680 | PA      | $240127.37    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC F2F                         | NATWEST GROUP PLC F2F                         | CUSIP: 780097BG5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1015714.29   | 0.04%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.70%                             | WALMART INC 3.70%                             | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    251000 | PA      | $250957.64    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    193519 | PA      | $190819.73    | 0.01%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36230QJW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63775 | PA      | $61374.53     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3128PUKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11085 | PA      | $11036.65     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.65%                           | CITIGROUP INC 4.65%                           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267616.83    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58984 | PA      | $58190.75     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERV 4.25%                     | ARIZONA PUBLIC SERV 4.25%                     | CUSIP: 040555CY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163305.92    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 3.99%                     | FLORIDA POWER & LIG 3.99%                     | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161382.93    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128PXA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9500 | PA      | $9431.57      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3128MMPY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24067 | PA      | $23773.60     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 31297LHM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73686 | PA      | $74387.05     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YSTF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191009 | PA      | $173503.62    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 3.45%                              | PFIZER INC 3.45%                              | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23612.06     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 3.95%                     | AMERICAN TOWER CORP 3.95%                     | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132585.66    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60365 | PA      | $54799.93     | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371818 | PA      | $337385.70    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SFT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37339 | PA      | $36572.14     | 0.00%             | 2031-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 4.75%                     | ABBOTT LABORATORIES 4.75%                     | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356233.54    | 0.02%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENT. STP                      | HEWLETT PACKARD ENT. STP                      | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210663.32    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.244%                     | FREDDIE MAC MULTIF 3.244%                     | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $148241.58    | 0.01%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 4.09%                     | LOCKHEED MARTIN COR 4.09%                     | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16139.65     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.80%                             | ORACLE CORP 3.80%                             | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4322.64      | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q7VN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742638 | PA      | $713640.15    | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58757 | PA      | $56068.75     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.50%                      | ENERGY TRANSFER LP 5.50%                      | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270612.47    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 2.995%                       | EXXON MOBIL CORP 2.995%                       | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160022.52    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL. I 3.935%                     | PRUDENTIAL FINL. I 3.935%                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $264556.08    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 4.05%                      | PUBLIC SERV. ELEC. 4.05%                      | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245938.45    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.95%                      | ENERGY TRANSFER LP 4.95%                      | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27465.71     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.00%                     | FREDDIE MAC GOLD PO 4.00%                     | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444634 | PA      | $427931.32    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALT 3.817%                     | COMMONSPIRIT HEALT 3.817%                     | CUSIP: 20268JAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $150263.80    | 0.01%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265217 | PA      | $225248.10    | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 MORTGA 2.912%                     | CD 2019-CD8 MORTGA 2.912%                     | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $138815.88    | 0.01%             | 2057-08-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    610939 | PA      | $549216.63    | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP 4.75%                             | LENNAR CORP 4.75%                             | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201893.96    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANOFI 3.625%                                 | SANOFI 3.625%                                 | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248597.39    | 0.01%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75%                            | COMCAST CORP 3.75%                            | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $840908.88    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499157.45    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.65%                          | LOWE S COS INC 3.65%                          | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74687.61     | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5D28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    384156 | PA      | $348948.41    | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.625%                             | PFIZER INC 2.625%                             | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468897.11    | 0.02%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75%                         | CVS HEALTH CORP 3.75%                         | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    386000 | PA      | $373921.60    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5EB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    168675 | PA      | $158572.43    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVS. INC 2.30%                     | REPUBLIC SERVS. INC 2.30%                     | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    118000 | PA      | $109163.68    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.50%                             | NVIDIA CORP 3.50%                             | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306960.06    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. B 4.50%                     | PANAMA GOV. INTL. B 4.50%                     | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $730050.00    | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 202 2.00%                     | DELTA AIR LINES 202 2.00%                     | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |    105155 | PA      | $100715.57    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.15%                      | VERIZON COMMS. INC 3.15%                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1292878.28   | 0.06%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JABIL INC 3.00%                               | JABIL INC 3.00%                               | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276277.74    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAP. GRP. LTD 3.635%                     | ARCH CAP. GRP. LTD 3.635%                     | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $148768.55    | 0.01%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TEXTRON INC 2.45%                             | TEXTRON INC 2.45%                             | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225106.42    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77813 | PA      | $79782.56     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.75%                             | PEPSICO INC 2.75%                             | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    483000 | PA      | $456496.30    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 3.482%                       | EXXON MOBIL CORP 3.482%                       | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122089.60    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85%                             | ORACLE CORP 3.85%                             | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $343834.68    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 4.50%                     | ANHEUSER-BUSCH INBE 4.50%                     | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181057.82    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 1.20%                          | AMAZON.COM INC 1.20%                          | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    544000 | PA      | $521732.98    | 0.02%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863262 | PA      | $734746.16    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370583 | PA      | $315450.79    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 3.90%                     | BRISTOL-MYERS SQUIB 3.90%                     | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    726000 | PA      | $726059.90    | 0.03%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A86T9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358585 | PA      | $305351.59    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 3.75%                       | SUNCOR ENERGY INC 3.75%                       | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $71902.93     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP 2.70%                          | NEWMARKET CORP 2.70%                          | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90814.66     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QMH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1563966 | PA      | $1318323.36   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.25%                     | UNITEDHEALTH GRP. I 4.25%                     | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501743.65    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCE REC. FNDG. LLC 5.112%                     | SCE REC. FNDG. LLC 5.112%                     | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96429.35     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.60%                      | META PLATFORMS INC 4.60%                      | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306139.58    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1075778.87   | 0.05%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    669781 | PA      | $690538.57    | 0.03%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC 5.602%                      | NATIONAL GRID PLC 5.602%                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $155225.58    | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31406RRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6651 | PA      | $6878.33      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82229 | PA      | $83587.45     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418MV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22337 | PA      | $23468.36     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410LBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24341 | PA      | $25651.16     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M6CY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23282 | PA      | $23623.33     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620ASEU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46129 | PA      | $45843.14     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202FZ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5185 | PA      | $5359.95      | 0.00%             | 2041-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WDRF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154461 | PA      | $149168.03    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIV 4.083%                     | JOHNS HOPKINS UNIV 4.083%                     | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81009.85     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP 4.25%                       | KIMCO REALTY CORP 4.25%                       | CUSIP: 49446RAM1<br>LEI: 254900ARY41P4V1JL861 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169349.25    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247606 | PA      | $225050.40    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256796 | PA      | $247237.03    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA INTL. BOND 2.75%                        | KOREA INTL. BOND 2.75%                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $197119.39    | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    114000 | PA      | $98047.59     | 0.00%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MO 3.458%                     | CGMS COMMERCIAL MO 3.458%                     | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246058.63    | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS C 2.625%                     | GENERAL DYNAMICS C 2.625%                     | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101369.56    | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65595 | PA      | $63198.88     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 3.472%                     | WELLS FARGO COMMER 3.472%                     | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196470.30    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q7WS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554949 | PA      | $516781.57    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438422 | PA      | $406978.96    | 0.02%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487361 | PA      | $440540.32    | 0.02%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410376 | PA      | $382550.48    | 0.02%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP 3.90%                              | US BANCORP 3.90%                              | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    402000 | PA      | $401303.25    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MTG 4.228%                     | COMM 2018-COR3 MTG 4.228%                     | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197039.52    | 0.01%             | 2051-05-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL 3.95%                     | SYNCHRONY FINANCIAL 3.95%                     | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395416.89    | 0.02%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GRP. HLDG. 4.40%                      | ALIBABA GRP. HLDG. 4.40%                      | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $515134.46    | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239338 | PA      | $222395.64    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.30%                        | ALABAMA POWER CO 4.30%                        | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255779.14    | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. CO 4.05%                            | DTE ELEC. CO 4.05%                            | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247326.56    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN C 3.942%                     | NORFOLK SOUTHERN C 3.942%                     | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242190.18    | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP 4.00%                      | ESSEX PORTFOLIO LP 4.00%                      | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144658.80    | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION 4.20%                     | ROCKWELL AUTOMATION 4.20%                     | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83879.55     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CME GRP. INC 3.75%                            | CME GRP. INC 3.75%                            | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299200.48    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 4.55%                               | MYLAN INC 4.55%                               | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170333.15    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.95%                               | APPLE INC 2.95%                               | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $479171.19    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO 3.65%                     | AEP TRANSMISSION CO 3.65%                     | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75517.85     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B8 4.2317%                     | BENCHMARK 2018-B8 4.2317%                     | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98738.81     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.25%                      | ENERGY TRANSFER LP 5.25%                      | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218119.03    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 4.75%                        | VENTAS REALTY LP 4.75%                        | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303680.87    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CO 4.25%                     | GENERAL DYNAMICS CO 4.25%                     | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91424.69     | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XW4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     98490 | PA      | $92021.80     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XNFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    196784 | PA      | $180889.97    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132A84G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31059 | PA      | $29612.34     | 0.00%             | 2032-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132A1W42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7958 | PA      | $8159.79      | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOV. INTL. 3.875%                      | ISRAEL GOV. INTL. 3.875%                      | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $430958.17    | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630287 | PA      | $595104.52    | 0.03%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A2Y63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41626 | PA      | $41956.90     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132AA4L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    340334 | PA      | $308616.98    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712124 | PA      | $606406.95    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25%                            | ALPHABET INC 2.25%                            | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $216029.41    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411573 | PA      | $392066.67    | 0.02%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 2.95%                           | BOEING CO/THE 2.95%                           | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235372.49    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140K0GS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318928 | PA      | $283590.91    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 3.70%                      | WALT DISNEY CO/THE 3.70%                      | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    297000 | PA      | $296480.21    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    531676 | PA      | $452576.05    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771494 | PA      | $627823.76    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140L25L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507513 | PA      | $455370.07    | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.70%                      | VERIZON COMMS. INC 3.70%                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $704394.10    | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985121 | PA      | $834765.76    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63061 | PA      | $60701.70     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81190 | PA      | $78079.94     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 3.85%                     | NORTHROP GRUMMAN CO 3.85%                     | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6505.68      | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140M1CC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856772 | PA      | $731713.09    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 31297FZP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46659 | PA      | $47705.39     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK INC 3.70%                               | MERCK INC 3.70%                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48152.32     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC 4.375%                         | BORGWARNER INC 4.375%                         | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143913.05    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KMVK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4163 | PA      | $4323.30      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.80%                             | NUTRIEN LTD 5.80%                             | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203362.20    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.80%                            | QUALCOMM INC 4.80%                            | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281237.62    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243091 | PA      | $220122.88    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.50%                            | COMCAST CORP 5.50%                            | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518367.23    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVENT FIN. SARL 5.65%                         | NVENT FIN. SARL 5.65%                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208828.21    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.35%                            | COMCAST CORP 5.35%                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656385.56    | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XKLB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377958 | PA      | $387113.30    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP 3.103%                             | EATON CORP 3.103%                             | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246729.55    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS MTGE. SECS. TST 3.469%                     | GS MTGE. SECS. TST 3.469%                     | CUSIP: 36254KAL6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196405.84    | 0.01%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.80%                     | AMERICAN EXPRESS CR 4.80%                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102243.42    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M4EM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15458 | PA      | $15689.06     | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57106 | PA      | $54635.60     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATI 3.75%                     | CHARTER COMMUNICATI 3.75%                     | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    251000 | PA      | $247140.97    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128MJGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11726 | PA      | $12215.57     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EH51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6732 | PA      | $7053.41      | 0.00%             | 2036-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS IN 6.00%                     | ESTEE LAUDER COS IN 6.00%                     | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109051.06    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RA 5.95%                     | CANADIAN PACIFIC RA 5.95%                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $761368.95    | 0.03%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31403FJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23579 | PA      | $24066.08     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31413BPG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6810 | PA      | $7077.77      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9 3.538%                         | BANK 2017-BNK9 3.538%                         | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245137.65    | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 3.60%                     | AMERICAN TOWER CORP 3.60%                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78030.68     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25017 | PA      | $26850.93     | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EKX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9523 | PA      | $9985.40      | 0.00%             | 2036-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202ENK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6488 | PA      | $6633.80      | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31412QPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19530 | PA      | $20007.49     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CA 3.875%                     | GLAXOSMITHKLINE CA 3.875%                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299583.56    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     78929 | PA      | $77757.37     | 0.00%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31417YMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20729 | PA      | $20666.29     | 0.00%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31410FYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10535 | PA      | $11086.90     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297675 | PA      | $294308.09    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140HEAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52051 | PA      | $51393.84     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128E6C70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49521 | PA      | $48215.41     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89714 | PA      | $81569.46     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183139 | PA      | $165105.22    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 2.60%                                | CSX CORP 2.60%                                | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24612.82     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MERCK INC 3.40%                               | MERCK INC 3.40%                               | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    389000 | PA      | $381106.49    | 0.02%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL C 4.10%                     | WEBSTER FINANCIAL C 4.10%                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29343.75     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4.125%                             | PFIZER INC 4.125%                             | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    262000 | PA      | $219058.70    | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CO 4.183%                     | BANK OF AMERICA CO 4.183%                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146067.32    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL C 3.625%                     | LINCOLN NATIONAL C 3.625%                     | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147037.87    | 0.01%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CMH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26031 | PA      | $25113.72     | 0.00%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 5.875%                           | NEWMONT CORP 5.875%                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108321.51    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1876703 | PA      | $1678539.72   | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.70%                             | EXELON CORP 4.70%                             | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86331.00     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC 3.25%                                | NIKE INC 3.25%                                | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60771.21     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.194%                     | FREDDIE MAC MULTIF 3.194%                     | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $246738.50    | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GATX CORP 3.50%                               | GATX CORP 3.50%                               | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491000.78    | 0.02%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M CO 3.05%                                   | 3M CO 3.05%                                   | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952894.77    | 0.04%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1802048 | PA      | $1463109.75   | 0.06%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 4.50%                     | PACIFIC GAS AND ELE 4.50%                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434886.90    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARM. CO L 3.175%                     | TAKEDA PHARM. CO L 3.175%                     | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    204000 | PA      | $138078.66    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.25%                          | AMAZON.COM INC 4.25%                          | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336093.53    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q8W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66061 | PA      | $65193.97     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP 1.375%                             | US BANCORP 1.375%                             | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    143000 | PA      | $125436.53    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.05%                            | ALPHABET INC 2.05%                            | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42690.68     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.75%                     | FREDDIE MAC MULTIFA 3.75%                     | CUSIP: 3137FG6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $96027.07     | 0.00%             | 2033-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101841 | PA      | $97864.45     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL C 1.125%                     | TRUIST FINANCIAL C 1.125%                     | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    221000 | PA      | $209618.26    | 0.01%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6782949 | PA      | $5797559.47   | 0.25%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128LXJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30031 | PA      | $30789.67     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407KTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20921 | PA      | $21415.07     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. CO OF 4.10%                      | PUBLIC SERV. CO OF 4.10%                      | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240668.57    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9DG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186705 | PA      | $184387.29    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202E4J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30015 | PA      | $31177.87     | 0.00%             | 2039-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31416CJY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21393 | PA      | $22543.98     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 2.35%                     | GENERAL MOTORS FINL 2.35%                     | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29236.42     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 2.30%                          | PUBLIC STORAGE 2.30%                          | CUSIP: 74460WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $269723.65    | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.50%                     | FREDDIE MAC GOLD PO 4.50%                     | CUSIP: 3128CULG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1761 | PA      | $1758.10      | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS 3.017%                     | BP CAPITAL MARKETS 3.017%                     | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    312000 | PA      | $308677.16    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128P7DN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       640 | PA      | $640.74       | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37537 | PA      | $37314.61     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPL 4.06%                     | FORD CREDIT FLOORPL 4.06%                     | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100013.16    | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.65%                     | GENERAL MOTORS FINL 5.65%                     | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86869.16     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140GVY66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102918 | PA      | $95701.17     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305289 | PA      | $293320.24    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. INC 4.85%                     | BROOKFIELD FIN. INC 4.85%                     | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304983.08    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL 4.30%                     | NATIONAL RURAL UTIL 4.30%                     | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106064.79    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208767 | PA      | $189584.08    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.566%                     | FREDDIE MAC MULTIF 1.566%                     | CUSIP: 3137F63Z8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $222200.88    | 0.01%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170925 | PA      | $169291.24    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A4SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96876 | PA      | $96152.39     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140LYA94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724089 | PA      | $627607.58    | 0.03%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4H22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2083 | PA      | $2168.49      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5JC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    224102 | PA      | $208238.05    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XTVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    182142 | PA      | $171233.19    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 31329JEH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     57208 | PA      | $57398.71     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XHD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38052 | PA      | $37024.69     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128P7L43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14401 | PA      | $14519.01     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128MJF70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11124 | PA      | $11625.31     | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    255965 | PA      | $252787.62    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.982%                     | FREDDIE MAC MULTIF 2.982%                     | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    197880 | PA      | $191866.86    | 0.01%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 3.261%                     | MORGAN STANLEY CAP 3.261%                     | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239753.28    | 0.01%             | 2052-07-15      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064217 | PA      | $983241.93    | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.00%                               | APPLE INC 4.00%                               | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502893.07    | 0.02%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILIT F2V                     | NATIONAL RURAL UTILIT F2V                     | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420605.60    | 0.02%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 2.30%                     | SHERWIN-WILLIAMS CO 2.30%                     | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $140404.65    | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $659151.21    | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128M6JC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24184 | PA      | $25105.17     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD D 5.70%                     | KONINKLIJKE AHOLD D 5.70%                     | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    116000 | PA      | $120436.39    | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 4.327%                       | EXXON MOBIL CORP 4.327%                       | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428550.30    | 0.02%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.80%                             | ORACLE CORP 2.80%                             | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6863.02      | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AV3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55037 | PA      | $54636.59     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36182YBL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245165 | PA      | $234340.61    | 0.01%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179302.70    | 0.01%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.50%                          | AMAZON.COM INC 2.50%                          | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123553.17    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133G64B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181981 | PA      | $172951.07    | 0.01%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1768193 | PA      | $1442876.31   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INV. ENTS. P 5.30%                     | PFIZER INV. ENTS. P 5.30%                     | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $773109.28    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FMC CORP 6.375%                               | FMC CORP 6.375%                               | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98737.98     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    611234 | PA      | $549955.34    | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC 2.30%                             | HUBBELL INC 2.30%                             | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134670.11    | 0.01%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620A6DF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68444 | PA      | $68106.95     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304552 | PA      | $301847.34    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WHBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92260 | PA      | $88720.76     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 3617G5AB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43570 | PA      | $42952.07     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140XCZN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694520 | PA      | $623038.23    | 0.03%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1489618.90   | 0.06%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CO 4.50%                     | OGLETHORPE POWER CO 4.50%                     | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253525.85    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS C 5.50%                     | NATIONAL FUEL GAS C 5.50%                     | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303169.32    | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31409FGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11223 | PA      | $11790.89     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36296R2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2237 | PA      | $2327.13      | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31414LVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14129 | PA      | $14885.58     | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M8Z80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166108 | PA      | $170316.57    | 0.01%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211645 | PA      | $199745.63    | 0.01%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407BWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21956 | PA      | $22492.46     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 2.85%                     | MARRIOTT INTL. INC/ 2.85%                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460117.03    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA L 3.10%                     | ENTERGY LOUISIANA L 3.10%                     | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228403.19    | 0.01%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| W R BERKLEY CORP 3.55%                        | W R BERKLEY CORP 3.55%                        | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141935.33    | 0.01%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    982996 | PA      | $830813.55    | 0.04%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3133KN3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    760635 | PA      | $699012.46    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034619.65   | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    803852 | PA      | $824577.06    | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCK INC 4.50%                               | MERCK INC 4.50%                               | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005425.52   | 0.04%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS IN 5.15%                     | ESTEE LAUDER COS IN 5.15%                     | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96794.16     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432669.33    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XLAY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161903 | PA      | $161315.35    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413JYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16600 | PA      | $17493.44     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31413Y2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3886 | PA      | $4029.94      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31414PZR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35487 | PA      | $36282.15     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.50%                       | GINNIE MAE I POOL 6.50%                       | CUSIP: 36295PMH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1393 | PA      | $1495.47      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 31296SQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18370 | PA      | $18644.77     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296TVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14683 | PA      | $15228.53     | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36241LEC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10326 | PA      | $10873.22     | 0.00%             | 2039-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620AFPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118043 | PA      | $117723.49    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53206 | PA      | $54054.00     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31419GBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67997 | PA      | $68140.54     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138EJRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       394 | PA      | $393.27       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36180NAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109487 | PA      | $100161.95    | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128MDUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34881 | PA      | $34421.87     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31405JDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9839 | PA      | $10090.72     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36241KQZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30205 | PA      | $31663.39     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WDAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259420 | PA      | $254953.43    | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138ENLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116111 | PA      | $115110.29    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53237 | PA      | $54815.32     | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128L7SX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15650 | PA      | $16355.30     | 0.00%             | 2038-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128M4Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12335 | PA      | $12848.87     | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418AHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38561 | PA      | $37279.87     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31402TWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60409 | PA      | $60450.82     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTE 2.75%                     | JAPAN BANK FOR INTE 2.75%                     | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1372800 | PA      | $1343221.54   | 0.06%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YYNA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211491 | PA      | $205401.47    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JVD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101876 | PA      | $94134.96     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140JNX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463460 | PA      | $442834.59    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28 1.844%                        | BANK 2020-BNK28 1.844%                        | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $442867.10    | 0.02%             | 2063-03-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140HGL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405765 | PA      | $345527.51    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140LTA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7989899 | PA      | $6894354.94   | 0.30%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 31296RQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20682 | PA      | $20834.89     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36291XSD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37913 | PA      | $38155.22     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSWF COMMER. MTGE. 5.752%                     | MSWF COMMER. MTGE. 5.752%                     | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $264935.68    | 0.01%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.30%                               | APPLE INC 4.30%                               | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303939.17    | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WFJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224701 | PA      | $216290.57    | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200767 | PA      | $190279.30    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 5.30%                       | CONOCOPHILLIPS CO 5.30%                       | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285979.49    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DQG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    426975 | PA      | $426649.34    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202EPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7702 | PA      | $7890.18      | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AAZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57150 | PA      | $57182.53     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3138EGP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25945 | PA      | $26995.59     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138X02X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974877 | PA      | $919050.59    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    562813 | PA      | $569346.77    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46317 | PA      | $47553.66     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320999 | PA      | $297799.78    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140FNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177915 | PA      | $171471.30    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36290QJN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9911 | PA      | $10099.97     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413ERH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26462 | PA      | $27419.77     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410DFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54463 | PA      | $57334.12     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31415RE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82145 | PA      | $85072.16     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462422.84    | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11 VAR                           | BANK 2018-BNK11 VAR                           | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198879.24    | 0.01%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296TW90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7842 | PA      | $8189.37      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31408AHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6698 | PA      | $7006.92      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HBJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181373 | PA      | $174163.44    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31412ESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6910 | PA      | $7085.31      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214943 | PA      | $217980.90    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP. 4.31%                     | MORGAN STANLEY CAP. 4.31%                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98931.85     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416S6Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12277 | PA      | $12227.36     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138ELGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59628 | PA      | $59071.68     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WCUU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329905 | PA      | $317999.81    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415397.60    | 0.02%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 4.25%                      | CENTERPOINT ENERGY 4.25%                      | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419071.34    | 0.02%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 201 4.15%                     | UNITED AIRLINES 201 4.15%                     | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317231 | PA      | $309512.80    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 5.45%                            | AES CORP/THE 5.45%                            | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358471.13    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/T 5.45%                     | TRAVELERS COS INC/T 5.45%                     | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200081.16    | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364480 | PA      | $335596.80    | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5EL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100883 | PA      | $97065.16     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131Y7U70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    521341 | PA      | $485009.58    | 0.02%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132ACSM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    207908 | PA      | $205327.00    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18 3.325%                        | BANK 2019-BNK18 3.325%                        | CUSIP: 065402BB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $192930.16    | 0.01%             | 2062-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1087439 | PA      | $1115031.45   | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132AD3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    227775 | PA      | $218778.54    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JVDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78892 | PA      | $72864.39     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNA FINL. CORP 5.50%                          | CNA FINL. CORP 5.50%                          | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207564.21    | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $214046.84    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP F2F                         | STATE STREET CORP F2F                         | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414384.08    | 0.02%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.125%                             | HUMANA INC 3.125%                             | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80905.92     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25%                         | CVS HEALTH CORP 3.25%                         | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183101.65    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QCKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190799 | PA      | $169599.28    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KHK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    273579 | PA      | $244738.80    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.20%                     | UNITED PARCEL SERV. 5.20%                     | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499837.39    | 0.02%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QDBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606167 | PA      | $538584.08    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133A25C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1356010 | PA      | $1212805.22   | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP 2.95%                       | RALPH LAUREN CORP 2.95%                       | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94437.35     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132D55F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    212319 | PA      | $204429.42    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 4.35%                     | BRISTOL-MYERS SQUIB 4.35%                     | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $923303.41    | 0.04%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ5Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    866045 | PA      | $709609.36    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X76N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458899 | PA      | $1193474.76   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKB81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    549495 | PA      | $469398.29    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KRUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283601 | PA      | $1050052.27   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133D3VP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    450658 | PA      | $376952.40    | 0.02%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 3.60%                     | ELEVANCE HEALTH INC 3.60%                     | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71586.03     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2026334 | PA      | $1557435.00   | 0.07%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XA2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545302 | PA      | $448218.54    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.10%                             | TRIMBLE INC 6.10%                             | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214996.39    | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.95%                          | ELI LILLY & CO 4.95%                          | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92297.54     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31403RPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19044 | PA      | $19108.64     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36292EBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5379 | PA      | $5577.00      | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPS. LP 6.50%                        | BOSTON PROPS. LP 6.50%                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539239.13    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO 4.90%                          | PHILLIPS 66 CO 4.90%                          | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175659.59    | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524506.03    | 0.02%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296XJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9671 | PA      | $9947.38      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.50%                     | FREDDIE MAC GOLD PO 4.50%                     | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38745 | PA      | $38985.29     | 0.00%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128L0WW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93463 | PA      | $97000.78     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31409DY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50730 | PA      | $53294.82     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179MLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66054 | PA      | $67762.62     | 0.00%             | 2042-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.50%                     | FREDDIE MAC GOLD PO 4.50%                     | CUSIP: 3128MDH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       165 | PA      | $165.14       | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31371NV69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3173 | PA      | $3169.95      | 0.00%             | 2028-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417GAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327125 | PA      | $300772.10    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138Y3MM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174826 | PA      | $164355.80    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE 4.20%                       | ALLSTATE CORP/THE 4.20%                       | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83847.42     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.50%                                | AT&T INC 4.50%                                | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    574000 | PA      | $486539.69    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WJLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90379 | PA      | $85572.37     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN 3.287%                     | MITSUBISHI UFJ FIN 3.287%                     | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    378000 | PA      | $373288.54    | 0.02%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMER. 3.465%                      | CITIGROUP COMMER. 3.465%                      | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $243516.50    | 0.01%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346204 | PA      | $322857.54    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 4.03%                     | NORTHROP GRUMMAN CO 4.03%                     | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    252000 | PA      | $205326.71    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326858.41    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75%                               | APPLE INC 3.75%                               | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20191.47     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CO 3.75%                     | GENERAL DYNAMICS CO 3.75%                     | CUSIP: 369550BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $245451.36    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188664 | PA      | $190535.24    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL VAR                      | CITIGROUP COMMERCIAL VAR                      | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199025.52    | 0.01%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418C5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109363 | PA      | $106292.65    | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HLDGS. IN 5.00%                     | EQUITABLE HLDGS. IN 5.00%                     | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    136000 | PA      | $124919.16    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6.25%                      | ENERGY TRANSFER LP 6.25%                      | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403764.16    | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERN 5.20%                     | CROWN CASTLE INTERN 5.20%                     | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322122.78    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.542%                     | FREDDIE MAC MULTIF 3.542%                     | CUSIP: 3137FLYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $93744.98     | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5BD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    231799 | PA      | $218500.65    | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y2WJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47096 | PA      | $45254.13     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132ACYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    131347 | PA      | $126116.27    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132AARQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    395602 | PA      | $371912.22    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XVEE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    253193 | PA      | $228812.14    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA 3.306%                     | BANCO SANTANDER SA 3.306%                     | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1354719.16   | 0.06%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. B 3.16%                     | PANAMA GOV. INTL. B 3.16%                     | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     33100 | PA      | $30788.63     | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19 3.183%                        | BANK 2019-BNK19 3.183%                        | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $283396.08    | 0.01%             | 2061-08-15      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYSV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59611 | PA      | $54324.28     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 2.92%                          | HALLIBURTON CO 2.92%                          | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282369.43    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6SP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488487 | PA      | $436987.97    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPER 5.625%                     | DCP MIDSTREAM OPER 5.625%                     | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306431.80    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    398898 | PA      | $339638.27    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC 5.125%                         | BANKUNITED INC 5.125%                         | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100460.66    | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140X7AL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259650 | PA      | $247062.50    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE IN 3.25%                     | OMEGA HEALTHCARE IN 3.25%                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264691.79    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AGILENT TECHS. INC 2.30%                      | AGILENT TECHS. INC 2.30%                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269264.81    | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699948 | PA      | $1387567.99   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINL. 3.75%                     | RAYMOND JAMES FINL. 3.75%                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75042.54     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128K9AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19768 | PA      | $20242.23     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31414MDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59945 | PA      | $60274.19     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.75%                             | PROLOGIS LP 4.75%                             | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302598.35    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.55%                            | COMCAST CORP 4.55%                            | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303892.88    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.50%                                 | HCA INC 5.50%                                 | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519469.70    | 0.02%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.15%                               | APPLE INC 4.15%                               | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404297.53    | 0.02%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.75%                     | UNITEDHEALTH GRP. I 4.75%                     | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    281000 | PA      | $255620.63    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390784 | PA      | $362972.77    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199442.14    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.05%                          | LOWE S COS INC 4.05%                          | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     94000 | PA      | $75671.39     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105316.27    | 0.00%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. B 4.50%                     | PANAMA GOV. INTL. B 4.50%                     | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $192500.00    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES 5.75%                      | TRANE TECHNOLOGIES 5.75%                      | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158313.32    | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66971 | PA      | $64570.73     | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMCC CMS JP7 A5 3.454%                       | JPMCC CMS JP7 A5 3.454%                       | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98160.52     | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTGE. 3.431%                      | CD 2017-CD5 MTGE. 3.431%                      | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245577.10    | 0.01%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS MTGE. SECS. TST. 3.43%                     | GS MTGE. SECS. TST. 3.43%                     | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244773.50    | 0.01%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.45%                         | MCDONALD S CORP 4.45%                         | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    112000 | PA      | $96603.38     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOV. INTL. 5.10%                      | URUGUAY GOV. INTL. 5.10%                      | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    750000 | PA      | $709125.00    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WDYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237714 | PA      | $216442.72    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.60%                     | MEXICO GOV. INTL. B 4.60%                     | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $400250.00    | 0.02%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. 4.80%                      | GOLDMAN SACHS GRP. 4.80%                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324973.62    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL. GRP. 4.50%                     | AMERICAN INTL. GRP. 4.50%                     | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8026.84      | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179QYS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187060 | PA      | $174806.72    | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410KW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36163 | PA      | $37009.59     | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202FDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73947 | PA      | $76448.85     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49362 | PA      | $50639.36     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 5.40%                      | HOME DEPOT INC/THE 5.40%                      | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    680000 | PA      | $701237.50    | 0.03%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168454 | PA      | $160670.31    | 0.01%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER 5.625%                     | KINDER MORGAN ENER 5.625%                     | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308563.32    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTR 4.10%                     | SOUTHWESTERN ELECTR 4.10%                     | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249196.55    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAK STP                     | WESTINGHOUSE AIR BRAK STP                     | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253484.29    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 5.875%                          | CITIGROUP INC 5.875%                          | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31805.09     | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202F4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142611 | PA      | $135152.81    | 0.01%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 3.95%                      | PUBLIC SERV. ELEC. 3.95%                      | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42032.32     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.50%                      | BERKSHIRE HATHAWAY 4.50%                      | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242157.48    | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP/THE 4.50%                       | ALLSTATE CORP/THE 4.50%                       | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39886.89     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4.30%                              | PFIZER INC 4.30%                              | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87881.55     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138X5SH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306680 | PA      | $289181.04    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296DD54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33118 | PA      | $34690.70     | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36178NF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56975 | PA      | $52216.93     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL. IN 5.20%                     | PRUDENTIAL FINL. IN 5.20%                     | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411167.08    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 5.60%                         | XCEL ENERGY INC 5.60%                         | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207327.49    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEA 4.50%                     | VOLKSWAGEN AUTO LEA 4.50%                     | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50487.42     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 4.23%                     | JOHN DEERE OWNER TS 4.23%                     | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100549.44    | 0.00%             | 2029-09-17      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FREMF 2025-K760 MTGE. VAR                     | FREMF 2025-K760 MTGE. VAR                     | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $101736.36    | 0.00%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ENT. G 4.90%                     | PUBLIC SERV. ENT. G 4.90%                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715510.36    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV F2F                              | ING GROEP NV F2F                              | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207476.10    | 0.01%             | 2036-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC 6.25%                       | BROWN & BROWN INC 6.25%                       | CUSIP: 115236AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $210455.13    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP. P F2V                     | LLOYDS BANKING GRP. P F2V                     | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $314911.14    | 0.01%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: —       |
| CITIBANK CREDIT CAR 4.49%                     | CITIBANK CREDIT CAR 4.49%                     | CUSIP: 17305EHB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101687.50    | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN. USA 5.875%                     | RIO TINTO FIN. USA 5.875%                     | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312526.53    | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140Y6JE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584390 | PA      | $605038.56    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD 5.33%                      | HONDA MOTOR CO LTD 5.33%                      | CUSIP: 438127AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203783.52    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| EOG RES. INC 5.95%                            | EOG RES. INC 5.95%                            | CUSIP: 26875PBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157039.84    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.40%                     | VERIZON MASTER TRUS 4.40%                     | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101166.69    | 0.00%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49 VAR                           | BANK 2025-BNK49 VAR                           | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $211755.16    | 0.01%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.875%                     | EUROPEAN INV. BANK 3.875%                     | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502768.48    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.45%                               | ONEOK INC 5.45%                               | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92260.47     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSH F2V                     | FIRST CITIZENS BANCSH F2V                     | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101307.20    | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV F2F                              | ING GROEP NV F2F                              | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $709279.04    | 0.03%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661003 | PA      | $667900.52    | 0.03%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140W1XZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978360 | PA      | $998579.51    | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG. LUX S 5.50%                     | JBS USA HLDG. LUX S 5.50%                     | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $408484.00    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC 4.15%                           | AEP TEXAS INC 4.15%                           | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156205.92    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC 3.80%                            | AVANGRID INC 3.80%                            | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196340.85    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    249001 | PA      | $234089.14    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XLT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115532 | PA      | $106261.24    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XXYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    359755 | PA      | $335977.58    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132AA3N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    380909 | PA      | $344545.59    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132A2UQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17128 | PA      | $17562.07     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.30%                      | ENERGY TRANSFER LP 5.30%                      | CUSIP: 86765BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13738.82     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 5.15%                      | BERKSHIRE HATHAWAY 5.15%                      | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291559.40    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING COR 3.35%                     | WESTPAC BANKING COR 3.35%                     | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $496474.61    | 0.02%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195962 | PA      | $187318.57    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5.00%                       | GENERAL MOTORS CO 5.00%                       | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230872.75    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95977 | PA      | $92213.96     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 4.625%                         | AIR LEASE CORP 4.625%                         | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    651000 | PA      | $654002.37    | 0.03%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 4.50%                      | HOME DEPOT INC/THE 4.50%                      | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351547.55    | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131Y1M72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    113565 | PA      | $112131.83    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5J22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     91578 | PA      | $90277.70     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XLGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    257262 | PA      | $236535.66    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     86545 | PA      | $86566.53     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.375%                           | STRYKER CORP 4.375%                           | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175227.46    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 4.30%                         | CATERPILLAR INC 4.30%                         | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    235000 | PA      | $208368.33    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 4.55%                     | SHERWIN-WILLIAMS CO 4.55%                     | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26199.62     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418BYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106576 | PA      | $102531.46    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 3.875%                      | PANAMA GOV. INTL. 3.875%                      | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    564900 | PA      | $554110.41    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.444%                     | FREDDIE MAC MULTIF 3.444%                     | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $148479.56    | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 2.875%                     | KREDITANSTALT FUER 2.875%                     | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1215000 | PA      | $1192631.85   | 0.05%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY 3.65%                      | MIDAMERICAN ENERGY 3.65%                      | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228825.11    | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 3.50%                        | ERP OPERATING LP 3.50%                        | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494075.43    | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190983 | PA      | $188099.13    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS 5.419%                      | DUPONT DE NEMOURS 5.419%                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296593.90    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED EDISON 4.65%                     | CONSOLIDATED EDISON 4.65%                     | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88544.07     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.505%                     | FREDDIE MAC MULTIF 3.505%                     | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $147926.18    | 0.01%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XJR87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    244022 | PA      | $231384.74    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO 4.10%                       | TAMPA ELECTRIC CO 4.10%                       | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42556.37     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4672265.60   | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232359 | PA      | $237962.77    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 5.375%                             | SYSCO CORP 5.375%                             | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257185.44    | 0.01%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.65%                     | FLORIDA POWER & LIG 5.65%                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $355752.86    | 0.02%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138EMZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35381 | PA      | $35036.73     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC 4.60%                         | WW GRAINGER INC 4.60%                         | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90319.38     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC 5.25%                            | BARCLAYS PLC 5.25%                            | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    144000 | PA      | $138546.68    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418EJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146027 | PA      | $142742.98    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMS. INC/O 4.55%                     | ROGERS COMMS. INC/O 4.55%                     | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $414464.76    | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 5.35%                     | NORFOLK SOUTHERN CO 5.35%                     | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98473.77     | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOB 6.00%                     | AMERICREDIT AUTOMOB 6.00%                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51471.26     | 0.00%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3029132 | PA      | $2737449.13   | 0.12%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISION 5.213%                     | TELEFONICA EMISION 5.213%                     | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    570000 | PA      | $512364.62    | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    317476 | PA      | $328231.30    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133C9KN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    628761 | PA      | $636266.01    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QSV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236447 | PA      | $248519.54    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBA 5.50%                     | COOPERATIEVE RABOBA 5.50%                     | CUSIP: 21688AAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $507881.47    | 0.02%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 6.875%                      | PANAMA GOV. INTL. 6.875%                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $530950.00    | 0.02%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| J M SMUCKER CO/THE 6.50%                      | J M SMUCKER CO/THE 6.50%                      | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110333.44    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS I 6.40%                     | QUEST DIAGNOSTICS I 6.40%                     | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221909.03    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 6.40%                     | BRISTOL-MYERS SQUIB 6.40%                     | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331243.76    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3101367.20   | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5070898.45   | 0.22%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.00%                      | UNITED STATES TSY. 1.00%                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4648632.80   | 0.20%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6053906.25   | 0.26%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XMXW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284029 | PA      | $291837.34    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.30%                              | PACIFICORP 5.30%                              | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414681.36    | 0.02%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.50%                        | T-MOBILE USA INC 5.50%                        | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483440.25    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140XNLR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340635 | PA      | $1179426.29   | 0.05%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND EL 4.15%                     | OKLAHOMA GAS AND EL 4.15%                     | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164021.61    | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 3.45%                     | SHERWIN-WILLIAMS CO 3.45%                     | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203052.64    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    350000 | PA      | $352336.50    | 0.02%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323884 | PA      | $331787.25    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC 3.45%                      | ANALOG DEVICES INC 3.45%                      | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495995.11    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0KR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    358496 | PA      | $373750.41    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFA 5.00%                     | SABINE PASS LIQUEFA 5.00%                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    268000 | PA      | $269620.54    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105104 | PA      | $100139.61    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QRV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242016 | PA      | $252144.07    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XMPY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092585 | PA      | $1132258.04   | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 6.55%                            | AUTOZONE INC 6.55%                            | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334900.03    | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 5.30%                     | AERCAP IRELAND CAP. 5.30%                     | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204562.10    | 0.01%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAP. CO 6.95%                     | MAIN STREET CAP. CO 6.95%                     | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104879.29    | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201995.92    | 0.01%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4656054.70   | 0.20%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4716601.55   | 0.20%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.20%                              | INTUIT INC 5.20%                              | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313632.32    | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XMKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750202 | PA      | $751041.54    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPI 2.95%                     | AMERICAN WATER CAPI 2.95%                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980873.91    | 0.04%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNAT 3.812%                     | HONEYWELL INTERNAT 3.812%                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    425000 | PA      | $334114.17    | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4791015.60   | 0.21%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREAS 2.50%                     | UNITED STATES TREAS 2.50%                     | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4915625.00   | 0.21%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0NH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    514080 | PA      | $524702.82    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249266 | PA      | $256741.66    | 0.01%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4867578.10   | 0.21%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3211171.88   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 4.875%                        | CMS ENERGY CORP 4.875%                        | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453108.22    | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INST 4.678%                     | MASSACHUSETTS INST 4.678%                     | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12786.55     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026791.63   | 0.04%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP 6.20%                       | ATMOS ENERGY CORP 6.20%                       | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219980.20    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 5.96%                     | CARMAX AUTO OWNER T 5.96%                     | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51626.79     | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $767199.44    | 0.03%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 5.45%                     | SANTANDER DRIVE AUT 5.45%                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50673.47     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 2.30%                     | PROCTER & GAMBLE CO 2.30%                     | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181843.12    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| GATX CORP 5.20%                               | GATX CORP 5.20%                               | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33304.81     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC 5.25%                         | HSBC HLDGS. PLC 5.25%                         | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195153.28    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    272630 | PA      | $261137.99    | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    853839 | PA      | $849627.46    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4921875.00   | 0.21%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.875%                     | UNITED STATES TSY. 4.875%                     | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5178125.00   | 0.22%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140NL4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784156 | PA      | $793879.11    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 5.90%                     | AMERICAN TOWER CORP 5.90%                     | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321557.30    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62073 | PA      | $61264.15     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERV 4.20%                     | ARIZONA PUBLIC SERV 4.20%                     | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81257.26     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 4.45%                     | CONSOLIDATED EDISON 4.45%                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88132.84     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620A2XC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88336 | PA      | $88260.23     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522847.64    | 0.02%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIF 7.40%                     | F&G ANNUITIES & LIF 7.40%                     | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104963.78    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 4.95%                        | WELLTOWER OP LLC 4.95%                        | CUSIP: 95040QAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93841.07     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KOREA INTERNATIONAL 3.50%                     | KOREA INTERNATIONAL 3.50%                     | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $494340.32    | 0.02%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637008 | PA      | $645287.89    | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC 6.40%                     | KIMCO REALTY OP LLC 6.40%                     | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221344.55    | 0.01%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO 4.80%                     | EASTMAN CHEMICAL CO 4.80%                     | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176081.12    | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 4.65%                      | VIRGINIA ELEC. AND 4.65%                      | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135905.15    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.718%                     | FREDDIE MAC MULTIF 3.718%                     | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97929.62     | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140J92W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91999 | PA      | $90698.27     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4663671.90   | 0.20%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.75%                      | UNITED STATES TSY. 1.75%                      | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4704101.55   | 0.20%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.80%                     | GILEAD SCIENCES INC 4.80%                     | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172798.18    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M5XV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10396 | PA      | $10924.85     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $101931.65    | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.15%                        | T-MOBILE USA INC 5.15%                        | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511487.56    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XYV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116093 | PA      | $108108.47    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5FS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    153721 | PA      | $138918.88    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202EWC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13783 | PA      | $14132.96     | 0.00%             | 2038-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296WXE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68019 | PA      | $70164.73     | 0.00%             | 2039-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 5.30%                        | MICRON TECH. INC 5.30%                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206958.84    | 0.01%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANAD 5.15%                     | ROYAL BANK OF CANAD 5.15%                     | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208360.80    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JQN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    129384 | PA      | $121988.25    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329JQ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73201 | PA      | $70649.54     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING 9.25%                      | PIEDMONT OPERATING 9.25%                      | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111039.48    | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMS. INC 4.50%                       | ROGERS COMMS. INC 4.50%                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $348237.34    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.50%                     | SOUTHERN CALIFORNIA 5.50%                     | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146925.65    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31414J4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21038 | PA      | $21600.53     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140M5P82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856632 | PA      | $853443.91    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL. 5.25%                     | PHILIP MORRIS INTL. 5.25%                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825896.62    | 0.04%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XJ5L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    363391 | PA      | $344122.55    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y25E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140814 | PA      | $135227.70    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 6.00%                         | NEVADA POWER CO 6.00%                         | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208053.85    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL 6.092%                      | CANADIAN IMPERIAL 6.092%                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $326443.52    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| APPLIED MATS. INC 5.85%                       | APPLIED MATS. INC 5.85%                       | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106884.26    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUT 4.70%                     | CALIFORNIA INSTITUT 4.70%                     | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91351.92     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.05%                              | KENVUE INC 5.05%                              | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185972.45    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418EUN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112284 | PA      | $116019.97    | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC 6.60%                        | RYDER SYSTEM INC 6.60%                        | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111998.16    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINL. SERVIC F2F                     | DISCOVER FINL. SERVIC F2F                     | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354699.28    | 0.02%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECI 6.125%                     | SIXTH STREET SPECI 6.125%                     | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103045.68    | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL BANK 4.00%                      | INTERNATIONAL BANK 4.00%                      | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $504696.79    | 0.02%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDS. INC 5.85%                        | MOHAWK INDS. INC 5.85%                        | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104478.60    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAP. PLC 5.625%                        | DIAGEO CAP. PLC 5.625%                        | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $531774.07    | 0.02%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 4.90%                              | KENVUE INC 4.90%                              | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203311.58    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 7.00%                        | FREDDIE MAC POOL 7.00%                        | CUSIP: 3133CDHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    364641 | PA      | $386258.24    | 0.02%             | 2053-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 4.989%                     | BP CAP. MKTS. AMER 4.989%                     | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509904.71    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 5.25%                     | GILEAD SCIENCES INC 5.25%                     | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048711.41   | 0.05%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOB 5.84%                     | AMERICREDIT AUTOMOB 5.84%                     | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51010.80     | 0.00%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATO 7.25%                     | HORACE MANN EDUCATO 7.25%                     | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160680.17    | 0.01%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.10%                              | KENVUE INC 5.10%                              | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192922.82    | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333327.81    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. INT 3.70%                     | PHILIPPINE GOV. INT 3.70%                     | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $418322.39    | 0.02%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38245 | PA      | $36249.76     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE UN 4.674%                     | TRUSTEES OF THE UN 4.674%                     | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84366.48     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNI 3.75%                      | SOUTHERN CALIFORNI 3.75%                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200718.49    | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $453181.11    | 0.02%             | 2034-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448470.59    | 0.02%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4931054.70   | 0.21%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.25%                      | UNITED STATES TSY. 3.25%                      | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4925195.30   | 0.21%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO 4.20%                     | PROVINCE OF ONTARIO 4.20%                     | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   1000000 | PA      | $1012780.53   | 0.04%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81119 | PA      | $80974.32     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECH. INC 5.75%                       | MARVELL TECH. INC 5.75%                       | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312971.97    | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133KQWW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    465214 | PA      | $474880.96    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 4.30%                     | AMERICAN WATER CAP. 4.30%                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65600.70     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP 4.15%                       | ATMOS ENERGY CORP 4.15%                       | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214197.99    | 0.01%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1101924.89   | 0.05%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP 6.40%                      | ENERGY TRANSFER LP 6.40%                      | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433526.39    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.85%                               | APPLE INC 3.85%                               | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    305000 | PA      | $260269.88    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.75%                          | HALLIBURTON CO 4.75%                          | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13424.08     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. SECURITIZ 6.09%                     | DTE ELEC. SECURITIZ 6.09%                     | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32443.71     | 0.00%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4719531.25   | 0.20%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4691601.55   | 0.20%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CO 2.90%                     | UNILEVER CAPITAL CO 2.90%                     | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    326000 | PA      | $321297.92    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVI 3.15%                     | PNC FINANCIAL SERVI 3.15%                     | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449034.00    | 0.02%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 5.25%                        | PARAMOUNT GLOBAL 5.25%                        | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24652.63     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $3111367.16   | 0.13%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4435937.50   | 0.19%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418631 | PA      | $388606.40    | 0.02%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287380 | PA      | $267228.95    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3389941.42   | 0.15%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4648242.20   | 0.20%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.70%                                 | MPLX LP 4.70%                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334921.03    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63902 | PA      | $61142.90     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                     | UNITED STATES TSY. 1.625%                     | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4452148.45   | 0.19%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3860156.28   | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.80%                                 | MPLX LP 4.80%                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304174.53    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES L 4.50%                     | BOSTON PROPERTIES L 4.50%                     | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99931.90     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP 4.75%                        | KILROY REALTY LP 4.75%                        | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112653.30    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5DW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    159324 | PA      | $143721.17    | 0.01%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4655273.45   | 0.20%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2223046.86   | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    414090 | PA      | $374216.19    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227056 | PA      | $206148.47    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.25%                      | UNITED STATES TSY. 3.25%                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2520234.36   | 0.11%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.625%                     | UNITED STATES TSY. 2.625%                     | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4917187.50   | 0.21%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238901 | PA      | $229526.63    | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 4.75%                     | ABBOTT LABORATORIES 4.75%                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95457.74     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.25%                      | UNITED STATES TSY. 3.25%                      | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4967578.10   | 0.22%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCHOOL 5.00%                     | STATE PUBLIC SCHOOL 5.00%                     | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    193000 | PA      | $196769.00    | 0.01%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4710351.55   | 0.20%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.75%                      | UNITED STATES TSY. 1.75%                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $3731835.91   | 0.16%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4863476.55   | 0.21%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4327734.40   | 0.19%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4700781.25   | 0.20%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $2778369.15   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPIT 4.368%                     | NYU LANGONE HOSPIT 4.368%                     | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173159.96    | 0.01%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO 3.95%                      | CHURCH & DWIGHT CO 3.95%                      | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79961.25     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3515156.28   | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 3.418%                     | WELLS FARGO COMMER 3.418%                     | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244508.55    | 0.01%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE C 4.08%                     | BAKER HUGHES A GE C 4.08%                     | CUSIP: 05723KAF7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88698.53     | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.45%                              | ZOETIS INC 4.45%                              | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34622.55     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58792 | PA      | $57748.34     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172641 | PA      | $170679.20    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.75%                                | CSX CORP 4.75%                                | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180916.29    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140JANW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208179 | PA      | $210128.67    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110396 | PA      | $98192.18     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89214 | PA      | $84372.51     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329PHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128147 | PA      | $123143.05    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5FG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    245181 | PA      | $221724.65    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     85946 | PA      | $84878.86     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.30%                      | BERKSHIRE HATHAWAY 4.30%                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270593.88    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 4.75%                     | NORTHROP GRUMMAN CO 4.75%                     | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231417.01    | 0.01%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302095 | PA      | $277419.43    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP 4.50%                       | BROWN-FORMAN CORP 4.50%                       | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176874.09    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.125%                        | CVS HEALTH CORP 5.125%                        | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1167385.26   | 0.05%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.40%                      | ENERGY TRANSFER LP 4.40%                      | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90305.53     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.45%                         | MCDONALD S CORP 4.45%                         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173132.25    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.20%                               | APPLE INC 3.20%                               | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199338.41    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.75%                        | T-MOBILE USA INC 4.75%                        | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1067604.69   | 0.05%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69403.20     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13 VAR                           | BANK 2018-BNK13 VAR                           | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99676.25     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138443 | PA      | $132267.51    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 4.30%                     | SOUTHERN CALIFORNIA 4.30%                     | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103870.45    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67905 | PA      | $64867.65     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 3.61%                         | FANNIE MAE-ACES 3.61%                         | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    129870 | PA      | $126311.27    | 0.01%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 4.25%                     | INTERNATIONAL BUSIN 4.25%                     | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247886.72    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MGT. INC 4.15%                          | WASTE MGT. INC 4.15%                          | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167143.92    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XYHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    137330 | PA      | $127700.39    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131XG3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    123545 | PA      | $122856.72    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WNWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    259821 | PA      | $259229.57    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131WRET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134334 | PA      | $131316.29    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. IN 6.375%                     | PHILIPPINE GOV. IN 6.375%                     | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $563558.64    | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN I 5.85%                     | REYNOLDS AMERICAN I 5.85%                     | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    795000 | PA      | $787822.95    | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277085 | PA      | $258189.93    | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111669 | PA      | $107253.69    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCI 3.75%                     | CAPITAL ONE FINANCI 3.75%                     | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248614.60    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100968 | PA      | $92963.00     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     85084 | PA      | $83583.84     | 0.00%             | 2026-12-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK ME 3.25%                     | BANK OF NEW YORK ME 3.25%                     | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495523.67    | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5.40%                       | GENERAL MOTORS CO 5.40%                       | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    267000 | PA      | $243456.72    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40977 | PA      | $40318.47     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $484505.59    | 0.02%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185361 | PA      | $183942.25    | 0.01%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10 3.688%                        | BANK 2018-BNK10 3.688%                        | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197405.30    | 0.01%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58331 | PA      | $57582.11     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146853 | PA      | $145275.41    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 MORTGA 4.279%                     | CD 2018-CD7 MORTGA 4.279%                     | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198558.98    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $99285.42     | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE 3.90%                     | O REILLY AUTOMOTIVE 3.90%                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494517.40    | 0.02%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A46H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    157285 | PA      | $149528.99    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XVRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    664399 | PA      | $620904.74    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31416M6U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99308 | PA      | $97731.74     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64845 | PA      | $66762.06     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 7.55%                     | ENTERPRISE PRODS. O 7.55%                     | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $618149.03    | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86111 | PA      | $88186.39     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB 6.625%                     | GRUPO TELEVISA SAB 6.625%                     | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $275630.44    | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER COR 6.75%                     | SOUTHERN COPPER COR 6.75%                     | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $102168.54    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS 5.125%                     | BAKER HUGHES HLDGS 5.125%                     | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98085.82     | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31419JTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       544 | PA      | $542.68       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERUVIAN GOV. INTL 5.625%                     | PERUVIAN GOV. INTL 5.625%                     | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $589500.00    | 0.03%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138APTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125944 | PA      | $122569.48    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS 5.00%                     | KONINKLIJKE PHILIPS 5.00%                     | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93984.75     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138LQZS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170790 | PA      | $157244.90    | 0.01%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTL. FIN. B 3.625%                     | SHELL INTL. FIN. B 3.625%                     | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $186390.45    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.803%                        | CATERPILLAR INC 3.803%                        | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $156260.65    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 5.875%                            | PHILLIPS 66 5.875%                            | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143598.66    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.125%                     | PHILIP MORRIS INTL 4.125%                     | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    591000 | PA      | $505174.85    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.10%                            | STRYKER CORP 4.10%                            | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42629.93     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXPORT DEV. CANADA 4.125%                     | EXPORT DEV. CANADA 4.125%                     | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1013234.89   | 0.04%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.00%                           | KROGER CO/THE 5.00%                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806791.74    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL F2F                          | BANK OF MONTREAL F2F                          | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304100.97    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UBER TECHS. INC 5.35%                         | UBER TECHS. INC 5.35%                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242557.23    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.90%                     | GENERAL MOTORS FINL 5.90%                     | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515871.40    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 6.096%                     | WELLS FARGO COMMER 6.096%                     | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $265181.13    | 0.01%             | 2058-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.71%                     | VERIZON MASTER TRUS 4.71%                     | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101691.21    | 0.00%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185290 | PA      | $187210.56    | 0.01%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433986 | PA      | $438510.59    | 0.02%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.875%                       | T-MOBILE USA INC 5.875%                       | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306439.16    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DTU57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1876010 | PA      | $1940933.48   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 3.89%                     | HYUNDAI AUTO RECEIV 3.89%                     | CUSIP: 44935JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49874.26     | 0.00%             | 2032-01-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.70%                                | AT&T INC 5.70%                                | CUSIP: 00206RNE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $395346.10    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CA 6.375%                     | GLAXOSMITHKLINE CA 6.375%                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    274000 | PA      | $308048.28    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELI 7.50%                     | ONCOR ELECTRIC DELI 7.50%                     | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $177106.90    | 0.01%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 8.125%                          | CITIGROUP INC 8.125%                          | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    332000 | PA      | $425628.74    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41432 | PA      | $42430.74     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31419CAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264838 | PA      | $258725.90    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105243 | PA      | $106686.32    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90556 | PA      | $85829.50     | 0.00%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE U 4.75%                     | RIO TINTO FINANCE U 4.75%                     | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $140290.26    | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUE 4.877%                     | VIRGINIA POWER FUE 4.877%                     | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102309.54    | 0.00%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.875%                     | PHILIP MORRIS INTL 4.875%                     | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612878.43    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAP. COR 4.40%                     | JOHN DEERE CAP. COR 4.40%                     | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302039.17    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1204648 | PA      | $1215068.90   | 0.05%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 4.40%                     | FORD CREDIT AUTO OW 4.40%                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25045.79     | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1363202 | PA      | $1322819.33   | 0.06%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECH. FIN. 6.10%                     | BLUE OWL TECH. FIN. 6.10%                     | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202571.44    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GM FINL. CONSUMER A 4.62%                     | GM FINL. CONSUMER A 4.62%                     | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101123.96    | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 5.80%                        | MICRON TECH. INC 5.80%                        | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105203.77    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523792.46    | 0.02%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1549096.26   | 0.07%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| KOREA DEV. BANK/TH 4.875%                     | KOREA DEV. BANK/TH 4.875%                     | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $206889.48    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM FINL. AUTOMOBILE 4.66%                     | GM FINL. AUTOMOBILE 4.66%                     | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50448.44     | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| VICI PROPS. LP 5.625%                         | VICI PROPS. LP 5.625%                         | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204781.97    | 0.01%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316518.04    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    951289 | PA      | $949882.53    | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP 6.593%                     | AMERICAN WATER CAP 6.593%                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118763.55    | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| CISCO SYS. INC 5.90%                          | CISCO SYS. INC 5.90%                          | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217245.92    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.96%                     | FLORIDA POWER & LIG 5.96%                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270254.40    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36241KX37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13748 | PA      | $14485.06     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. 6.25%                      | GOLDMAN SACHS GRP. 6.25%                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    192000 | PA      | $210920.13    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138A5TQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48039 | PA      | $46821.58     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 5.85%                      | CENTERPOINT ENERGY 5.85%                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51481.76     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNION ELEC. 3.90%                             | UNION ELEC. 3.90%                             | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41423.48     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138EJP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278074 | PA      | $270968.48    | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 5.15%                     | BURLINGTON NORTHERN 5.15%                     | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $275326.13    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC 5.85%                          | GLOBE LIFE INC 5.85%                          | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157269.59    | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOT 4.31%                     | HARLEY-DAVIDSON MOT 4.31%                     | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50184.16     | 0.00%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP. TST. 202 4.03%                     | CNH EQUIP. TST. 202 4.03%                     | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50101.99     | 0.00%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 5.30%                               | ADOBE INC 5.30%                               | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211619.11    | 0.01%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ AUTO 4.78%                      | MERCEDES-BENZ AUTO 4.78%                      | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50665.82     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LE 4.72%                     | FORD CREDIT AUTO LE 4.72%                     | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100995.25    | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.25%                             | ORACLE CORP 5.25%                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927852.08    | 0.04%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US 5.45%                      | JANUS HENDERSON US 5.45%                      | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30327.49     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632414.85    | 0.03%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC 5.25%                     | DOMINION ENERGY INC 5.25%                     | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256673.68    | 0.01%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5.875%                     | MARSH & MCLENNAN C 5.875%                     | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108133.56    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 5.95%                       | SUNCOR ENERGY INC 5.95%                       | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52645.49     | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 6.50%                     | INTERNATIONAL BUSIN 6.50%                     | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    226000 | PA      | $238041.82    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN IN 6.125%                     | RIO TINTO ALCAN IN 6.125%                     | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109776.65    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 6.00%                     | SOUTHERN CALIFORNIA 6.00%                     | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104705.93    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODS. 6.875%                      | ENTERPRISE PRODS. 6.875%                      | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56690.13     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 6.375%                            | METLIFE INC 6.375%                            | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    485000 | PA      | $541049.71    | 0.02%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL R 6.25%                     | CANADIAN NATIONAL R 6.25%                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16649.21     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31415BH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6623 | PA      | $6861.94      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 7.00%                     | DOMINION ENERGY INC 7.00%                     | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22762.93     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE L 7.30%                     | TIME WARNER CABLE L 7.30%                     | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $655614.68    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 7.45%                          | HALLIBURTON CO 7.45%                          | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $190571.90    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 7.20%                              | PFIZER INC 7.20%                              | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    311000 | PA      | $373492.83    | 0.02%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90105 | PA      | $90628.33     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18972 | PA      | $19083.99     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FGW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55021 | PA      | $55346.89     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER 6.375%                     | KINDER MORGAN ENER 6.375%                     | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37383.96     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129280 | PA      | $122439.27    | 0.01%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER 6.00%                     | INTERNATIONAL PAPER 6.00%                     | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364523.92    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTS. 18 CORP 4.125%                     | TWDC ENTS. 18 CORP 4.125%                     | CUSIP: 25468PCR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $91699.99     | 0.00%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.40%                      | BERKSHIRE HATHAWAY 4.40%                      | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93434.58     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 4.05%                     | DOMINION ENERGY INC 4.05%                     | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82316.81     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 4.50%                         | ALTRIA GRP. INC 4.50%                         | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    410000 | PA      | $353581.66    | 0.02%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 4.07%                     | LOCKHEED MARTIN COR 4.07%                     | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    168000 | PA      | $145016.84    | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.75%                      | INTERNATIONAL BANK 4.75%                      | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $26073.66     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC 5.75%                     | RIO TINTO ALCAN INC 5.75%                     | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106956.71    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.625%                            | EXELON CORP 5.625%                            | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78198.22     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10731 | PA      | $11017.73     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 5.95%                     | DOMINION ENERGY INC 5.95%                     | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532163.18    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.35%                     | SOUTHERN CALIFORNIA 5.35%                     | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400680.34    | 0.02%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4035 | PA      | $4240.39      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS COR 5.50%                     | THOMSON REUTERS COR 5.50%                     | CUSIP: 884903AY1<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153229.16    | 0.01%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407CJ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28958 | PA      | $29618.49     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA 6.12%                     | DUKE ENERGY INDIANA 6.12%                     | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546332.85    | 0.02%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER COR 7.50%                     | SOUTHERN COPPER COR 7.50%                     | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354966.60    | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY 5.375%                      | REPUBLIC OF ITALY 5.375%                      | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    175000 | PA      | $184502.87    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMEN 4.875%                     | EUROPEAN INVESTMEN 4.875%                     | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $210734.70    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY 5.638%                     | PUGET SOUND ENERGY 5.638%                     | CUSIP: 745332CD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $342987.48    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76341 | PA      | $73890.06     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22272 | PA      | $22080.95     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321805 | PA      | $305107.59    | 0.01%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 6.00%                      | BLACKSTONE PRIVATE 6.00%                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206375.00    | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    607718 | PA      | $634866.93    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO 5.15%                     | MARSH & MCLENNAN CO 5.15%                     | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517697.51    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.00%                              | INTEL CORP 5.00%                              | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410501.35    | 0.02%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC 4.35%                          | MASTERCARD INC 4.35%                          | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502254.61    | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 4.70%                      | NOVARTIS CAP. CORP 4.70%                      | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273828.95    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 4.07%                     | FORD CREDIT AUTO OW 4.07%                     | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100242.23    | 0.00%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.52%                     | DRIVE AUTO RECEIVAB 4.52%                     | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25082.10     | 0.00%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA 4.901%                     | NATIONAL AUSTRALIA 4.901%                     | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $515877.52    | 0.02%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 5.65%                     | CHILE GOV. INTL. BO 5.65%                     | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $315195.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314101.96    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER T 4.56%                     | BMW VEHICLE OWNER T 4.56%                     | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100928.29    | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HPS COR. LENDING FU 5.45%                     | HPS COR. LENDING FU 5.45%                     | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201818.63    | 0.01%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EWD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15961 | PA      | $16500.35     | 0.00%             | 2038-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38514 | PA      | $39387.64     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.80%                              | INTEL CORP 4.80%                              | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72181.42     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM 6.50%                      | MARATHON PETROLEUM 6.50%                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323372.94    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 4.80%                            | NISOURCE INC 4.80%                            | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    580000 | PA      | $527743.73    | 0.02%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRA. INV. 4.125%                      | ASIAN INFRA. INV. 4.125%                      | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1013690.99   | 0.04%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 5.15%                     | TEXAS INSTRUMENTS I 5.15%                     | CUSIP: 882508CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192851.58    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 5.55%                     | BRISTOL-MYERS SQUIB 5.55%                     | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697662.27    | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2079100 | PA      | $2100988.60   | 0.09%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWC 4.20%                     | NEWMONT CORP / NEWC 4.20%                     | CUSIP: 65163LAF6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250672.17    | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 4.95%                          | PHILLIPS 66 CO 4.95%                          | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395930.34    | 0.02%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75%                               | ONEOK INC 4.75%                               | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700224.04    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN. LTD 5.70%                       | WOODSIDE FIN. LTD 5.70%                       | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $95645.15     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FE78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177032 | PA      | $176825.12    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2422786 | PA      | $2412671.26   | 0.10%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5.55%                      | ARTHUR J GALLAGHER 5.55%                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195450.10    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.85%                            | NISOURCE INC 5.85%                            | CUSIP: 65473PAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101412.98    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613321.07    | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DVHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    948084 | PA      | $950070.62    | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011706.69   | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031300.96   | 0.04%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA 5.85%                     | WELLS FARGO BANK NA 5.85%                     | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529721.60    | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP 6.00%                                | CSX CORP 6.00%                                | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108481.84    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC 5.95%                               | WYETH LLC 5.95%                               | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    625000 | PA      | $676996.64    | 0.03%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP/THE 6.00%                          | CHUBB CORP/THE 6.00%                          | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54701.37     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 6.375%                     | ELEVANCE HEALTH IN 6.375%                     | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547348.75    | 0.02%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK COR 6.625%                     | KIMBERLY-CLARK COR 6.625%                     | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $408038.70    | 0.02%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC 4.625%                         | KENNAMETAL INC 4.625%                         | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100570.47    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 5.50%                      | VERIZON COMMS. INC 5.50%                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196991.00    | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.10%                                 | HCA INC 6.10%                                 | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200806.05    | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYS. INC 5.35%                          | CISCO SYS. INC 5.35%                          | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490882.53    | 0.02%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GRP. LP 4.95%                     | KITE REALTY GRP. LP 4.95%                     | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101225.28    | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. IN 4.375%                     | PHILIPPINE GOV. IN 4.375%                     | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $709479.30    | 0.03%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| S&P GBL. INC 5.25%                            | S&P GBL. INC 5.25%                            | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314125.34    | 0.01%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP F2F                      | ASSOCIATED BANC-CORP F2F                      | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103653.21    | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.85%                               | ONEOK INC 5.85%                               | CUSIP: 682680CG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95451.60     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENT 4.85%                     | HEWLETT PACKARD ENT 4.85%                     | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808352.74    | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FIN. C 6.20%                     | NEW MOUNTAIN FIN. C 6.20%                     | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204079.93    | 0.01%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HHW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $502913.35    | 0.02%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK 5.25%                      | EXPORT-IMPORT BANK 5.25%                      | CUSIP: 302154EL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $319482.89    | 0.01%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.57%                     | HONDA AUTO RECEIVAB 4.57%                     | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101096.75    | 0.00%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECH. FIN. 6.75%                     | BLUE OWL TECH. FIN. 6.75%                     | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103171.52    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 4.45%                     | FORD CREDIT AUTO OW 4.45%                     | CUSIP: 34535KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50500.51     | 0.00%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.51%                     | VERIZON MASTER TRUS 4.51%                     | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50415.35     | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DELL INTL. LLC / EM 5.50%                     | DELL INTL. LLC / EM 5.50%                     | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206589.38    | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DIAGEO INV. CORP 5.625%                       | DIAGEO INV. CORP 5.625%                       | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318321.42    | 0.01%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO INV. CORP 5.125%                       | DIAGEO INV. CORP 5.125%                       | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207214.42    | 0.01%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOLCIM FIN. US LLC 5.40%                      | HOLCIM FIN. US LLC 5.40%                      | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206027.36    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140W0NC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952897 | PA      | $950013.86    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.90%                     | DRIVE AUTO RECEIVAB 4.90%                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24981.57     | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $259254.68    | 0.01%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 4.00%                      | EUROPEAN INV. BANK 4.00%                      | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1009832.68   | 0.04%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2V                            | MORGAN STANLEY F2V                            | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209399.36    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 5.17%                     | HONDA AUTO RECEIVAB 5.17%                     | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50879.39     | 0.00%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 5.45%                     | AMERICAN WATER CAP. 5.45%                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296238.08    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL. CORP F2F                        | REGIONS FINL. CORP F2F                        | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308420.81    | 0.01%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 5.275%                     | TOTALENERGIES CAP. 5.275%                     | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $480308.93    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE 4.85%                         | SOUTHERN CO/THE 4.85%                         | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395897.07    | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.31%                     | CARVANA AUTO RECEIV 4.31%                     | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25114.78     | 0.00%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.70%                               | ONEOK INC 5.70%                               | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283221.09    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873849 | PA      | $900358.92    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 3.92%                     | CAPITAL ONE MULTI-A 3.92%                     | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75086.78     | 0.00%             | 2029-09-17      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.67%                     | DRIVE AUTO RECEIVAB 4.67%                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25101.22     | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 4.75%                     | SIMON PROP. GRP. LP 4.75%                     | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298174.16    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED 4.853%                     | STANDARD CHARTERED 4.853%                     | CUSIP: 85325X2B1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254514.36    | 0.01%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNB CORP/PA F2F                               | FNB CORP/PA F2F                               | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50772.32     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.90%                          | SOLVENTUM CORP 5.90%                          | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    293000 | PA      | $300913.03    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAP. COR 4.65%                     | JOHN DEERE CAP. COR 4.65%                     | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406536.64    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FIN. IN 5.50%                     | CRH AMERICA FIN. IN 5.50%                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208734.23    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK N F2F                     | MORGAN STANLEY BANK N F2F                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712540.00    | 0.03%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417537.65    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 5.20%                     | INTERNATIONAL BUSIN 5.20%                     | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718604.12    | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 5.00%                             | TARGET CORP 5.00%                             | CUSIP: 87612EBT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303735.83    | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.35%                             | PAYCHEX INC 5.35%                             | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415057.24    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QVR48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001757 | PA      | $1034213.85   | 0.04%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.04%                     | CARVANA AUTO RECEIV 4.04%                     | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99791.59     | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.60%                         | CIGNA GROUP/THE 5.60%                         | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196671.30    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 5.834%                          | BAT CAP. CORP 5.834%                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423063.56    | 0.02%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.17%                     | VERIZON MASTER TRUS 4.17%                     | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100467.57    | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS. 4.30%                     | CADENCE DESIGN SYS. 4.30%                     | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402519.22    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW F2F                      | DEUTSCHE BANK AG/NEW F2F                      | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    300000 | PA      | $305911.38    | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE OWNER TS 4.06%                     | JOHN DEERE OWNER TS 4.06%                     | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50093.84     | 0.00%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HLDGS. 4.65%                      | APTIV SWISS HLDGS. 4.65%                      | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $403743.45    | 0.02%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACCAR FINL. CORP 4.00%                       | PACCAR FINL. CORP 4.00%                       | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199876.50    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FE94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245375 | PA      | $251013.50    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG. LUX S 7.25%                     | JBS USA HLDG. LUX S 7.25%                     | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $458686.80    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZE 4.615%                     | AUSTRALIA & NEW ZE 4.615%                     | CUSIP: 05253JB59<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    350000 | PA      | $357410.35    | 0.02%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QVLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941583 | PA      | $959599.57    | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93838 | PA      | $93426.55     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO REC 4.86%                     | WORLD OMNI AUTO REC 4.86%                     | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $229103.51    | 0.01%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032282.96   | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 5.90%                     | NEXTERA ENERGY CAP. 5.90%                     | CUSIP: 65339KDM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206117.35    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OP 5.60%                     | AMERICOLD REALTY OP 5.60%                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101210.77    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RELX CAP. INC 4.75%                           | RELX CAP. INC 4.75%                           | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306125.52    | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Liquid Asset Portfolio | Northern Institutional Liquid Asset Portfolio | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  23468040 | NS      | $23468040.49  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Northern Funds

**Signature:** Randal E. Rein

**Name of Signer:** Randal E. Rein

**Title:** Treasurer and Principal Financial Officer