# EDGAR Filing Document

**Accession Number:** 0000751199
**File Stem:** 0000035402-26-002566
**Filing Date:** 2026-4
**Character Count:** 109098
**Document Hash:** 412f8a78fe97f1d99567ea99628b0160
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002566.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002566

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY INCOME FUND /MA/
- **CENTRAL INDEX KEY:** 0000751199

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04085
- **FILM NUMBER:** 26895359

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY MORTGAGE SECURITIES FUND
- **DATE OF NAME CHANGE:** 19851103

## Series and Classes Contracts Data

### Fidelity Environmental Bond Fund (Series ID: S000072130)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000227901 | Fidelity Advisor Environmental Bond Fund: Class M | FEBEX           |
| C000227902 | Fidelity Advisor Environmental Bond Fund: Class A | FEBBX           |
| C000227903 | Fidelity Environmental Bond Fund                  | FFEBX           |
| C000227904 | Fidelity Advisor Environmental Bond Fund: Class I | FEBFX           |
| C000227905 | Fidelity Advisor Environmental Bond Fund: Class C | FEBDX           |
| C000227906 | Fidelity Advisor Environmental Bond Fund: Class Z | FEBGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Income Fund

- **b. Investment Company Act file number:** 811-04085

- **c. CIK number of Registrant:** 0000751199

- **d. LEI of Registrant:** D66RCKM57LC8ELZCAY58

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Environmental Bond Fund

- **b. EDGAR series identifier (if any):** S000072130

- **c. LEI of Series:** 549300CM673U4XQN4K40

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $50070003.92

**Total Liabilities:** $315892.82

**Net Assets:** $49754111.10

**Delayed Delivery Securities:** $148312.50

**Cash Not Reported:** $73063.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 842.91761156 | **1-Year:** 3871.57607764 | **5-Year:** 11216.61042603 | **10-Year:** 9074.08379551 | **30-Year:** 5712.09793173

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

- **3-Month:** 38.03951004 | **1-Year:** 140.86884264 | **5-Year:** 140.62254449 | **10-Year:** 3.86911162 | **30-Year:** 2.43337521

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227901 | -0.47%               | 0.16%                | 1.66%                |
| Class ID C000227902 | -0.47%               | 0.16%                | 1.65%                |
| Class ID C000227903 | -0.45%               | 0.18%                | 1.68%                |
| Class ID C000227904 | -0.34%               | 0.07%                | 1.80%                |
| Class ID C000227905 | -0.53%               | 0.10%                | 1.59%                |
| Class ID C000227906 | -0.44%               | 0.19%                | 1.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-422755.27              | $53173.59                                  |
| Month 2  | $16324.53                | $-73857.45                                 |
| Month 3  | $-24443.02               | $729676.74                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** 19808143

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/AUD settle 2026-04-24                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-423.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: USD/GBP settle 2026-04-24                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3226.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2026-04-24                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $40149.67     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2026-04-24                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $169.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2026-04-24                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $34.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: EUR/USD settle 2026-04-24                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $162.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1650406 | NS      | $1650736.28   | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035 | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125348.13    | 0.25%             | 2035-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 3.15% 05/01/2027                                                               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49721.17     | 0.10%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201174.58    | 0.40%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.875% 02/08/2029                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450548.93    | 0.91%             | 2029-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                     | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317132.25    | 0.64%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 2.5% 11/15/2032                                                                  | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167684.26    | 0.34%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.329% 06/25/2030                                                  | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $144333.70    | 0.29%             | 2030-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                        | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 3.75% 09/15/2030 144A                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93814.60     | 0.19%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    115000 | PA      | $123609.60    | 0.25%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    125000 | PA      | $147778.77    | 0.30%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LEND LEASE FINANCE LTD                                                          | LEND LEASE FINANCE LTD 3.4% 10/27/2027 REGS                                                       | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |     20000 | PA      | $13785.80     | 0.03%             | 2027-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 1.9% 03/15/2033                                                                           | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $440123.18    | 0.88%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46262.26     | 0.09%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240938.76    | 0.48%             | 2028-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                        | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                   | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195285.30    | 0.39%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                      | VMED O2 UK FINANCING I PLC 4.75% 07/15/2031 144A                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89010.28     | 0.18%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2051#RA5180                                                                    | CUSIP: 3133KLXH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69724 | PA      | $58303.64     | 0.12%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370917.71    | 0.75%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 1.8% 09/22/2031                                                                       | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270512.81    | 0.54%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 1.5% 09/15/2031                                                        | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $178505.77    | 0.36%             | 2031-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                      | VICTORIA TREASURY CORP OF 2% 09/17/2035                                                           | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     12000 | PA      | $6455.58      | 0.01%             | 2035-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV 1.5% 09/27/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106602.45    | 0.21%             | 2031-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                   | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186006.86    | 0.37%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 1.7% 10/01/2028                                                                | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285032.49    | 0.57%             | 2028-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 2.25% 10/14/2031                                                                | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    450000 | PA      | $403856.78    | 0.81%             | 2031-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | AUTODESK INC 2.4% 12/15/2031                                                                      | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268970.30    | 0.54%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134232.99    | 0.27%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | BLACKSTONE PROP PARTNERS EUR HOLD 1.625% 04/20/2030 REGS                                          | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110915.65    | 0.22%             | 2030-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 06/01/2036#CB1048                                                                    | CUSIP: 3140QLEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101410 | PA      | $94674.20     | 0.19%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 2.125% 12/01/2028                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142679.54    | 0.29%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 1.9% 12/10/2028                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286431.58    | 0.58%             | 2028-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2% 11/01/2041#RB0708                                                                    | CUSIP: 3133KTYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192785 | PA      | $171988.05    | 0.35%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 1.5% 12/01/2031#RD0016                                                                  | CUSIP: 3133LJAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118988 | PA      | $113987.50    | 0.23%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#RA6694                                                                    | CUSIP: 3133KNNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656831 | PA      | $547397.31    | 1.10%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                | TERNA - RETE ELETTRICA NAZIONALE EUSA5+NA PERP REGS                                               | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EP               | CORP              | IT        |    100000 | PA      | $116678.95    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#RA6528                                                                  | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646501 | PA      | $562672.96    | 1.13%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS VIII ISSUER LLC                                                  | SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    196677 | PA      | $167644.87    | 0.34%             | 2049-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.4% 05/13/2032                                                                 | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $280504.58    | 0.56%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2032                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $60258.52     | 0.12%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                   | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91589.11     | 0.18%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.9% 07/18/2032                                                                       | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99219.49     | 0.20%             | 2032-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 4.372% 07/27/2027 144A                                                           | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100637.80    | 0.20%             | 2027-07-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.123% 08/25/2032                                                  | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $189897.40    | 0.38%             | 2032-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#CB2786                                                                    | CUSIP: 3140QNCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819815 | PA      | $743373.67    | 1.49%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#RA7091                                                                  | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    817459 | PA      | $711463.38    | 1.43%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196417.38    | 0.39%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FHMS KSG4 A2 3.4% 8/32                                                                            | CUSIP: 3137H92X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $192650.30    | 0.39%             | 2032-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2029                                                                       | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $55794.92     | 0.11%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034                                                    | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $107430.00    | 0.22%             | 2034-10-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300315.42    | 0.60%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 6.75% 12/01/2027                                                             | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22956.68     | 0.05%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2052#RA7258                                                                  | CUSIP: 3133KPB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73730 | PA      | $69640.05     | 0.14%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2052#RA8200                                                                    | CUSIP: 3133KQDD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291183 | PA      | $283274.52    | 0.57%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156879.25    | 0.32%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.15% 06/01/2032                                                       | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99093.83     | 0.20%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2028                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     53000 | PA      | $53101.45     | 0.11%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#RA7065                                                                    | CUSIP: 3133KNZ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189355 | PA      | $157806.68    | 0.32%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                 | HERTZ VEHICLE FINANCING III LLC 5.49% 06/25/2027 144A                                             | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100105.99    | 0.20%             | 2027-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2052#CB5401                                                                  | CUSIP: 3140QRAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494132 | PA      | $490612.02    | 0.99%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.7% 03/01/2029                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386660.02    | 0.78%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 4%/VAR 03/14/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    100000 | PA      | $121618.51    | 0.24%             | 2029-03-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 4.65% 03/15/2033                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101183.50    | 0.20%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 4.95% 04/01/2033                                                          | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51198.89     | 0.10%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2053#RA8524                                                                  | CUSIP: 3133KQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43188 | PA      | $45130.37     | 0.09%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     70000 | PA      | $82145.26     | 0.17%             | 2033-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.05% 05/09/2033                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103725.85    | 0.21%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 5.448% 06/01/2053                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97869.17     | 0.20%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.875% 06/01/2053                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49026.66     | 0.10%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 01/30/2031                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104223.01    | 0.21%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.4% 02/15/2034                                                                      | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157222.23    | 0.32%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    100000 | PA      | $125138.85    | 0.25%             | 2030-06-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#RA8573                                                                    | CUSIP: 3133KQQ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163304 | PA      | $164819.27    | 0.33%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK IRELAND GROUP PLC 5%/VAR 07/04/2031 REGS                                                     | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $127399.10    | 0.26%             | 2031-07-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                              | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154675.98    | 0.31%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.134% 05/25/2033                                                  | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $300172.50    | 0.60%             | 2033-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DC COML MTG TR 2023-DC                                                          | DC COML MTG TR 2023-DC 6.3143% 09/12/2040 144A                                                    | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103017.70    | 0.21%             | 2040-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.35% 01/15/2034                                                            | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157645.08    | 0.32%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                           | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $126699.60    | 0.25%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AP MOLLER MAERSK AS                                                             | AP MOLLER MAERSK AS 5.875% 09/14/2033 144A                                                        | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $107692.07    | 0.22%             | 2033-09-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2051#CB1572                                                                    | CUSIP: 3140QLXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173753 | PA      | $145130.13    | 0.29%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2053#RA8704                                                                  | CUSIP: 3133KQU53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39089 | PA      | $40764.39     | 0.08%             | 2053-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2053#CB6421                                                                  | CUSIP: 3140QSD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44625 | PA      | $46433.48     | 0.09%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2028                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $195781.64    | 0.39%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2053#CB6832                                                                    | CUSIP: 3140QSSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87511 | PA      | $88287.81     | 0.18%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2052#CB4805                                                                  | CUSIP: 3140QQKT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82367 | PA      | $71686.77     | 0.14%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2053#CB7218                                                                    | CUSIP: 3140QTAU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169401 | PA      | $170809.25    | 0.34%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027                                                        | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101983.73    | 0.20%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#CB6418                                                                    | CUSIP: 3140QSDY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174001 | PA      | $175545.29    | 0.35%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2053#RJ0050                                                                  | CUSIP: 3142GQBU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156253 | PA      | $159356.71    | 0.32%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2053#CB7589                                                                  | CUSIP: 3140QTNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114870 | PA      | $117151.33    | 0.24%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159202.77    | 0.32%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2031                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $816812.50    | 1.64%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51640.70     | 0.10%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $426224.80    | 0.86%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.15% 02/15/2034                                                                  | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198552.33    | 0.40%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2054#CB7925                                                                    | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238840 | PA      | $240623.15    | 0.48%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $107530.66    | 0.22%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                     | SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS                                                    | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122003.98    | 0.25%             | 2034-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.375% 04/15/2031                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125730.18    | 0.25%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                               | TENNET HOLDING BV EUAMDB05+NA PERP REGS                                                           | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | EP               | CORP              | NL        |    100000 | PA      | $122368.81    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                             | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS                                         | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $125280.30    | 0.25%             | 2034-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                      | NUVEEN LLC 5.55% 01/15/2030 144A                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18788.28     | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205230.66    | 0.41%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $348878.91    | 0.70%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.875%/VAR 05/14/2032 REGS                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122170.73    | 0.25%             | 2032-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.3% 12/15/2034                                                                       | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93630.37     | 0.19%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINE STR TR III                                                                 | PINE STR TR III 6.223% 05/15/2054 144A                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203667.78    | 0.41%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                                         | HEIDELBERG MATERIALS AG 3.95% 07/19/2034 REGS                                                     | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |     10000 | PA      | $12187.74     | 0.02%             | 2034-07-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.401%/VAR 07/23/2035                                              | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104162.78    | 0.21%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                       | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1592190.23   | 3.20%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 3.673%/VAR 08/05/2031 REGS                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121059.94    | 0.24%             | 2031-08-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 5% 08/05/2034                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102928.92    | 0.21%             | 2034-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $496585.15    | 1.00%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC and GAS                                                 | NEW YORK STATE ELECTRIC and GAS 5.3% 08/15/2034 144A                                              | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104420.65    | 0.21%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 10/01/2051#RA6275                                                                    | CUSIP: 3133KM6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957238 | PA      | $795259.56    | 1.60%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102441.45    | 0.21%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205041.39    | 0.41%             | 2030-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 4.75% 08/28/2034                                                                | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100586.51    | 0.20%             | 2034-08-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $735988.28    | 1.48%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                        | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                                   | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119566.47    | 0.24%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.35% 01/15/2032                                                                   | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101355.19    | 0.20%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.9% 10/06/2029                                                          | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102258.19    | 0.21%             | 2029-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054                                                       | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51576.97     | 0.10%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.125% 11/05/2026                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201154.48    | 0.40%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.895%/VAR 09/06/2030                                                         | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102089.86    | 0.21%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.90    | 0.20%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                   | P3 GROUP SARL 4% 04/19/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121107.34    | 0.24%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.1% 01/07/2028                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55271.77     | 0.11%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.2% 09/17/2029                                                                | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100647.82    | 0.20%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.542%/VAR 09/19/2030                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101179.99    | 0.20%             | 2030-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1452435.55   | 2.92%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.2% 10/01/2029                                                                  | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100805.26    | 0.20%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.55% 02/15/2032                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202701.12    | 0.41%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.85% 02/01/2035                                                               | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99352.86     | 0.20%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A                                                       | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $205119.58    | 0.41%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                       | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152772.82    | 0.31%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                              | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204490.68    | 0.41%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101632.31    | 0.20%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $307992.19    | 0.62%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $517785.15    | 1.04%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2031                                                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102660.16    | 0.21%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                             | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                            | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114824.18    | 0.23%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST 5.2% 12/09/2031 144A                                                      | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151400.42    | 0.30%             | 2031-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5% 02/15/2032                                                        | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12263.89     | 0.02%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152052.93    | 0.31%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                            | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     39000 | PA      | $41306.75     | 0.08%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                  | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120256.86    | 0.24%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153703.44    | 0.31%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57060.81     | 0.11%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81811.04     | 0.16%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | PA      | $1715431.34   | 3.45%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $844124.96    | 1.70%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 5.375% 02/15/2035                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103160.54    | 0.21%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207605.73    | 0.42%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/28/2027                                                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $603468.75    | 1.21%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                       | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1330000 | PA      | $1364860.55   | 2.74%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                       | UST BILLS 0% 03/19/2026                                                                           | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499142.74    | 1.00%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2032                                                                       | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $359201.17    | 0.72%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS                                                  | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     15000 | PA      | $17629.89     | 0.04%             | 2035-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2054#RJ1927                                                                    | CUSIP: 3142GSD96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498749 | PA      | $501974.22    | 1.01%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $356712.89    | 0.72%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1148743.75   | 2.31%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $712386.72    | 1.43%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                        | SNAM SPA 5% 05/28/2030 144A                                                                       | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $205675.08    | 0.41%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                            | SMURFIT WESTROCK FIN 5.418% 01/15/2035                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207573.74    | 0.42%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.2% 01/15/2030                                                            | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207087.12    | 0.42%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-SCHATZ FUT MAR26 DUH6                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $-860.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BOBL FUTURE MAR26 OEH6                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -10 | NC      | $-10473.49    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                            | VOLKSWAGEN BANK GMBH 2.75% 06/19/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118186.47    | 0.24%             | 2028-06-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BUND FUTURE MAR26 RXH6                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $-6472.49     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.3% 06/15/2035                                                            | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51130.51     | 0.10%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2032                                                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $407531.25    | 0.82%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.9% 07/15/2032                                                                      | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154495.71    | 0.31%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 5.171% 07/16/2032 144A                                                           | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206768.56    | 0.42%             | 2032-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $183290.63    | 0.37%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 08/15/2035                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $502173.44    | 1.01%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.25% 09/01/2035                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113142.56    | 0.23%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                  | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     14000 | PA      | $14242.61     | 0.03%             | 2032-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                  | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     41000 | PA      | $41881.44     | 0.08%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 5.55% 02/15/2036                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47752.30     | 0.10%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.7% 12/01/2055   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117040.94    | 0.24%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/31/2032                                                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303304.69    | 0.61%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A                                                  | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96300.76     | 0.19%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                    | SOUTH WEST WATER FINANCE PLC 5.25% 09/15/2031 REGS                                                | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136544.26    | 0.27%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                             | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17917.76     | 0.04%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                              | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                                         | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150376.97    | 0.30%             | 2035-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5% 11/15/2035                           | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149780.06    | 0.30%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.75% 10/06/2032                                                               | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32299.34     | 0.06%             | 2032-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                       | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201021.83    | 0.40%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.8% 09/26/2032                                                                       | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28336.63     | 0.06%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.2% 09/26/2035                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26091.53     | 0.05%             | 2035-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         4 | NC      | $2611.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 03/01/2056 #TBA                                                                    | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $151545.91    | 0.30%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.255%/VAR 10/22/2031                                                       | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300896.56    | 0.60%             | 2031-10-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.356%/VAR 10/22/2031                                                              | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150352.70    | 0.30%             | 2031-10-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.15% 03/15/2036                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13872.84     | 0.03%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 11/15/2035                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $1179222.66   | 2.37%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | MATTEL INC 5% 11/17/2030                                                                          | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99504.63     | 0.20%             | 2030-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $1268268.75   | 2.55%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 4.7% 12/15/2032                                                               | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68782.41     | 0.14%             | 2032-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2032                                                                       | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1171418.75   | 2.35%             | 2032-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 10/01/2053#RJ0051                                                                    | CUSIP: 3142GQBV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456950 | PA      | $470325.69    | 0.95%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                    | AMPRION GMBH 3.162% 01/15/2031 REGS                                                               | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118978.26    | 0.24%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 3.739%/VAR 04/20/2034 REGS                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119374.93    | 0.24%             | 2034-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66407.54     | 0.13%             | 2032-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.493%/VAR 01/16/2032                                                              | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39226.15     | 0.08%             | 2032-01-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.247%/VAR 02/02/2030                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100493.45    | 0.20%             | 2030-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2033                                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $630656.25    | 1.27%             | 2033-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                      | NATIONAL GRID ELEC TRANSM PLC 3.563% 02/03/2034 REGS                                              | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119521.20    | 0.24%             | 2034-02-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.456%/VAR 02/06/2032                                                 | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100748.48    | 0.20%             | 2032-02-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.456%/VAR 02/10/2032                                                         | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151469.93    | 0.30%             | 2032-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 4.5% 03/15/2033                                                                   | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9003.13      | 0.02%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.45% 03/15/2031                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6029.22      | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer