# EDGAR Filing Document

**Accession Number:** 0000934563
**File Stem:** 0001752724-23-040998
**Filing Date:** 2023-2
**Character Count:** 444410
**Document Hash:** 8e3fc23e726edbc2d06a42f3024bb685
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040998.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040998

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HC CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000934563
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08918
- **FILM NUMBER:** 23670782

**BUSINESS ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428
- **BUSINESS PHONE:** 610-828-7200

**MAIL ADDRESS:**
- **STREET 1:** 300 BARR HARBOR DRIVE, 5TH FLOOR
- **CITY:** WEST CONSHOHOCKEN
- **STATE:** PA
- **ZIP:** 19428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HC CAPITAL TRUST
- **DATE OF NAME CHANGE:** 20100305

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIRTLE CALLAGHAN TRUST
- **DATE OF NAME CHANGE:** 19941222

## Series and Classes Contracts Data

### The Core Fixed Income Portfolio (Series ID: S000009382)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000025697 | HC Strategic Shares | HCIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HC Capital Trust

- **b. Investment Company Act file number:** 811-08918

- **c. CIK number of Registrant:** 0000934563

- **d. LEI of Registrant:** 549300WBB2KZ0XDJW948

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

  - **Street Address 1:** Five Tower Bridge, 300 Barr Harbor

  - **City:** West Conshohocken

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19428

  - **Telephone number:** 610-828-7200

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

- **a. Name of Series:** The Core Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000009382

- **c. LEI of Series:** 549300V6SICEFT7GZ352

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $66461401.69

**Total Liabilities:** $1794596.36

**Net Assets:** $64666805.33

**Cash Not Reported:** $130802.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -33.04586142 | **1-Year:** -959.58068327 | **5-Year:** -4010.99958841 | **10-Year:** -5913.27249117 | **30-Year:** -2617.59062982

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025697 | -0.51%               | 2.43%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-81579.60               | $-679575.34                                |
| Month 2  | $-33011.11               | $1510821.69                                |
| Month 3  | $-4365.36                | $-868921.15                                |

### Schedule of Portfolio Investments

| Name                                                     | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132Y2UE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7170 | PA      | $6849.52      | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41405.94     | 0.06%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5F42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16038 | PA      | $13829.72     | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 312946RM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18872 | PA      | $18726.11     | 0.03%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21652 | PA      | $17721.89     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7053 | PA      | $6422.47      | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $91781.25     | 0.14%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33000 | PA      | $31339.69     | 0.05%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $127596.88    | 0.20%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21914 | PA      | $16824.64     | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15010 | PA      | $13120.20     | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810ET1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15925.78     | 0.02%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $75375.00     | 0.12%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140E6C75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3487 | PA      | $3206.92      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ANZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8764 | PA      | $8016.89      | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24684 | PA      | $22313.06     | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $26484.38     | 0.04%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO COMPANY                               | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194622.33    | 0.30%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $70253.91     | 0.11%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140Q7FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3916 | PA      | $3749.42      | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $196679.69    | 0.30%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                        | MICROCHIP TECHNOLOGY INC                          | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82484.60     | 0.13%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25173 | PA      | $25176.27     | 0.04%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K0E79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21567 | PA      | $18509.17     | 0.03%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136BCB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $7849.90      | 0.01%             | 2030-10-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $98092.97     | 0.15%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8469 | PA      | $7887.53      | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7641 | PA      | $7316.52      | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3860 | PA      | $3609.58      | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31410LNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2998 | PA      | $3084.51      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $98962.50     | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                            | RELIANCE STEEL ALUM                               | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55191.64     | 0.09%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                        | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82310.18     | 0.13%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10273 | PA      | $9910.38      | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11667 | PA      | $11738.06     | 0.02%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3178 | PA      | $3036.53      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                   | SOUTHWEST AIRLINES CO                             | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54435.59     | 0.08%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22217 | PA      | $18207.95     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50164.06     | 0.08%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5096 | PA      | $4726.58      | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $67342.19     | 0.10%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JPM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5140 | PA      | $4891.62      | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $18573.72     | 0.03%             | 2029-01-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46427 | PA      | $40586.20     | 0.06%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $153450.00    | 0.24%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $84933.59     | 0.13%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $117480.47    | 0.18%             | 2053-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209615.40    | 0.32%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $133459.38    | 0.21%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                 | INTERPUBLIC GROUP OF COMPANIES                    | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122847.25    | 0.19%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJVN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5346 | PA      | $4996.13      | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8921 | PA      | $8329.82      | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $84546.88     | 0.13%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6828 | PA      | $6374.70      | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XC7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22612 | PA      | $19304.59     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $117675.78    | 0.18%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418BVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4022 | PA      | $3867.03      | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $42977.34     | 0.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20802 | PA      | $17731.24     | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14739 | PA      | $13085.95     | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $74472.66     | 0.12%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15602.34     | 0.02%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                | DELL INTERNATIONAL LLC EMC CORP                   | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68871.53     | 0.11%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELEC POWER CO                            | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65368.66     | 0.10%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10328 | PA      | $9108.62      | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $92016.41     | 0.14%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36178WGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3985 | PA      | $3688.49      | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $110943.75    | 0.17%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                             | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83087.44     | 0.13%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5851 | PA      | $5328.03      | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16466 | PA      | $15373.94     | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133AJPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43111 | PA      | $35288.33     | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $77587.50     | 0.12%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23962 | PA      | $20393.14     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X5DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6817 | PA      | $6353.57      | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179QPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8219 | PA      | $7712.14      | 0.01%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QGAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41236 | PA      | $33652.97     | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46581 | PA      | $38122.49     | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136ANSB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8734 | PA      | $8402.57      | 0.01%             | 2025-01-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X7E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28313 | PA      | $25242.00     | 0.04%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23970 | PA      | $19559.19     | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22000 | PA      | $18569.38     | 0.03%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128M73M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10143 | PA      | $10371.18     | 0.02%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $219257.50    | 0.34%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $138187.50    | 0.21%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $64039.06     | 0.10%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3057 | PA      | $2973.72      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3819 | PA      | $3523.68      | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132XUSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5458 | PA      | $5362.78      | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                              | BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC       | CUSIP: 05492VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $15724.41     | 0.02%             | 2053-04-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75000 | PA      | $71074.22     | 0.11%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $23119.86     | 0.04%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000 | PA      | $99303.75     | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23836 | PA      | $20696.65     | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $82144.53     | 0.13%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORPORATION                          | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86907.11     | 0.13%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4853.91      | 0.01%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97812.50     | 0.15%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                          | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16203.14     | 0.03%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179M5L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15860 | PA      | $14373.45     | 0.02%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7066 | PA      | $6558.31      | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST       | MORGAN STANLEY BAML TRUST                         | CUSIP: 61764PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23889.46     | 0.04%             | 2047-12-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13514 | PA      | $12261.95     | 0.02%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6928 | PA      | $6686.10      | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36416 | PA      | $31759.22     | 0.05%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12082 | PA      | $11121.32     | 0.02%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7422 | PA      | $6889.09      | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORPORATION                                   | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $124299.48    | 0.19%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21021 | PA      | $17236.99     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5E76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11072 | PA      | $9937.22      | 0.02%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KLA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17385 | PA      | $14954.94     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82950.48     | 0.13%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD                      | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $33953.82     | 0.05%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39594 | PA      | $33206.79     | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $42602.34     | 0.07%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8112 | PA      | $7214.35      | 0.01%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27741.36     | 0.04%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17946 | PA      | $16151.83     | 0.02%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                | DUKE ENERGY PROGRESS LLC                          | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20791.63     | 0.03%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22204 | PA      | $18860.82     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X5LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5353 | PA      | $4742.94      | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $119660.94    | 0.19%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42853 | PA      | $35056.37     | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4921 | PA      | $4541.27      | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MMXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6132 | PA      | $5736.24      | 0.01%             | 2033-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                        | CAPITAL ONE FINANCIAL CORP                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122409.75    | 0.19%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6123 | PA      | $5466.62      | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XTO ENERGY INC.                                          | XTO ENERGY INC                                    | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60342.10     | 0.09%             | 2037-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12967 | PA      | $11543.62     | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7801 | PA      | $7294.86      | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47328 | PA      | $38731.23     | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $147975.00    | 0.23%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJTZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9676 | PA      | $9336.43      | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HJL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3340 | PA      | $3259.31      | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $103652.34    | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KTUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40663 | PA      | $36248.37     | 0.06%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23145 | PA      | $20637.81     | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $75062.50     | 0.12%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12558 | PA      | $11178.17     | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                                  | MOHAWK INDUSTRIES INC                             | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47323.98     | 0.07%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6094 | PA      | $5440.16      | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATIONS            | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17281 | PA      | $16242.04     | 0.03%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34878 | PA      | $29253.80     | 0.05%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4338.28      | 0.01%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23166 | PA      | $19680.45     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                            | RELIANCE STEEL ALUMINUM CO                        | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85709.67     | 0.13%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                        | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29992.84     | 0.05%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QGA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18326 | PA      | $15656.67     | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $122017.19    | 0.19%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8711 | PA      | $8146.25      | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8816 | PA      | $8304.42      | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $103374.22    | 0.16%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42855 | PA      | $35075.44     | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWCK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41416 | PA      | $36536.60     | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $130462.50    | 0.20%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $75035.16     | 0.12%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                 | BENCHMARK 2019 B9 A5 4 0156 3 15 52               | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9399.81      | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                        | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96000.85     | 0.15%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2570 | PA      | $2520.29      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                  | CAPITAL ONE MULTI ASSET EXECUTION TRUST           | CUSIP: 14041NFX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $12499.91     | 0.02%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20245 | PA      | $18047.50     | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23022 | PA      | $20553.12     | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $43406.25     | 0.07%             | 2037-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8460 | PA      | $7899.88      | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                          | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48931.58     | 0.08%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QGUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21107 | PA      | $17301.27     | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $48812.50     | 0.08%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    133000 | PA      | $86491.56     | 0.13%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23333 | PA      | $19564.09     | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KQVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18006 | PA      | $15403.88     | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10521 | PA      | $10152.95     | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4041 | PA      | $3728.58      | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K5FK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9996 | PA      | $8909.72      | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X3AW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3449 | PA      | $3182.23      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $147875.00    | 0.23%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9023 | PA      | $8498.84      | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15060 | PA      | $14130.11     | 0.02%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17533 | PA      | $15427.00     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133A9UL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16160 | PA      | $13824.06     | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K9EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8230 | PA      | $7570.56      | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46169 | PA      | $40135.17     | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $79979.69     | 0.12%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140M2TH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23361 | PA      | $19909.66     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $79045.31     | 0.12%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20911 | PA      | $17537.88     | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $89893.75     | 0.14%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vanguard Sht-Term Inflation-Protected Sec Idx            | VANGUARD SHORT TERM TIPS                          | CUSIP: 922020805<br>LEI: N/A                  | Long             |  | RF                | US        |    396500 | NS      | $18520515.00  | 28.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10025 | PA      | $8900.94      | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $20964.84     | 0.03%             | 2053-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $54337.50     | 0.08%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18148 | PA      | $17798.25     | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8288 | PA      | $7739.36      | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F030421<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23459.96     | 0.04%             | 2037-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91126.76     | 0.14%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QFA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19817 | PA      | $16255.83     | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    218000 | PA      | $198277.81    | 0.31%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133BFB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24436 | PA      | $23024.80     | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5751 | PA      | $5394.66      | 0.01%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13629 | PA      | $13118.52     | 0.02%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $90014.06     | 0.14%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2981 | PA      | $2837.32      | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                        | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36464.80     | 0.06%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6917 | PA      | $6110.21      | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3133A7RB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13419 | PA      | $11915.55     | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24366 | PA      | $21719.35     | 0.03%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $23187.50     | 0.04%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31292SB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4660 | PA      | $4575.21      | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                 | ATMOS ENERGY CORP                                 | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79284.53     | 0.12%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WK4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5806 | PA      | $5559.13      | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KJVV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22446 | PA      | $18329.21     | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197000 | PA      | $160277.97    | 0.25%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST, L.P.                               | DIGITAL REALTY TRUST LP                           | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70837.28     | 0.11%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $71874.30     | 0.11%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13494 | PA      | $11543.25     | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                           | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60912.67     | 0.09%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DMKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5496 | PA      | $5254.24      | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23615.60     | 0.04%             | 2025-01-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17108 | PA      | $14584.81     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 31283HZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15299 | PA      | $15407.26     | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $67659.38     | 0.10%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $47291.26     | 0.07%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31329NRH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7676 | PA      | $7259.79      | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132AEBH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2892 | PA      | $2764.28      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136B9KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $16474.94     | 0.03%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133ANDA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44190 | PA      | $36172.27     | 0.06%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5179 | PA      | $4909.07      | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31410LAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4131 | PA      | $4219.51      | 0.01%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                  | SG COMMERCIAL MORTGAGE SECURITIES TRUST           | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22665.43     | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOC                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $29736.75     | 0.05%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $84468.75     | 0.13%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31412PKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       637 | PA      | $618.04       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $24289.06     | 0.04%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                 | BENCHMARK MORTGAGE TRUST                          | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $7931.80      | 0.01%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5384 | PA      | $4997.25      | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10862 | PA      | $9668.53      | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3132A5GR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7042 | PA      | $6736.69      | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3240 | PA      | $3130.90      | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $98667.19     | 0.15%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7534 | PA      | $7035.30      | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21369 | PA      | $18205.85     | 0.03%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $59837.50     | 0.09%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23178 | PA      | $18973.81     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6941 | PA      | $6969.41      | 0.01%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20030 | PA      | $17856.52     | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV, LLC                                        | WESTVACO CORP                                     | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62237.67     | 0.10%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138X2WP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10055 | PA      | $9088.59      | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23105 | PA      | $18909.55     | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X8EL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31100 | PA      | $26449.73     | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47234 | PA      | $40184.59     | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $120625.00    | 0.19%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4000 | PA      | $3561.12      | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JLYF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1916 | PA      | $1827.20      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QKLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45025 | PA      | $36897.57     | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36030 | PA      | $30218.80     | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45062 | PA      | $39155.21     | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $62431.88     | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3272 | PA      | $3182.48      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5727 | PA      | $5644.60      | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4340 | PA      | $4052.43      | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22613 | PA      | $18544.61     | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128LXFB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9310 | PA      | $9358.11      | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC               | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32867.00     | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7621 | PA      | $7148.98      | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION            | FEDERAL FARM CREDIT BANK                          | CUSIP: 3133ENP79<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24827.05     | 0.04%             | 2024-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6182 | PA      | $5725.35      | 0.01%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $101899.22    | 0.16%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6768 | PA      | $6554.49      | 0.01%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20170 | PA      | $18048.43     | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $112734.38    | 0.17%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3067 | PA      | $3079.24      | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP                              | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81478.71     | 0.13%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14069 | PA      | $12639.49     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7893 | PA      | $7369.80      | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31413YL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10514 | PA      | $11085.40     | 0.02%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $57384.38     | 0.09%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XAJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21854 | PA      | $17842.27     | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140LNHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22963 | PA      | $18795.62     | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $62643.75     | 0.10%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $62521.88     | 0.10%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $21440.28     | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                             | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96821.87     | 0.15%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24541 | PA      | $23065.70     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                            | CUSIP: 3130ASDS5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24296.80     | 0.04%             | 2024-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QFV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20735 | PA      | $17087.76     | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                              | INTL PAPER CO                                     | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39696.28     | 0.06%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $75171.88     | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9380 | PA      | $8418.55      | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $111757.81    | 0.17%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19357 | PA      | $15874.35     | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8354 | PA      | $7838.95      | 0.01%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138X6M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14227 | PA      | $13613.15     | 0.02%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                     | BANK                                              | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22626.84     | 0.03%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $50642.97     | 0.08%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $42412.50     | 0.07%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40430 | PA      | $33155.51     | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31334XEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5189 | PA      | $4619.55      | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16388 | PA      | $14019.41     | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133ADUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43228 | PA      | $35450.31     | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9880 | PA      | $9255.68      | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24042 | PA      | $21901.26     | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30391 | PA      | $27977.75     | 0.04%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138LQZS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30930 | PA      | $27750.49     | 0.04%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XGP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23778 | PA      | $20246.88     | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4173 | PA      | $3987.99      | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $144046.88    | 0.22%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    251000 | PA      | $204447.34    | 0.32%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3131XPUE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15549 | PA      | $15103.08     | 0.02%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JACX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3049 | PA      | $2825.57      | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $74578.13     | 0.12%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4874 | PA      | $4423.84      | 0.01%             | 2049-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP.                              | BUNGE LTD FINANCE CORP                            | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61750.73     | 0.10%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21754 | PA      | $17841.86     | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23933 | PA      | $19528.54     | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22813 | PA      | $18535.00     | 0.03%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J8YC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6312 | PA      | $6274.10      | 0.01%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $22755.50     | 0.04%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24256 | PA      | $20617.40     | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $147826.56    | 0.23%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT T INC                                          | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    148000 | PA      | $99516.98     | 0.15%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11593 | PA      | $10293.08     | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132Y2DX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4861 | PA      | $4765.06      | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $72183.59     | 0.11%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3244 | PA      | $2993.00      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                      | CITIGROUP COMMERCIAL MORTGAGE                     | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $11973.76     | 0.02%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $89732.81     | 0.14%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179DLT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4948 | PA      | $4630.21      | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                             | IBERDROLA INTL BV                                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $90534.18     | 0.14%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6271 | PA      | $5801.32      | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $85148.44     | 0.13%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JGLQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3575 | PA      | $3416.29      | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4375 | PA      | $4062.26      | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18797 | PA      | $15764.33     | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6281 | PA      | $5641.41      | 0.01%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $21312.50     | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $72445.31     | 0.11%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3968 | PA      | $3532.57      | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2782 | PA      | $2566.77      | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15751 | PA      | $13474.66     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $150950.00    | 0.23%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MJ4Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3758 | PA      | $3716.62      | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                    | VODAFONE GROUP PLC                                | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $55595.54     | 0.09%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133B76S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23715 | PA      | $20882.24     | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418BFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9370 | PA      | $8672.87      | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106000 | PA      | $70142.19     | 0.11%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $80750.00     | 0.12%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138MPYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19695 | PA      | $17669.37     | 0.03%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20254 | PA      | $16986.82     | 0.03%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CABLE COMMUNICATIONS, LLC.                       | TCI COMMUNICATIONS INC                            | CUSIP: 872287AF4<br>LEI: 549300T2R1ZBGV1UVE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162335.10    | 0.25%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $83960.94     | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KKVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21372 | PA      | $17590.84     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A9UR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7510 | PA      | $7019.21      | 0.01%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $58209.38     | 0.09%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GRP                           | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60358.55     | 0.09%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJZ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7261 | PA      | $6740.00      | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $93515.63     | 0.14%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION            | FEDERAL FARM CREDIT BANK                          | CUSIP: 3133EMRZ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23738.98     | 0.04%             | 2024-02-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138MFTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27446 | PA      | $25523.15     | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133GGSJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22707 | PA      | $19720.66     | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KMNT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22774 | PA      | $19450.92     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CMH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4619 | PA      | $4431.93      | 0.01%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128P7RQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6094 | PA      | $5731.66      | 0.01%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7255 | PA      | $6407.17      | 0.01%             | 2040-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    247000 | PA      | $209332.50    | 0.32%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    117000 | PA      | $82887.19     | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $89535.94     | 0.14%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140EXHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9756 | PA      | $9086.70      | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QKRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22137 | PA      | $18064.40     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $109628.91    | 0.17%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86329.69     | 0.13%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20219 | PA      | $16581.38     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18132 | PA      | $15403.57     | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140FF5G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11558 | PA      | $10677.55     | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18488 | PA      | $16047.64     | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140L2RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21267 | PA      | $17436.55     | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $97552.34     | 0.15%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $11670.70     | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $41179.69     | 0.06%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $41117.19     | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QDXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24650 | PA      | $21063.24     | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $44631.25     | 0.07%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $28481.25     | 0.04%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132A5EY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7157 | PA      | $6658.80      | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10918.75     | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140L24V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43679 | PA      | $35748.20     | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $68964.84     | 0.11%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14481 | PA      | $12502.60     | 0.02%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132WHLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6010 | PA      | $5528.17      | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $129797.66    | 0.20%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23340 | PA      | $19892.50     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X6FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21922 | PA      | $18823.80     | 0.03%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                      | BROWN BROWN INC                                   | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126946.53    | 0.20%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2622 | PA      | $2419.13      | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $37176.56     | 0.06%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5DC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4229 | PA      | $3944.98      | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8197 | PA      | $7773.08      | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                      | COMM MORTGAGE TRUST                               | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $19054.25     | 0.03%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $164013.28    | 0.25%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133A26A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8875 | PA      | $7864.16      | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132Y1W95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3400 | PA      | $3127.25      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17759 | PA      | $15415.24     | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133AXMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47016 | PA      | $38477.15     | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST             | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18097.02     | 0.03%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $90309.38     | 0.14%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40867 | PA      | $33450.02     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3801 | PA      | $3617.69      | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $219079.69    | 0.34%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132A5EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14962 | PA      | $13955.99     | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K3BL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9824 | PA      | $8744.76      | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59501.93     | 0.09%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33560 | PA      | $29919.72     | 0.05%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $67300.00     | 0.10%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJ3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5420 | PA      | $4832.07      | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2247 | PA      | $2277.47      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23317 | PA      | $19839.88     | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $24285.16     | 0.04%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20780 | PA      | $18523.66     | 0.03%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7749 | PA      | $7246.10      | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY                                    | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173744.80    | 0.27%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $26214.84     | 0.04%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7039 | PA      | $6561.97      | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                         | DOMINION GAS HOLDINGS LLC                         | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218562.75    | 0.34%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP                              | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67798.30     | 0.10%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT T INC                                          | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44601.59     | 0.07%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC                                         | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133048.02    | 0.21%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $8889.06      | 0.01%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132A5JT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2989 | PA      | $2927.69      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14771 | PA      | $13219.96     | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XFK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23523 | PA      | $19945.11     | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10527 | PA      | $10712.50     | 0.02%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133ALHG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20730 | PA      | $17670.28     | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                            | CUSIP: 3130A3GE8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     40000 | PA      | $38661.64     | 0.06%             | 2024-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22086 | PA      | $18573.38     | 0.03%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2036 | PA      | $1938.01      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18035 | PA      | $16710.49     | 0.03%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4691 | PA      | $4365.16      | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23201 | PA      | $19708.49     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16901 | PA      | $14458.82     | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $70364.06     | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X7PZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15013 | PA      | $13384.24     | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                            | CUSIP: 3130AQF57<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23999.53     | 0.04%             | 2023-12-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $76739.06     | 0.12%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43810 | PA      | $36016.96     | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158664.75    | 0.25%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43714 | PA      | $35777.79     | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138ESDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8567 | PA      | $8258.43      | 0.01%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $129956.25    | 0.20%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HMZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12430 | PA      | $11845.70     | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3762 | PA      | $3630.37      | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QHFZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38594 | PA      | $34569.75     | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $67402.34     | 0.10%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VDN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6542 | PA      | $5889.03      | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WEJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13006 | PA      | $12142.42     | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31335HXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       260 | PA      | $238.82       | 0.00%             | 2023-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $45196.88     | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24036 | PA      | $21163.35     | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8225 | PA      | $7691.71      | 0.01%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8341 | PA      | $7595.49      | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XGPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22847 | PA      | $19830.76     | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $67539.06     | 0.10%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X6XZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10153 | PA      | $9014.04      | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25299 | PA      | $22847.48     | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102218.75    | 0.16%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5364 | PA      | $4879.84      | 0.01%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL                           | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64010.56     | 0.10%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21778 | PA      | $17688.34     | 0.03%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4SD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3845 | PA      | $3663.57      | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $48210.00     | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10514 | PA      | $10089.24     | 0.02%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                        | UNITED TECHNOLOGIES CORP                          | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45207.00     | 0.07%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13803 | PA      | $11807.98     | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $103575.00    | 0.16%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                             | FISERV INC                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40654.85     | 0.06%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $71882.81     | 0.11%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6400 | PA      | $5905.69      | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                    | VODAFONE GROUP PLC                                | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24590.33     | 0.04%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13831 | PA      | $12425.85     | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                               | TORONTO DOMINION BANK THE                         | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $90730.50     | 0.14%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                 | HCA INC                                           | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105000.00    | 0.16%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QMA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23538 | PA      | $20092.02     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                       | VENTAS REALTY LP                                  | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23912.20     | 0.04%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WHNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4575 | PA      | $4425.00      | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QFRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21057 | PA      | $16167.12     | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $52207.03     | 0.08%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $7583.30      | 0.01%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21547 | PA      | $17634.22     | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133AER55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41880 | PA      | $34275.96     | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22117 | PA      | $18103.95     | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3694 | PA      | $3428.80      | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $63659.38     | 0.10%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $152547.66    | 0.24%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $81679.69     | 0.13%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT    | CUSIP: 3137BMTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24016.35     | 0.04%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2682 | PA      | $2562.32      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $65329.69     | 0.10%             | 2025-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC                                    | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50037.35     | 0.08%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MMRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13968 | PA      | $13068.27     | 0.02%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                  | MARVELL TECHNOLOGY INC                            | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $64500.00     | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $54131.25     | 0.08%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KJ6L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19502 | PA      | $16067.38     | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST             | CUSIP: 95002DBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23873.18     | 0.04%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138YR5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9198 | PA      | $8587.35      | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110307.48    | 0.17%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12579 | PA      | $11290.82     | 0.02%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $55706.25     | 0.09%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $61406.25     | 0.09%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QGZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43001 | PA      | $35192.20     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828V23<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $48789.06     | 0.08%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $45031.25     | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SS INST TREAS PLUS MM FUN                                | SS INST TREAS PLUS MM FUN                         | CUSIP: 930SJLII0<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4554207 | NS      | $4554205.88   | 7.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128M4NK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10041 | PA      | $10665.66     | 0.02%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4034 | PA      | $3862.44      | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3222 | PA      | $3114.13      | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32818 | PA      | $28075.16     | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $134531.25    | 0.21%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2808 | PA      | $2713.81      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                    | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16876.90     | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                               | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40463.49     | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6425 | PA      | $6249.87      | 0.01%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6104 | PA      | $5463.50      | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4859 | PA      | $4509.99      | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15872 | PA      | $13577.95     | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2951 | PA      | $2840.65      | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13278 | PA      | $12090.80     | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                     | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100967.68    | 0.16%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $73957.03     | 0.11%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KLS57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22368 | PA      | $18333.58     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $389409.72    | 0.60%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $87075.00     | 0.13%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23805 | PA      | $20244.82     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3118 | PA      | $2887.01      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20916 | PA      | $18644.98     | 0.03%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8047 | PA      | $7360.38      | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31307TD99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7021 | PA      | $6635.17      | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22008 | PA      | $18015.49     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133AM7J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22582 | PA      | $18480.36     | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    262000 | PA      | $197337.09    | 0.31%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46113 | PA      | $38754.05     | 0.06%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20753 | PA      | $17069.99     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $134147.66    | 0.21%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44222 | PA      | $38382.18     | 0.06%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $99834.38     | 0.15%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $40823.44     | 0.06%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $123659.38    | 0.19%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45267 | PA      | $34754.39     | 0.05%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QFRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21118 | PA      | $16220.72     | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                      | COMMERCIAL MORTGAGE TRUST                         | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23715.05     | 0.04%             | 2048-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7610 | PA      | $6960.29      | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATL RESOURCES                           | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $158401.24    | 0.24%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KGU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8275 | PA      | $7657.30      | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $161739.06    | 0.25%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31307LJ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6201 | PA      | $6028.22      | 0.01%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7080 | PA      | $6593.37      | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET INSTITUTIONAL TREASURY MMKT                 | STATE STREET INSTITUTIONAL TREASURY MMKT          | CUSIP: 85799J9Y2<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     42670 | NS      | $42669.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133AKPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44022 | PA      | $36026.69     | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24112 | PA      | $20221.08     | 0.03%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QDAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8152 | PA      | $7223.61      | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WC2A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9517 | PA      | $9183.50      | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418BLF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14424 | PA      | $13374.46     | 0.02%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5162 | PA      | $4820.02      | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86048.44     | 0.13%             | 2025-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KNGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47393 | PA      | $40279.51     | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $16209.38     | 0.03%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94000 | PA      | $75684.69     | 0.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23096 | PA      | $18916.19     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4XP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4741 | PA      | $4232.38      | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KNLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23517 | PA      | $20119.86     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KHW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8823 | PA      | $8138.32      | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21551 | PA      | $18369.96     | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KUHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41074 | PA      | $33675.21     | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BILL                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $8940.63      | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7358 | PA      | $6785.58      | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5997 | PA      | $5338.58      | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4759 | PA      | $4288.55      | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4W93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3263 | PA      | $3117.19      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $126288.28    | 0.20%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4802 | PA      | $4492.78      | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FUZJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $14037.99     | 0.02%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $166962.50    | 0.26%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86653.13     | 0.13%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6840 | PA      | $6198.69      | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3131XVKA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6769 | PA      | $6074.70      | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    159000 | PA      | $104269.22    | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4177 | PA      | $4076.53      | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23257 | PA      | $20459.53     | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10594 | PA      | $9937.71      | 0.02%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XFTD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23601 | PA      | $20120.08     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140Q9SE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2879 | PA      | $2751.25      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION            | FEDERAL FARM CREDIT BANK                          | CUSIP: 3133ENEJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $70064.33     | 0.11%             | 2024-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $118059.38    | 0.18%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QDJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9136 | PA      | $8187.24      | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23245 | PA      | $20450.14     | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8223 | PA      | $7057.00      | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $80746.88     | 0.12%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                      | CITIGROUP COMMERCIAL MORTGAGE TRUST               | CUSIP: 17323CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19322 | PA      | $18408.54     | 0.03%             | 2048-02-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31329NTH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4411 | PA      | $4086.99      | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4697 | PA      | $4487.92      | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER PARTNERS                          | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4812.10      | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39503 | PA      | $33673.98     | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT    | CUSIP: 3137BYPQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24160 | PA      | $23535.71     | 0.04%             | 2049-07-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10917 | PA      | $9797.67      | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10681 | PA      | $9708.78      | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                        | OKLAHOMA G E CO                                   | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111682.44    | 0.17%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $52091.41     | 0.08%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12489 | PA      | $11219.81     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $66070.31     | 0.10%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10462 | PA      | $9145.28      | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32882.99     | 0.05%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3360 | PA      | $3268.83      | 0.01%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $21585.94     | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                        | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45948.85     | 0.07%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6322 | PA      | $5643.71      | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9324 | PA      | $8490.36      | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JP MORGAN CHASE CO                                | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $526660.05    | 0.81%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810ES3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17000 | PA      | $17884.53     | 0.03%             | 2024-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                           | LYB INTL FINANCE BV                               | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $16877.92     | 0.03%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL                           | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27941.16     | 0.04%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4QY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6819 | PA      | $6144.87      | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HLA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2286 | PA      | $2208.85      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $120429.69    | 0.19%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140E0FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4521 | PA      | $4351.88      | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7009 | PA      | $6223.14      | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $48414.06     | 0.07%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138W9A26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7440 | PA      | $6961.89      | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41257.76     | 0.06%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $39883.59     | 0.06%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86765.63     | 0.13%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                | VALERO ENERGY CORP                                | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74308.64     | 0.11%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KHMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38888 | PA      | $31896.24     | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KDQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15547 | PA      | $13298.51     | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $126309.38    | 0.20%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $109068.75    | 0.17%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5GW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3993 | PA      | $3703.02      | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4499 | PA      | $4170.42      | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3757 | PA      | $3420.55      | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128PTQW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3109 | PA      | $2998.85      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45001 | PA      | $34549.65     | 0.05%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                       | DIAGEO CAPITAL PLC                                | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $94470.30     | 0.15%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5975 | PA      | $5626.81      | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138A75C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7341 | PA      | $7243.04      | 0.01%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19125 | PA      | $16039.63     | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                          | MARTIN MARIETTA MATERIALS                         | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65197.79     | 0.10%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $45968.75     | 0.07%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.              | DEUTSCHE TELEKOM INT FIN                          | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $76681.35     | 0.12%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KH5C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33731 | PA      | $28955.11     | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5051 | PA      | $4878.89      | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QBPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2983 | PA      | $2751.52      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138LTJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16306 | PA      | $15519.23     | 0.02%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                              | STATOIL ASA                                       | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    105000 | PA      | $102834.06    | 0.16%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                      | KINDER MORGAN INC DELAWA                          | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91453.00     | 0.14%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HPBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5818 | PA      | $5595.53      | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2321 | PA      | $2352.36      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22878 | PA      | $19464.26     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2575 | PA      | $2538.14      | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11058 | PA      | $10069.06     | 0.02%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8850 | PA      | $8636.16      | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7230 | PA      | $6960.01      | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KJGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15278 | PA      | $13071.60     | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 31329QWF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2781 | PA      | $2641.94      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $19125.00     | 0.03%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9754.69      | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $82091.41     | 0.13%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132L8ZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5197 | PA      | $4797.14      | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X5FA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4320 | PA      | $4127.19      | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5624 | PA      | $5235.28      | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45411 | PA      | $37163.59     | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $137750.00    | 0.21%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HF2W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12753 | PA      | $10906.74     | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JXRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6688 | PA      | $5953.55      | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC                                      | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $54733.60     | 0.08%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20641 | PA      | $17311.01     | 0.03%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4NR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4560 | PA      | $4036.99      | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20084 | PA      | $18025.48     | 0.03%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $102695.31    | 0.16%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $112531.25    | 0.17%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $85531.25     | 0.13%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KYTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11486 | PA      | $10143.13     | 0.02%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31410GYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22102 | PA      | $22492.60     | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WHKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6313 | PA      | $5872.15      | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23731 | PA      | $20895.07     | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9056 | PA      | $8405.87      | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3129446X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10052 | PA      | $9783.12      | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $63385.16     | 0.10%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7372 | PA      | $6862.93      | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7775 | PA      | $7444.40      | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7249 | PA      | $6402.04      | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KNKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41366 | PA      | $33924.04     | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4598 | PA      | $4093.31      | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                       | T MOBILE USA INC                                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72883.84     | 0.11%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3218 | PA      | $2970.00      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3132A5DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12181 | PA      | $11362.13     | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133ASJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23044 | PA      | $18859.28     | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $21200.00     | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QDDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8304 | PA      | $7357.09      | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20625 | PA      | $17578.66     | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138Y15B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9035 | PA      | $8718.66      | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WCZ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8213 | PA      | $7925.26      | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT T INC                                          | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109191.81    | 0.17%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $11034.41     | 0.02%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H052629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $25113.28     | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4303.91      | 0.01%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JWNT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6525 | PA      | $5808.37      | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $60856.25     | 0.09%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NY                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21789.08     | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45243.50     | 0.07%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9023 | PA      | $9267.18      | 0.01%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $15987.30     | 0.02%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47632 | PA      | $38867.84     | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2021 C          | CUSIP: 98164CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9088.47      | 0.01%             | 2027-09-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $72222.66     | 0.11%             | 2025-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8753 | PA      | $7970.70      | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $62500.00     | 0.10%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21967 | PA      | $19296.72     | 0.03%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $52808.59     | 0.08%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $104587.50    | 0.16%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $58246.88     | 0.09%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17620 | PA      | $16531.90     | 0.03%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES, S.A.U.                             | TELEFONICA EMISIONES                              | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     35000 | PA      | $36044.05     | 0.06%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $103050.00    | 0.16%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $107704.69    | 0.17%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal Express Pass Through Trust                       | FEDEX CORP 2020 1 CLASS AA PASS THROUGH TRUST     | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174146 | PA      | $141401.94    | 0.22%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42748 | PA      | $37224.78     | 0.06%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                       | NVIDIA CORP                                       | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35027.08     | 0.05%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                             | GS MORTGAGE SECURITIES TRUST                      | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23493.42     | 0.04%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12748 | PA      | $10905.65     | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $78018.75     | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32451 | PA      | $27722.61     | 0.04%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21801 | PA      | $17704.58     | 0.03%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $56962.50     | 0.09%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2691 | PA      | $2652.63      | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22807 | PA      | $19555.69     | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31335B2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7343 | PA      | $6594.78      | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179QYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11037 | PA      | $10113.84     | 0.02%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40914.84     | 0.06%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21659 | PA      | $18460.46     | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11752 | PA      | $10558.10     | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $133757.81    | 0.21%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4527 | PA      | $4202.55      | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                 | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46961.50     | 0.07%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11602 | PA      | $10611.66     | 0.02%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKWELL COLLINS, INC.                                   | ROCKWELL COLLINS INC                              | CUSIP: 774341AK7<br>LEI: XO75O7GICH1NPWLBRL05 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146177.56    | 0.23%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $91015.63     | 0.14%             | 2053-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3077 | PA      | $2962.06      | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WCBV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4941 | PA      | $4776.03      | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X3AX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3408 | PA      | $3256.32      | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $75291.41     | 0.12%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WJ3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11117 | PA      | $10422.39     | 0.02%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D53Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8676 | PA      | $8339.05      | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3132D55W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14270 | PA      | $12722.26     | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $7516.25      | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $111718.75    | 0.17%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $75550.00     | 0.12%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13824 | PA      | $12273.93     | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $72867.19     | 0.11%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22756 | PA      | $22310.70     | 0.03%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38780 | PA      | $34571.48     | 0.05%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5361 | PA      | $4881.10      | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21588 | PA      | $16574.83     | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128M9TA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7826 | PA      | $6970.04      | 0.01%             | 2043-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                 | SYNCHRONY CARD FUNDING LLC                        | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $38515.01     | 0.06%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86582.81     | 0.13%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WB6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9985 | PA      | $9480.81      | 0.01%             | 2029-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36178GHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2377 | PA      | $2179.70      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $82100.78     | 0.13%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $53625.00     | 0.08%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUB SVC ELEC GAS                                  | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23909.37     | 0.04%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                 | INTERPUBLIC GROUP OF COS INC THE                  | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22660.43     | 0.04%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $112775.00    | 0.17%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $90309.38     | 0.14%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $17345.75     | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179USW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3639 | PA      | $3607.25      | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $83273.44     | 0.13%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6865 | PA      | $6167.41      | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $89493.75     | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16984 | PA      | $14428.95     | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6035 | PA      | $5418.37      | 0.01%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                    | PROGRESS ENERGY INC                               | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84918.49     | 0.13%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43553 | PA      | $38825.73     | 0.06%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $132146.88    | 0.20%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                         | DOMINION ENERGY GAS HLDG                          | CUSIP: 257375AP0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98208.28     | 0.15%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24012 | PA      | $20137.55     | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                     | BANK                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $17253.77     | 0.03%             | 2052-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                        | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33321.68     | 0.05%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132CWKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23351 | PA      | $21529.91     | 0.03%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19953 | PA      | $17318.98     | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21990 | PA      | $18744.29     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5570 | PA      | $4990.46      | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                | ORANGE SA                                         | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $73256.58     | 0.11%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS                             | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30341.96     | 0.05%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $43825.00     | 0.07%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                             | NORTHROP GRUMMAN CORP                             | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62337.00     | 0.10%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $73000.00     | 0.11%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV4E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22091 | PA      | $18956.43     | 0.03%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31416XHZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7405 | PA      | $7076.38      | 0.01%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148000 | PA      | $94003.13     | 0.15%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31307DXW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       601 | PA      | $567.39       | 0.00%             | 2023-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128P7C27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1296 | PA      | $1358.24      | 0.00%             | 2026-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $24769.53     | 0.04%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7774 | PA      | $7444.08      | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37200 | PA      | $32518.76     | 0.05%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $63689.06     | 0.10%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $58106.25     | 0.09%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $20868.80     | 0.03%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $36285.16     | 0.06%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $83518.75     | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $37586.72     | 0.06%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                     | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200758.40    | 0.31%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22808 | PA      | $19180.57     | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO COMPANY                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187079.64    | 0.29%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2644 | PA      | $2606.23      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJ2P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4023 | PA      | $3900.13      | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19369 | PA      | $15890.37     | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $114412.50    | 0.18%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3131XYNZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5243 | PA      | $4861.59      | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9900 | PA      | $8812.67      | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19785 | PA      | $16865.98     | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15620 | PA      | $14198.09     | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J5W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10527 | PA      | $9876.77      | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $121183.59    | 0.19%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24028 | PA      | $20424.42     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                    | CHARTER COMMUNICATIONS OPERATING LLC              | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178714.76    | 0.28%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179NXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4457 | PA      | $4311.40      | 0.01%             | 2029-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82000 | PA      | $72928.75     | 0.11%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133ASJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22215 | PA      | $18935.86     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                         | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59202.56     | 0.09%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WJYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9063 | PA      | $8679.25      | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4017 | PA      | $3879.86      | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3627 | PA      | $3598.88      | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XDBB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21696 | PA      | $18571.80     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179SZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6219 | PA      | $5765.47      | 0.01%             | 2032-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $62796.09     | 0.10%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133L74L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17144 | PA      | $15361.74     | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $18303.13     | 0.03%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179MGN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6388 | PA      | $5961.44      | 0.01%             | 2027-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $55992.19     | 0.09%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24636.72     | 0.04%             | 2053-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $4976.25      | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46235 | PA      | $39271.09     | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                 | ROPER TECHNOLOGIES INC                            | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48220.15     | 0.07%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTL INC                            | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100606.44    | 0.16%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138M8HU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18103 | PA      | $16940.44     | 0.03%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                      | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22587.80     | 0.03%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $74193.75     | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10171 | PA      | $9424.84      | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23188 | PA      | $20137.46     | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22196 | PA      | $19266.54     | 0.03%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137H74P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $13110.91     | 0.02%             | 2055-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3134 | PA      | $3094.57      | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WDV65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3427 | PA      | $3172.25      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43187 | PA      | $36344.88     | 0.06%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140MAVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24413 | PA      | $22238.33     | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KH4T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32885 | PA      | $28248.01     | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19921 | PA      | $17351.96     | 0.03%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8170 | PA      | $7439.54      | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5663 | PA      | $5264.84      | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140EUP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5951 | PA      | $5555.77      | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $132737.50    | 0.21%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179NF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28462 | PA      | $27684.57     | 0.04%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5EC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8247 | PA      | $7930.23      | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION            | FEDERAL FARM CREDIT BANK                          | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24480.93     | 0.04%             | 2024-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132ADPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5243 | PA      | $5005.07      | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24140 | PA      | $20958.85     | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $27902.34     | 0.04%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                       | VENTAS REALTY LP                                  | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37352.64     | 0.06%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7488 | PA      | $7002.34      | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WKK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6584 | PA      | $6303.95      | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5839 | PA      | $5240.39      | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $26199.22     | 0.04%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3580 | PA      | $3303.66      | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $154232.81    | 0.24%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6510 | PA      | $6033.73      | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24418 | PA      | $23566.01     | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34191 | PA      | $29782.19     | 0.05%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22688 | PA      | $18575.19     | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132D55F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8425 | PA      | $7929.79      | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE WI                              | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29207.81     | 0.05%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132AEKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3040 | PA      | $2894.40      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133AADG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16971 | PA      | $14520.49     | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14906 | PA      | $13974.81     | 0.02%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                             | IBERDROLA INTL BV                                 | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $127187.50    | 0.20%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $79062.50     | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5569 | PA      | $5062.01      | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24298 | PA      | $20012.57     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     96000 | PA      | $69585.00     | 0.11%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $70839.84     | 0.11%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21537 | PA      | $17662.83     | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4613 | PA      | $4011.00      | 0.01%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4503 | PA      | $4155.63      | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K14D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8540 | PA      | $7602.15      | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST       | MORGAN STANLEY BAML TRUST                         | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23150.11     | 0.04%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC.                                 | NEWFIELD EXPLORATION CO                           | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163350.00    | 0.25%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140JQRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5277 | PA      | $4698.01      | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KRM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16883 | PA      | $14654.69     | 0.02%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J9RM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3080 | PA      | $2943.68      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31417EF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14365 | PA      | $12318.71     | 0.02%             | 2042-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23548 | PA      | $19759.14     | 0.03%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                       | VENTAS REALTY LP                                  | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73002.30     | 0.11%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                            | AMERICA MOVIL SAB DE CV                           | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     45000 | PA      | $47263.59     | 0.07%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31417D3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28855 | PA      | $25891.71     | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KH3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13909 | PA      | $11949.26     | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97390.63     | 0.15%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $65334.38     | 0.10%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KMVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22484 | PA      | $19205.78     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7971 | PA      | $7154.49      | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FIN                           | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $83306.88     | 0.13%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138X8ZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7167 | PA      | $6982.14      | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $9396.09      | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5E84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3972 | PA      | $3695.27      | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40962 | PA      | $33526.75     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9492 | PA      | $8428.14      | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     88000 | PA      | $83517.50     | 0.13%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5659 | PA      | $5129.05      | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2377 | PA      | $2261.99      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4618 | PA      | $4422.11      | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3029 | PA      | $2807.24      | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6288 | PA      | $5898.76      | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X4W44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5425 | PA      | $5038.79      | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6141 | PA      | $5270.17      | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5153 | PA      | $5139.47      | 0.01%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MD5E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9570 | PA      | $9122.65      | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC                           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $390064.08    | 0.60%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133AALF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19444 | PA      | $15946.62     | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26420 | PA      | $23095.04     | 0.04%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $106210.94    | 0.16%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31416XH60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6615 | PA      | $6543.39      | 0.01%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4075 | PA      | $3795.28      | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3155 | PA      | $3014.15      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QGAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20094 | PA      | $16481.95     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7939 | PA      | $6791.15      | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11605 | PA      | $11244.30     | 0.02%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3376 | PA      | $3259.52      | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5441 | PA      | $5363.00      | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $96484.38     | 0.15%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8245 | PA      | $7698.64      | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24916 | PA      | $22991.67     | 0.04%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $86934.38     | 0.13%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                 | AMERICAN EXPRESS CO                               | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68610.92     | 0.11%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15178 | PA      | $12984.04     | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KMPR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43391 | PA      | $37138.91     | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4545 | PA      | $4624.81      | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $114792.19    | 0.18%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $82546.88     | 0.13%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $120694.53    | 0.19%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132A5AX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36517 | PA      | $32978.52     | 0.05%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $62349.22     | 0.10%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $63435.94     | 0.10%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                     | BANK                                              | CUSIP: 06540RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23720.93     | 0.04%             | 2054-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23555.02     | 0.04%             | 2028-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5159 | PA      | $4870.19      | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418BP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20370 | PA      | $19351.75     | 0.03%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9881 | PA      | $8773.55      | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $53662.50     | 0.08%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XAJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43442 | PA      | $33891.62     | 0.05%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6819 | PA      | $6665.29      | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WJPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3522 | PA      | $3377.32      | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20627 | PA      | $17962.28     | 0.03%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 31329KRZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15634 | PA      | $14117.71     | 0.02%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $21766.75     | 0.03%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3323 | PA      | $3211.22      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $69339.84     | 0.11%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING                   | CUSIP: 36262XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9711.50      | 0.02%             | 2024-10-21      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18951 | PA      | $15618.09     | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO COMPANY                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32914.60     | 0.05%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22413 | PA      | $20262.86     | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $167709.38    | 0.26%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $112978.13    | 0.17%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WHMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5655 | PA      | $5424.03      | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19169 | PA      | $16717.47     | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WGC85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3862 | PA      | $3605.45      | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4799 | PA      | $4668.01      | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7821 | PA      | $6836.73      | 0.01%             | 2050-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER BUSCH INBEV WOR                          | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206871.94    | 0.32%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $76146.88     | 0.12%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138YUHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7550 | PA      | $6803.91      | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $91318.75     | 0.14%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82000 | PA      | $83640.00     | 0.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                            | CUSIP: 3130AFFX0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23928.50     | 0.04%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22161 | PA      | $19256.34     | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8855 | PA      | $7845.66      | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                               | TENNESSEE VALLEY AUTHORITY                        | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      5000 | PA      | $4062.88      | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3226 | PA      | $3112.92      | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $129661.72    | 0.20%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                            | CUSIP: 3130A2UW4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     40000 | PA      | $38830.88     | 0.06%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7287 | PA      | $6835.46      | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST            | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18929.61     | 0.03%             | 2026-11-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WHF64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6400 | PA      | $5960.26      | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140M2LX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23631 | PA      | $20808.10     | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KJ4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21273 | PA      | $18185.04     | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $68484.38     | 0.11%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                        | NUCOR CORP                                        | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47384.90     | 0.07%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                      | CITIGROUP COMMERCIAL MORTGAGE TRUST               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8597.31      | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7931 | PA      | $7386.37      | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J6GL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7053 | PA      | $6799.53      | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY        | BRITISH TELECOM PLC                               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $76527.36     | 0.12%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $89791.41     | 0.14%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $53648.44     | 0.08%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22063 | PA      | $18627.29     | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23921 | PA      | $21035.86     | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23095 | PA      | $18901.70     | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                               | TENNESSEE VALLEY AUTHORITY                        | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     30000 | PA      | $33181.47     | 0.05%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 3620A7ZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15435 | PA      | $15471.12     | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $128732.81    | 0.20%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132AD6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7284 | PA      | $7266.70      | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE CORPORATION          | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14774 | PA      | $12914.47     | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140H5DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5675 | PA      | $5267.43      | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $106777.34    | 0.17%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15798 | PA      | $14317.26     | 0.02%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15447 | PA      | $15977.88     | 0.02%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3231 | PA      | $3087.05      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4553 | PA      | $4225.74      | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24500.00     | 0.04%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COMPANIES INC                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59631.96     | 0.09%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MMSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3329 | PA      | $3173.15      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8578 | PA      | $8257.56      | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E. I. DU PONT DE NEMOURS AND COMPANY                     | E I DU PONT DE NEMOURS                            | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45882.87     | 0.07%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                    | SABRA HEALTH CARE LP                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52089.80     | 0.08%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140FEZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3646 | PA      | $3495.82      | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MJVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3736 | PA      | $3488.35      | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X8KA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39940 | PA      | $32605.23     | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4332 | PA      | $4273.14      | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140L6WT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43693 | PA      | $37239.59     | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WKNL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11334 | PA      | $10945.65     | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP                                    | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76071.38     | 0.12%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3128MMQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14056 | PA      | $13150.54     | 0.02%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418AM39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9384 | PA      | $8781.70      | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $48975.00     | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIEMAE ACES                                    | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17980 | PA      | $16786.33     | 0.03%             | 2027-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128MMWZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11753 | PA      | $11107.76     | 0.02%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $74425.78     | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2022 A             | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $19048.72     | 0.03%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $48318.75     | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $93343.75     | 0.14%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179W5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24091 | PA      | $20219.97     | 0.03%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                           | LYB INTL FINANCE BV                               | CUSIP: 50247VAA7<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     14000 | PA      | $13892.73     | 0.02%             | 2023-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                        | RELX CAPITAL INC                                  | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119767.34    | 0.19%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                         | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145133.01    | 0.22%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $122159.32    | 0.19%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3695 | PA      | $3444.92      | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23499 | PA      | $20990.59     | 0.03%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140K9EE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9908 | PA      | $8796.93      | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE            | CANADIAN PACIFIC RAILWAY                          | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $32604.04     | 0.05%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BONDS                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $26062.50     | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $41007.81     | 0.06%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39788 | PA      | $32629.58     | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4577 | PA      | $4241.77      | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY                                | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81847.63     | 0.13%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                        | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142925.10    | 0.22%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4742 | PA      | $4394.56      | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23746 | PA      | $19931.70     | 0.03%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $99151.56     | 0.15%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $67762.50     | 0.10%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                             | NUTRIEN LTD                                       | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $34317.72     | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $84707.81     | 0.13%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $29492.97     | 0.05%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4911 | PA      | $4295.17      | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST               | JPMMB COMMERCIAL MORTGAGE SECURITIES TRUST        | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22829.46     | 0.04%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | SUNOCO LOGISTICS PARTNERS                         | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76734.64     | 0.12%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418C7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2832 | PA      | $2624.42      | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10397 | PA      | $10113.48     | 0.02%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45984 | PA      | $37668.11     | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $164812.50    | 0.25%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $52688.28     | 0.08%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 31335BHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8159 | PA      | $7507.67      | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27323 | PA      | $24544.37     | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $85109.38     | 0.13%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14738 | PA      | $14545.62     | 0.02%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132A5DK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16460 | PA      | $14819.24     | 0.02%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133AKB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44552 | PA      | $34207.37     | 0.05%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8448 | PA      | $7679.31      | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $117656.25    | 0.18%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15320 | PA      | $13086.49     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $47851.56     | 0.07%             | 2024-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $71050.78     | 0.11%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $81214.84     | 0.13%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                               | CONSTELLATION BRANDS INC                          | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96626.09     | 0.15%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101000 | PA      | $71110.31     | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19740 | PA      | $16188.90     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116851.25    | 0.18%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6239 | PA      | $5554.16      | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47139 | PA      | $40035.32     | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $52903.13     | 0.08%             | 2024-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22308 | PA      | $18707.58     | 0.03%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41737 | PA      | $34162.47     | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $89461.62     | 0.14%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                         | NATIONAL RETAIL PROPERTIES INC                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68710.77     | 0.11%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23799 | PA      | $19475.97     | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $115801.56    | 0.18%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                     | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59291.64     | 0.09%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6696 | PA      | $6174.85      | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19351 | PA      | $16529.53     | 0.03%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43507 | PA      | $37809.51     | 0.06%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                 | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $22328.13     | 0.03%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47275 | PA      | $38689.10     | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** HC Capital Trust

**Signature:** Kenneth Schiltz

**Name of Signer:** Kenneth Schiltz

**Title:** Asst. Treasurer